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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Chi tiết về thư mục
Tác giả chính: Petrova, Iva
Tác giả khác: Bellas, Dimitri, Papaioannou, Michael
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2010.
Loạt:IMF Working Papers; Working Paper ; No. 2010/281
Truy cập trực tuyến:Full text available on IMF