Emerging Market Sovereign Bond Spreads : Estimation and Back-testing /
We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate in-sample predictions for emerging economies bond spreads. The impact and significance of country-specific and global explanatory variables...
| প্রধান লেখক: | |
|---|---|
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2012/212 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |