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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Detaylı Bibliyografya
Yazar: Agur, Itai
Diğer Yazarlar: Chan, Melissa, Goswami, Mangal, Sharma, Sunil
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2018.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2018/018
Online Erişim:Full text available on IMF