Correlations in Emerging Market Bonds : The Role of Local and Global Factors /
This paper examines the comovement in emerging market bond returns and disentangles the influence of external and domestic factors. The conceptual framework, set in the context of asset allocation, allows us to describe the channels through which shocks originating in a particular emerging or mature...
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| Daljnji autori: | , |
| Format: | Žurnal |
| Jezik: | English |
| Izdano: |
Washington, D.C. :
International Monetary Fund,
2010.
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| Serija: | IMF Working Papers; Working Paper ;
No. 2010/006 |
| Online pristup: | Full text available on IMF |