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.

Xehetasun bibliografikoak
Egile Nagusiak: Park, Donghyun (Egilea), Tian, Shu (Egilea)
Formatua: Electronic Resource
Hizkuntza:English
Saila:Economics Working Papers
Gaiak:
.Economics.
Sarrera elektronikoa:Click here to access