Correlations in Emerging Market Bonds: The Role of Local and Global Factors

WP/10/6

Correlations in Emerging Market Bonds: The Role of Local and Global Factors
This paper examines the comovement in emerging market bond returns and disentangles the influence of external and domestic factors. The conceptual framework, set in the context of asset allocation, allows us to describe the channels through which shocks originating in a particular emerging or mature market are transmitted across countries and... READ MORE...

Publication date: January 2010
ISBN 9781451961775
$18.00

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Publication date: January 2010

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Publication date: January 2010

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