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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Andritzky, Jochen
מחברים אחרים: Bannister, Geoffrey, Tamirisa, Natalia
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