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.

Библиографические подробности
Главные авторы: Park, Donghyun (Автор), Tian, Shu (Автор)
Формат: Electronic Resource
Язык:English
Серии:Economics Working Papers
Предметы:
.Economics.
Online-ссылка:Click here to access