Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets.
This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surprises in external emerging bond markets are found to affect both conditional returns an...
| निगमित लेखक: | |
|---|---|
| स्वरूप: | पत्रिका |
| भाषा: | English |
| प्रकाशित: |
Washington, D.C. :
International Monetary Fund,
2009.
|
| श्रृंखला: | IMF Working Papers; Working Paper ;
No. 2009/147 |
| ऑनलाइन पहुंच: | Full text available on IMF |