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...
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| Awduron Eraill: | , , |
| Fformat: | Cylchgrawn |
| Iaith: | English |
| Cyhoeddwyd: |
Washington, D.C. :
International Monetary Fund,
2017.
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| Cyfres: | IMF Working Papers; Working Paper ;
No. 2017/050 |
| Mynediad Ar-lein: | Full text available on IMF |