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Emerging market sovereign bond spreads : estimation and back-testing /
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 in-sample predictions for emerging economies bond spreads. The impact and significance of country-specific and global explanatory variables...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
[Place of publication not identified] :
International Monetary Fund,
2012.
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| Collection: | IMF working paper ;
WP/12/212. |
| Sujets: | |
| Accès en ligne: | Texto completo |
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