The Impact of Macroeconomic Announcements on Emerging Market Bonds /

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to rating actions and changes in global interest rates rather than domestic data and policy announcements. All announcements affect market volatility. Data and policy announcements reduce...

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Detaylı Bibliyografya
Yazar: Andritzky, Jochen
Diğer Yazarlar: Bannister, Geoffrey, Tamirisa, Natalia
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2005.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2005/083
Online Erişim:Full text available on IMF