Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico's Sovereign Bond Yields /
This paper examines the transmission of changes in the U.S. monetary policy to localcurrency sovereign bond yields of Brazil and Mexico. Using vector error-correction models, we find that the U.S. 10-year bond yield was a key driver of long-term yields in these countries, and that Brazilian yields w...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | , , |
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2017.
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| মালা: | IMF Working Papers; Working Paper ;
No. 2017/050 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |