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...

詳細記述

書誌詳細
団体著者: International Monetary Fund
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2009.
シリーズ:IMF Working Papers; Working Paper ; No. 2009/147
オンライン・アクセス:Full text available on IMF