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Global Financial Spillovers to Emerging Market Sovereign Bond Markets1

Global Financial Spillovers to Emerging Market Sovereign Bond Markets1 »

Source: Global Financial Spillovers to Emerging Market Sovereign Bond Markets

Volume/Issue: 2015/141

Series: IMF Working Papers

Author(s): Christian Ebeke , and Annette Kyobe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2015

ISBN: 9781513552750

Keywords: Financial shocks, EM bond markets, Non-linearity, markets, currency, bond, holdings,

Foreign holdings of emerging markets (EMs) government bonds have increased substantially over the last decade. While foreign participation in local-currency sovereign bond markets provides an additional source of f...

Global Financial Spillovers to Emerging Market Sovereign Bond Markets

Global Financial Spillovers to Emerging Market Sovereign Bond Markets »

Volume/Issue: 2015/141

Series: IMF Working Papers

Author(s): Christian Ebeke , and Annette Kyobe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2015

DOI: http://dx.doi.org/10.5089/9781513552750.001

ISBN: 9781513552750

Keywords: Financial shocks, EM bond markets, Non-linearity, markets, currency, bond, holdings,

Foreign holdings of emerging markets (EMs) government bonds have increased substantially over the last decade. While foreign participation in local-currency sovereign bond markets provides an additional source of f...