Miyajima, Ken; Mohanty, M.S.; Chan, Tracy - In: Emerging Markets Review 22 (2015) C, pp. 126-139
We examine the dynamics of emerging market (EM) local currency government bond yields for the last decade and a half as well as for three different phases (January 2000–December 2007, January 2008–April 2013, and since May 2013). We show that domestic factors have anchored EM local currency...
