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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Petrova, Iva
مؤلفون آخرون: Bellas, Dimitri, Papaioannou, Michael
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2010.
سلاسل:IMF Working Papers; Working Paper ; No. 2010/281
الوصول للمادة أونلاين:Full text available on IMF