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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Bibliografske podrobnosti
Glavni avtor: Petrova, Iva
Drugi avtorji: Bellas, Dimitri, Papaioannou, Michael
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2010.
Serija:IMF Working Papers; Working Paper ; No. 2010/281
Online dostop:Full text available on IMF