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Bond yields in emerging economies : it matters what state you are in.
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
2012.
|
| Colección: | IMF working paper (Online) ;
WP/12/198. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Jaramillo, Laura. | |
| 245 | 1 | 0 | |a Bond yields in emerging economies : |b it matters what state you are in. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c 2012. | ||
| 300 | |a 1 online resource | ||
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| 490 | 1 | |a IMF working papers ; |v WP/12/198 | |
| 505 | 0 | |a 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. | |
| 505 | 8 | |a 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. | |
| 520 | |a 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 yields in emerging economies depends on the level of global risk aversion. During tranquil times in global markets, fiscal variables do not seem to be a significant determinant of domestic bond yields in emerging economies. However, when market participants are on edge, they pay greater attention t. | ||
| 504 | |a Includes bibliographical references. | ||
| 546 | |a English. | ||
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Bonds. | |
| 650 | 0 | |a Investments |z Developing countries. | |
| 650 | 6 | |a Obligations (Valeurs) | |
| 650 | 7 | |a bonds (negotiable instruments) |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Finance. |2 bisacsh | |
| 650 | 7 | |a Bonds |2 fast | |
| 650 | 7 | |a Investments |2 fast | |
| 651 | 7 | |a Developing countries |2 fast | |
| 700 | 1 | |a Weber, Anke. | |
| 776 | 0 | 8 | |i Print version: |a Jaramillo, Laura. |t Bond Yields in Emerging Economies: It Matters What State You Are In. |d Washington : International Monetary Fund, ©2012 |z 9781475505481 |
| 830 | 0 | |a IMF working paper (Online) ; |v WP/12/198. | |
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