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...
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Другие авторы: | , |
Формат: | Журнал |
Язык: | English |
Опубликовано: |
Washington, D.C. :
International Monetary Fund,
2010.
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Серии: | IMF Working Papers; Working Paper ;
No. 2010/281 |
Online-ссылка: | Full text available on IMF |