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Exchange rate dynamics and US dollar-denominated sovereign bond prices in emerging markets

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Exchange rate dynamics and United States dollar-denominated sovereign bond prices in emerging markets

Hui, Cho H.; Lo, Chi-fai; Chau, Po-hon - 2017

The study conducts an empirical test on dollar-denominated sovereign credit spreads in emerging markets, including Brazil, Colombia, Mexico, the Philippines, the Russian Federation, and Turkey to examine their relationship with each country's exchange rate and the United States (US) Treasury...

Persistent link: https://www.econbiz.de/10011756971