FIXED INCOME - New Perspectives on Emerging Market Bonds - This article examines the rule of emerging market bonds in global investment portfolios. The authors explore the history of these bonds and examine expected returns, risk, and higher moments with data extending through the emerging market crash. The authors find that country risk measures are valuable in explaining expected returns and ...
Year of publication: |
1999
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Authors: | Erb, Claude B. ; Harvey, Campbell R. ; Viskanta, Tadas E. |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 25.1999, 2, p. 83-92
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