Showing 11 - 20 of 189
A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing countries during periods of financial stress in the last decade. The model identifies and quantifies the contribution on bond spreads from global market...
Persistent link: https://www.econbiz.de/10014400361
The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also studied individually. A historical decomposition of bond spreads is used to...
Persistent link: https://www.econbiz.de/10014403964
Persistent link: https://www.econbiz.de/10001120422
Persistent link: https://www.econbiz.de/10003738003
Persistent link: https://www.econbiz.de/10000981235
Persistent link: https://www.econbiz.de/10000950866
Persistent link: https://www.econbiz.de/10001760590
Persistent link: https://www.econbiz.de/10001675211
Persistent link: https://www.econbiz.de/10001929320
Persistent link: https://www.econbiz.de/10001883692