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.

Dettagli Bibliografici
Autori principali: Park, Donghyun (Autore), Tian, Shu (Autore)
Natura: Electronic Resource
Lingua:English
Serie:Economics Working Papers
Soggetti:
.Economics.
Accesso online:Click here to access