Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets
Year of publication: |
2018
|
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Authors: | Hui, Cho H. ; Lo, Chi-Fai ; Chau, Po-Hon |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 109-128
|
Subject: | Bond pricing model | Emerging markets | Exchange rates | Sovereign risk | US interest rates | Schwellenländer | Emerging economies | Wechselkurs | Exchange rate | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Theorie | Theory | Zins | Interest rate | CAPM | Länderrisiko | Country risk | Anleihe | Bond | Volatilität | Volatility | Welt | World | Schätzung | Estimation |
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