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...
| Autor principal: | |
|---|---|
| Outros Autores: | , |
| Formato: | Periódico |
| Idioma: | English |
| Publicado em: |
Washington, D.C. :
International Monetary Fund,
2010.
|
| Colecção: | IMF Working Papers; Working Paper ;
No. 2010/281 |
| Acesso em linha: | Full text available on IMF |