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...

Cijeli opis

Bibliografski detalji
Glavni autor: Petrova, Iva
Daljnji autori: Bellas, Dimitri, Papaioannou, Michael
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2010.
Serija:IMF Working Papers; Working Paper ; No. 2010/281
Online pristup:Full text available on IMF