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...
| Автор: | |
|---|---|
| Інші автори: | , , |
| Формат: | Журнал |
| Мова: | English |
| Опубліковано: |
Washington, D.C. :
International Monetary Fund,
2018.
|
| Серія: | IMF Working Papers; Working Paper ;
No. 2018/018 |
| Онлайн доступ: | Full text available on IMF |