Spatial Spillovers in Emerging Market Spreads

Spatial Spillovers in Emerging Market Spreads
We use novel spatial econometrics techniques to explore spillovers in the sovereign bond market for 24 emerging economies during 1995-2010. The paper extends the previous literature focusing on spillover effects from advanced to emerging economies by analyzing transmission of shocks across emerging markets. After controlling for the impact of... READ MORE...

Publication date: September 2011
ISBN 9781463904234
$18.00

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