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...
מחבר ראשי: | |
---|---|
מחברים אחרים: | , |
פורמט: | כתב-עת |
שפה: | English |
יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2005.
|
סדרה: | IMF Working Papers; Working Paper ;
No. 2005/083 |
גישה מקוונת: | Full text available on IMF |