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.
| Main Authors: | , |
|---|---|
| פורמט: | Electronic Resource |
| שפה: | English |
| סדרה: | Economics Working Papers
|
| נושאים: | |
| גישה מקוונת: | Click here to access |