On International Integration of Emerging Sovereign Bond Markets /

The paper investigates the international integration of EM sovereign dollar-denominated and local-currency bond markets. Factor analysis is used to examine movements in sovereign bond yields and common sources of yield variation. The results suggest that EM dollar-denominated sovereign debt markets...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Agur, Itai
अन्य लेखक: Chan, Melissa, Goswami, Mangal, Sharma, Sunil
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2018.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2018/018
ऑनलाइन पहुंच:Full text available on IMF