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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Agur, Itai
מחברים אחרים: Chan, Melissa, Goswami, Mangal, Sharma, Sunil
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2018.
סדרה:IMF Working Papers; Working Paper ; No. 2018/018
גישה מקוונת:Full text available on IMF