Determinants of Emerging Market Sovereign Bond Spreads : Fundamentals vs Financial Stress /
This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and temporary (financial market) factors on these spreads. During the current global financial and economic crisis, sovereign bond spreads widened...
| Hoofdauteur: | Petrova, Iva |
|---|---|
| Andere auteurs: | Bellas, Dimitri, Papaioannou, Michael |
| Formaat: | Tijdschrift |
| Taal: | English |
| Gepubliceerd in: |
Washington, D.C. :
International Monetary Fund,
2010.
|
| Reeks: | IMF Working Papers; Working Paper ;
No. 2010/281 |
| Online toegang: | Full text available on IMF |
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