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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Petrova, Iva
Awduron Eraill: Bellas, Dimitri, Papaioannou, Michael
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2010.
Cyfres:IMF Working Papers; Working Paper ; No. 2010/281
Mynediad Ar-lein:Full text available on IMF