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...
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| Další autoři: | , |
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
2011.
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| Edice: | IMF Working Papers; Working Paper ;
No. 2011/221 |
| On-line přístup: | Full text available on IMF |