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...
| Autor principal: | |
|---|---|
| Format: | Revista |
| Idioma: | English |
| Publicat: |
Washington, D.C. :
International Monetary Fund,
2012.
|
| Col·lecció: | IMF Working Papers; Working Paper ;
No. 2012/212 |
| Accés en línia: | Full text available on IMF |