Emerging market sovereign bond spreads : estimation and back-testing / [prepared by] Fabio Comelli.
We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate in-sample predictions for emerging economies bond spreads. The impact and significance of country-specific and global explanatory variables...
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| Online Access: |
Full Text (via ProQuest) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
[Place of publication not identified] :
International Monetary Fund,
2012.
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| Series: | IMF working paper ;
WP/12/212. |
| Subjects: |
Internet
Full Text (via ProQuest)Online
| Call Number: |
HG3881.5.I58
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| HG3881.5.I58 | Available |