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.

Bibliographische Detailangaben
Hauptverfasser: Park, Donghyun (VerfasserIn), Tian, Shu (VerfasserIn)
Format: Electronic Resource
Sprache:English
Schriftenreihe:Economics Working Papers
Schlagworte:
.Economics.
Online Zugang:Click here to access