Impact of Fed Tapering Announcements on Emerging Markets /

This paper analyzes market reactions to the 2013-14 Fed announcements relating to tapering of asset purchases and their relationship to macroeconomic fundamentals and country economic and financial structures. The study uses daily data on exchange rates, government bond yields, and stock prices for...

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Détails bibliographiques
Auteur principal: Mishra, Prachi
Autres auteurs: Moriyama, Kenji, N'Diaye, Papa, Nguyen, Lam
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2014.
Collection:IMF Working Papers; Working Paper ; No. 2014/109
Accès en ligne:Full text available on IMF