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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| Övriga upphovsmän: | , , |
| Materialtyp: | Tidskrift |
| Språk: | English |
| Publicerad: |
Washington, D.C. :
International Monetary Fund,
2018.
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| Serie: | IMF Working Papers; Working Paper ;
No. 2018/018 |
| Länkar: | Full text available on IMF |