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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Andritzky, Jochen
Awduron Eraill: Bannister, Geoffrey, Tamirisa, Natalia
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2005.
Cyfres:IMF Working Papers; Working Paper ; No. 2005/083
Mynediad Ar-lein:Full text available on IMF