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...

Полное описание

Библиографические подробности
Главный автор: Lee, Junkyu (Автор)
Формат: Electronic Resource
Язык:English
Опубликовано: Manila,Philippines Asian Development Bank, [2021]
Предметы:
Online-ссылка:https://www.adb.org/publications/us-dollar-funding-conditions-asian-financial-markets