Emerging market bond spreads: The role of global and domestic factors from 2002 to 2011
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DOI: 10.1016/j.jimonfin.2013.12.008
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More about this item
Keywords
Emerging market bond spreads; Risk aversion; Principal components; Pool mean group;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- F34 - International Economics - - International Finance - - - International Lending and Debt Problems
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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