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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Petrova, Iva
Muut tekijät: Bellas, Dimitri, Papaioannou, Michael
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2010.
Sarja:IMF Working Papers; Working Paper ; No. 2010/281
Linkit:Full text available on IMF