Spatial Spillovers in Emerging Market Spreads /
We use novel spatial econometrics techniques to explore spillovers in the sovereign bond market for 24 emerging economies during 1995-2010. The paper extends the previous literature focusing on spillover effects from advanced to emerging economies by analyzing transmission of shocks across emerging...
| Auteur principal: | |
|---|---|
| Autres auteurs: | , |
| Format: | Revue |
| Langue: | English |
| Publié: |
Washington, D.C. :
International Monetary Fund,
2011.
|
| Collection: | IMF Working Papers; Working Paper ;
No. 2011/221 |
| Accès en ligne: | Full text available on IMF |