On International Integration of Emerging Sovereign Bond Markets

On International Integration of Emerging Sovereign Bond Markets
The paper investigates the international integration of EM sovereign dollar-denominated and local-currency bond markets. Factor analysis is used to examine movements in sovereign bond yields and common sources of yield variation. The results suggest that EM dollar-denominated sovereign debt markets are highly integrated; a... READ MORE...

Publication date: January 2018
ISBN 9781484338667
$18.00

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