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The impact of macroeconomic announcements on emerging market bonds

Andritzky, Jochen R.; Bannister, Geoffrey J.; Tamirisa, … - 2005

Persistent link: https://www.econbiz.de/10003076475

The impact of macroeconomic announcements on emerging market bonds

Andritzky, Jochen R.; Bannister, Geoffrey J.; Tamirisa, … - In: Emerging markets review 8 (2007) 1, pp. 20-37

Persistent link: https://www.econbiz.de/10003433103

The Impact of Macroeconomic Announcements on Emerging Market Bonds

Andritzky, Jochen R. - 2006

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...

Persistent link: https://www.econbiz.de/10012780671

The impact of macroeconomic announcements on emerging market bonds

Andritzky, Jochen R.; Bannister, Geoffrey J.; Tamirisa, … - In: Emerging markets review 8 (2007) 1, pp. 20-37

Persistent link: https://www.econbiz.de/10009869088

The Impact of Macroeconomic Announcementson Emerging Market Bonds

Andritzky, Jochen R. - 2005

Persistent link: https://www.econbiz.de/10014400951

The Impact of Macroeconomic Announcementson Emerging Market Bonds

Andritzky, Jochen R.; Bannister, Geoffrey J.; Tamirisa, … - International Monetary Fund (IMF) - 2005

Persistent link: https://www.econbiz.de/10005768842

The impact of macroeconomic announcements on emerging market bonds

Andritzky, Jochen R.; Bannister, Geoffrey J.; Tamirisa, … - In: Emerging Markets Review 8 (2007) 1, pp. 20-37

Persistent link: https://www.econbiz.de/10005166190