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.

Manylion Llyfryddiaeth
Prif Awduron: Park, Donghyun (Awdur), Tian, Shu (Awdur)
Fformat: Electronic Resource
Iaith:English
Cyfres:Economics Working Papers
Pynciau:
.Economics.
Mynediad Ar-lein:Click here to access