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...

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Xehetasun bibliografikoak
Egile nagusia: Agur, Itai
Beste egile batzuk: Chan, Melissa, Goswami, Mangal, Sharma, Sunil
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2018.
Saila:IMF Working Papers; Working Paper ; No. 2018/018
Sarrera elektronikoa:Full text available on IMF