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.

Detalhes bibliográficos
Main Authors: Park, Donghyun (Author), Tian, Shu (Author)
Formato: Electronic Resource
Idioma:English
Colecção:Economics Working Papers
Assuntos:
.Economics.
Acesso em linha:Click here to access