Ozatay, Fatih; Ozmen, Erdal; Sahinbeyoglu, Gülbin - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2007
This paper investigates the impact of global financial conditions, US macroeconomic news and domestic macroeconomic fundamentals on the evolution of EMBI spreads for a panel of 18 emerging market (EM) countries using daily data. To this end, we employ not only the conventional panel data...