Determinants of Emerging Market Sovereign Bond Spreads : Fundamentals vs Financial Stress / Iva Petrova, Michael Papaioannou, Dimitri Bellas.

Saved in:
Bibliographic Details
Online Access: Full Text (via IMF e-Library)
Main Author: Petrova, Iva
Other Authors: Bellas, Dimitri, Papaioannou, Michael
Format: eBook
Language:English
Published: Washington, D.C. : International Monetary Fund, 2010.
Series:IMF working paper ; WP/2010/281.

MARC

LEADER 00000nam a22000004i 4500
001 b8058622
003 CoU
005 20211214162012.0
006 m o d
007 cr |||||||||||
008 020129s2010 dcu o i00 0 eng d
020 |z 9781455210886 
022 |a 1018-5941 
024 7 |a 10.5089/9781455210886.001 
035 |a (IMF)imfwpiea2010281 
035 |a (IMF)WPIEA2010281 
040 |a DcWaIMF  |b eng  |e rda 
100 1 |a Petrova, Iva. 
245 1 0 |a Determinants of Emerging Market Sovereign Bond Spreads :   |b Fundamentals vs Financial Stress /  |c Iva Petrova, Michael Papaioannou, Dimitri Bellas. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2010. 
300 |a 1 online resource (25 pages) 
336 |a text  |b txt  |2 rdacontent. 
337 |a computer  |b c  |2 rdamedia. 
338 |a online resource  |b cr  |2 rdacarrier. 
490 1 |a IMF Working Papers. 
520 3 |a This paper analyses the determimants of emerging market sovereign bond spreads by examining the short and long-run effects of fundamental (macroeconomic) and temporary (financial market) factors on these spreads. During the current global financial and economic crisis, sovereign bond spreads widened dramatically for both developed and emerging market economies. This deterioration has widely been attributed to rapidly growing public debts and balance sheet risks. Our results indicate that in the long run, fundamentals are significant determinants of emerging market sovereign bond spreads, while in the short run, financial volatility is a more important determinant of sperads than fundamentals indicators. 
588 |a Description based on print version record. 
700 1 |a Bellas, Dimitri. 
700 1 |a Papaioannou, Michael. 
776 0 8 |i Print Version:  |a Petrova, Iva  |t Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress  |d Washington, D.C. : International Monetary Fund, 2021.  |z 9781455210886. 
830 0 |a IMF working paper ;  |v WP/2010/281. 
856 4 0 |u http://elibrary.imf.org/view/journals/001/2010/281/001.2010.issue-281-en.xml  |z Full Text (via IMF e-Library) 
907 |a .b80586223  |b 05-02-23  |c 07-24-15 
998 |a web  |b  - -   |c f  |d b   |e -  |f eng  |g dcu  |h 0  |i 0 
956 |a IMF E-Library 
956 |a IMF E-Library 
999 f f |i fe1aa317-caef-5661-bc89-2856f77afe96  |s 860c7c6c-7e63-57f5-b01b-04e4ac264cda 
952 f f |p Can circulate  |a University of Colorado Boulder  |b Online  |c Online  |d Online  |i web  |n 1