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.

Podrobná bibliografie
Hlavní autoři: Park, Donghyun (Autor), Tian, Shu (Autor)
Médium: Electronic Resource
Jazyk:English
Edice:Economics Working Papers
Témata:
.Economics.
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