The Impact of Macroeconomic Announcements on Emerging Market Bonds /

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to rating actions and changes in global interest rates rather than domestic data and policy announcements. All announcements affect market volatility. Data and policy announcements reduce...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Andritzky, Jochen
مؤلفون آخرون: Bannister, Geoffrey, Tamirisa, Natalia
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2005.
سلاسل:IMF Working Papers; Working Paper ; No. 2005/083
الوصول للمادة أونلاين:Full text available on IMF