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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Petrova, Iva
מחברים אחרים: Bellas, Dimitri, Papaioannou, Michael
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2010.
סדרה:IMF Working Papers; Working Paper ; No. 2010/281
גישה מקוונת:Full text available on IMF