skip to content
Bond yields in emerging economies : it matters what state you are in. Preview this item
ClosePreview this item
Checking...

Bond yields in emerging economies : it matters what state you are in.

Author: Laura Jaramillo; Anke Weber
Publisher: [Washington, D.C.] : International Monetary Fund, 2012.
Series: IMF working paper (Online), WP/12/198.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
While many studies have looked into the determinants of yields on externally issued sovereign bonds of emerging economies, analysis of domestically issued bonds has hitherto been limited, despite their growing relevance. This paper finds that the extent to which fiscal variables affect domestic bond yields in emerging economies depends on the level of global risk aversion. During tranquil times in global markets,  Read more...
Rating:

(not yet rated) 0 with reviews - Be the first.

Subjects
More like this

Find a copy online

Links to this item

Find a copy in the library

&AllPage.SpinnerRetrieving; Finding libraries that hold this item...

Details

Genre/Form: Electronic books
Additional Physical Format: Print version:
Jaramillo, Laura.
Bond Yields in Emerging Economies: It Matters What State You Are In.
Washington : International Monetary Fund, ©2012
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Laura Jaramillo; Anke Weber
ISBN: 1475531362 9781475531367 1475507755 9781475507751
OCLC Number: 903167056
Description: 1 online resource.
Contents: Cover; Abstract; Contents; I. Introduction; II. Background and Literature Review; III. Stylized Facts; Figures; 1. Emerging Economies: Government Debt; 2. Emerging Economies: Domestic Government Debt Securities; 3. Emerging Market Fund Assets; 4. Sovereign Domestic Bond Yields; 5. Sovereign Domestic Bond Yields and Global Factors; 6. Domestic Bond Yields and Fiscal Fundamentals, 2007-2011; IV. Empirical Model Specification; V. Data and Estimation Results; A. Data Sources; B. Estimation Results; Tables; 1. Descriptive Statistics. 2. Determinants of 10-year Domestic Bond Yields in Emerging Economies3. Threshold Model: Determinants of 10-year Domestic Bond Yields in Emerging Economies; VI. Summary and Conclusions; 7. Actual Change in Bond Yields Compared to Out-of-Sample Prediction; Appendix; References.
Series Title: IMF working paper (Online), WP/12/198.

Abstract:

While many studies have looked into the determinants of yields on externally issued sovereign bonds of emerging economies, analysis of domestically issued bonds has hitherto been limited, despite their growing relevance. This paper finds that the extent to which fiscal variables affect domestic bond yields in emerging economies depends on the level of global risk aversion. During tranquil times in global markets, fiscal variables do not seem to be a significant determinant of domestic bond yields in emerging economies. However, when market participants are on edge, they pay greater attention t.

Reviews

User-contributed reviews
Retrieving GoodReads reviews...
Retrieving DOGObooks reviews...

Tags

Be the first.

