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.

書誌詳細
主要な著者: Park, Donghyun (著者), Tian, Shu (著者)
フォーマット: Electronic Resource
言語:English
シリーズ:Economics Working Papers
主題:
.Economics.
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