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.

Detalles Bibliográficos
Autores principales: Park, Donghyun (Autor), Tian, Shu (Autor)
Formato: Electronic Resource
Lenguaje:English
Colección:Economics Working Papers
Materias:
.Economics.
Acceso en línea:Click here to access