Determinants Of Emerging Market Sovereign Bond Spreads
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Language: en
Pages: 28
Pages: 28
Type: BOOK - Published: 2010-12-01 - Publisher: International Monetary Fund
This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and te
Language: en
Pages: 27
Pages: 27
Type: BOOK - Published: 2010-12-01 - Publisher: International Monetary Fund
This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and te
Language: en
Pages: 42
Pages: 42
Type: BOOK - Published: 2013-07-10 - Publisher: International Monetary Fund
We analyze the relationship between global and country-specific factors and emerging market debt spreads from three different angles. First, we aim to disentang
Language: en
Pages: 27
Pages: 27
Type: BOOK - Published: 2015-12-24 - Publisher: International Monetary Fund
What determines the ability of low-income developing countries to issue bonds in international capital and what explains the spreads on these bonds? This paper
Language: en
Pages: 43
Pages: 43
Type: BOOK - Published: 2012-08-01 - Publisher: International Monetary Fund
We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate