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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Agur, Itai
Awduron Eraill: Chan, Melissa, Goswami, Mangal, Sharma, Sunil
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2018.
Cyfres:IMF Working Papers; Working Paper ; No. 2018/018
Mynediad Ar-lein:Full text available on IMF