How does inflation in advanced economies affect emerging market bond yields? empirical evidence from two channels

How does inflation in advanced economies affect emerging market bond yields? empirical evidence from two channels

This study uses multivariable smooth transition autoregressive–vector autoregressive (STAR–VAR), a novel model to explore how inflation in advanced economies affects emerging market bond yields.

Detaylı Bibliyografya
Asıl Yazarlar: Park, Donghyun (Yazar), Tian, Shu (Yazar)
Materyal Türü: Electronic Resource
Dil:English
Seri Bilgileri:Economics Working Papers
Konular:
.Economics.
Online Erişim:Click here to access