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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Bibliografische gegevens
Hoofdauteur: Mishra, Prachi
Andere auteurs: Moriyama, Kenji, N'Diaye, Papa, Nguyen, Lam
Formaat: Tijdschrift
Taal:English
Gepubliceerd in: Washington, D.C. : International Monetary Fund, 2014.
Reeks:IMF Working Papers; Working Paper ; No. 2014/109
Online toegang:Full text available on IMF