Bond yields in emerging economies : it matters what state you are in.

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While many studies have looked into the determinants of yields on externally issued sovereign bonds of emerging economies, analysis of domestically issued bonds has hitherto been limited, despite their growing relevance. This paper finds that the extent to which fiscal variables affect domestic bond...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Jaramillo, Laura
Otros Autores: Weber, Anke
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, 2012.
Colección:IMF working paper (Online) ; WP/12/198.
Temas:
Bonds.
Investments > Developing countries.
Obligations (Valeurs)
bonds (negotiable instruments)
BUSINESS & ECONOMICS > Finance.
Bonds
Investments
Developing countries
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Abstract; Contents; I. Introduction; II. Background and Literature Review; III. Stylized Facts; Figures; 1. Emerging Economies: Government Debt; 2. Emerging Economies: Domestic Government Debt Securities; 3. Emerging Market Fund Assets; 4. Sovereign Domestic Bond Yields; 5. Sovereign Domestic Bond Yields and Global Factors; 6. Domestic Bond Yields and Fiscal Fundamentals, 2007-2011; IV. Empirical Model Specification; V. Data and Estimation Results; A. Data Sources; B. Estimation Results; Tables; 1. Descriptive Statistics.
  • 2. Determinants of 10-year Domestic Bond Yields in Emerging Economies3. Threshold Model: Determinants of 10-year Domestic Bond Yields in Emerging Economies; VI. Summary and Conclusions; 7. Actual Change in Bond Yields Compared to Out-of-Sample Prediction; Appendix; References.

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