The Impact of Macroeconomic Announcements on Emerging Market Bonds
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Cited by:
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018.
"Macro news and bond yield spreads in the euro area,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(2), pages 114-134, January.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014. "Macro News and Bond Yield Spreads in the Euro Area," CESifo Working Paper Series 5008, CESifo.
- Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014. "Macro News and Bond Yield Spreads in the Euro Area," Discussion Papers of DIW Berlin 1413, DIW Berlin, German Institute for Economic Research.
- Ramon Moreno, 2008. "Monetary policy transmission and the long-term interest rate in emerging markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 61-79, Bank for International Settlements.
- Pierre L. Siklos, 2008. "Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility," Working Papers 182008, Hong Kong Institute for Monetary Research.
- Ms. Garima Vasishtha & Mr. Taimur Baig & Mr. Manmohan S. Kumar & Ms. Edda Zoli, 2006. "Fiscal and Monetary Nexus in Emerging Market Economies: How Does Debt Matter?," IMF Working Papers 2006/184, International Monetary Fund.
- Siklos, Pierre L., 2011.
"Emerging market yield spreads: Domestic, external determinants, and volatility spillovers,"
Global Finance Journal, Elsevier, vol. 22(2), pages 83-100.
- Pierre L. Siklos, 2011. "Emerging Market Yield Spreads: Domestic, External Determinants, and Volatility Spillovers," Working Paper series 03_11, Rimini Centre for Economic Analysis.
- Habib Rahman & Hasan Mohsin, 2011. "Monetary Policy Announcements and Stock Returns: Evidence from the Pakistani Market," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(2), pages 342-360, December.
- Moser, Christoph, 2007. "The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America," Proceedings of the German Development Economics Conference, Göttingen 2007 24, Verein für Socialpolitik, Research Committee Development Economics.
- Jorge Selaive C. & Valentín Délano T., 2006. "Sovereign Spreads: a Factorial Approach," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(1), pages 49-67, April.
- Sreejata Banerjee & Divya Sinha, 2015. "Effect of Macroeconomic News Releases on Bond Yields in India China and Japan," Working Papers 2015-125, Madras School of Economics,Chennai,India.
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Keywords
WP; global bond; Standard and Poor's; monetary policy; budget deficit; order flow; standard deviation;All these keywords.
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