The influence of US dollar funding conditions on Asian financial markets.

It is observed that a depreciation of the domestic currency against the US dollar leads to a widening of the sovereign bond spread. This finding suggests a significant relationship between US dollar funding exposure, US dollar liquidity conditions, and domestic financial conditions in some emerging...

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Hlavní autor: Lee, Junkyu (Autor)
Médium: Electronic Resource
Jazyk:English
Vydáno: Manila,Philippines Asian Development Bank, [2021]
Témata:
On-line přístup:https://www.adb.org/publications/us-dollar-funding-conditions-asian-financial-markets