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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Petrova, Iva
Rannpháirtithe: Bellas, Dimitri, Papaioannou, Michael
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2010.
Sraith:IMF Working Papers; Working Paper ; No. 2010/281
Rochtain ar líne:Full text available on IMF