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Macroeconomic fundamentals, price discovery and volatility dynamics in emerging markets /
This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surprises in external emerging bond markets are found to affect both conditional returns an...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
[Washington, DC] :
International Monetary Fund,
2009.
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| Series: | IMF working paper ;
WP/09/147. |
| Subjects: | |
| Online Access: | Texto completo |