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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Бібліографічні деталі
Автор: Petrova, Iva
Інші автори: Bellas, Dimitri, Papaioannou, Michael
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2010.
Серія:IMF Working Papers; Working Paper ; No. 2010/281
Онлайн доступ:Full text available on IMF