Similar Items

Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Linked Data


Primary Entity

<http://www.worldcat.org/oclc/903167056> # Bond yields in emerging economies : it matters what state you are in.
    a schema:Book, schema:MediaObject, schema:CreativeWork ;
    library:oclcnum "903167056" ;
    library:placeOfPublication <http://experiment.worldcat.org/entity/work/data/1149911095#Place/washington_d_c> ; # Washington, D.C.
    library:placeOfPublication <http://id.loc.gov/vocabulary/countries/dcu> ;
    schema:about <http://experiment.worldcat.org/entity/work/data/1149911095#Place/developing_countries> ; # Developing countries.
    schema:about <http://experiment.worldcat.org/entity/work/data/1149911095#Topic/bonds> ; # Bonds
    schema:about <http://experiment.worldcat.org/entity/work/data/1149911095#Topic/investments_developing_countries> ; # Investments--Developing countries
    schema:about <http://experiment.worldcat.org/entity/work/data/1149911095#Topic/investments> ; # Investments
    schema:about <http://experiment.worldcat.org/entity/work/data/1149911095#Topic/business_&_economics_finance> ; # BUSINESS & ECONOMICS--Finance
    schema:about <http://dewey.info/class/332.673091724/e23/> ;
    schema:bookFormat schema:EBook ;
    schema:contributor <http://experiment.worldcat.org/entity/work/data/1149911095#Person/weber_anke> ; # Anke Weber
    schema:creator <http://experiment.worldcat.org/entity/work/data/1149911095#Person/jaramillo_laura> ; # Laura Jaramillo
    schema:datePublished "2012" ;
    schema:description "While many studies have looked into the determinants of yields on externally issued sovereign bonds of emerging economies, analysis of domestically issued bonds has hitherto been limited, despite their growing relevance. This paper finds that the extent to which fiscal variables affect domestic bond yields in emerging economies depends on the level of global risk aversion. During tranquil times in global markets, fiscal variables do not seem to be a significant determinant of domestic bond yields in emerging economies. However, when market participants are on edge, they pay greater attention t."@en ;
    schema:description "Cover; Abstract; Contents; I. Introduction; II. Background and Literature Review; III. Stylized Facts; Figures; 1. Emerging Economies: Government Debt; 2. Emerging Economies: Domestic Government Debt Securities; 3. Emerging Market Fund Assets; 4. Sovereign Domestic Bond Yields; 5. Sovereign Domestic Bond Yields and Global Factors; 6. Domestic Bond Yields and Fiscal Fundamentals, 2007-2011; IV. Empirical Model Specification; V. Data and Estimation Results; A. Data Sources; B. Estimation Results; Tables; 1. Descriptive Statistics."@en ;
    schema:exampleOfWork <http://worldcat.org/entity/work/id/1149911095> ;
    schema:genre "Electronic books"@en ;
    schema:inLanguage "en" ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/1149911095#Series/imf_working_papers> ; # IMF working papers ;
    schema:isPartOf <http://experiment.worldcat.org/entity/work/data/1149911095#Series/imf_working_paper_online> ; # IMF working paper (Online) ;
    schema:isSimilarTo <http://worldcat.org/entity/work/data/1149911095#CreativeWork/bond_yields_in_emerging_economies_it_matters_what_state_you_are_in> ;
    schema:name "Bond yields in emerging economies : it matters what state you are in."@en ;
    schema:productID "903167056" ;
    schema:publication <http://www.worldcat.org/title/-/oclc/903167056#PublicationEvent/washington_d_c_international_monetary_fund_2012> ;
    schema:publisher <http://experiment.worldcat.org/entity/work/data/1149911095#Agent/international_monetary_fund> ; # International Monetary Fund
    schema:url <http://site.ebrary.com/lib/aunigeria/Doc?id=10627128> ;
    schema:url <http://proxy.library.carleton.ca/login?url=http://elibrary.imf.org/view/IMF001/13010-9781475505481/13010-9781475505481/13010-9781475505481.xml> ;
    schema:url <http://ebookcentral.proquest.com/lib/columbia/detail.action?docID=1606912> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=568126> ;
    schema:url <http://ebookcentral.proquest.com/lib/rdc/detail.action?docID=1606912> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=568126> ;
    schema:url <http://ebookcentral.proquest.com/lib/macewan-ebooks/detail.action?docID=1606912> ;
    schema:url <http://0-search.ebscohost.com.librarycatalog.vts.edu/login.aspx?direct=true&scope=site&db=nlebk&AN=568126> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e020mna&AN=568126> ;
    schema:url <http://0-ebookcentral.proquest.com.librarycatalog.vts.edu/lib/vtu/detail.action?docID=1606912> ;
    schema:url <http://public.ebookcentral.proquest.com/choice/publicfullrecord.aspx?p=1606912> ;
    schema:url <http://ebookcentral.proquest.com/lib/gprc-ebooks/detail.action?docID=1606912> ;
    schema:url <https://ebookcentral.proquest.com/lib/ualberta/detail.action?docID=1606912> ;
    schema:url <https://ebookcentral.proquest.com/lib/stanford-ebooks/detail.action?docID=1606912> ;
    schema:url <http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=568126> ;
    schema:url <http://gold.worcester.edu/login?url=http://site.ebrary.com/lib/worcesteruniv/Doc?id=10627128> ;
    schema:url <https://ebookcentral.proquest.com/lib/ben/detail.action?docID=1606912> ;
    schema:url <https://ebookcentral.proquest.com/lib/ucm/detail.action?docID=1606912> ;
    schema:url <http://ebookcentral.proquest.com/lib/concordiaab-ebooks/detail.action?docID=1606912> ;
    schema:url <http://public.eblib.com/choice/publicfullrecord.aspx?p=1606912> ;
    schema:url <http://site.ebrary.com/id/10627128> ;
    schema:url <http://ebookcentral.proquest.com/lib/warw/detail.action?docID=1606912> ;
    schema:workExample <http://worldcat.org/isbn/9781475531367> ;
    schema:workExample <http://worldcat.org/isbn/9781475507751> ;
    wdrs:describedby <http://www.worldcat.org/title/-/oclc/903167056> ;
    .


Related Entities

<http://ebookcentral.proquest.com/lib/concordiaab-ebooks/detail.action?docID=1606912>
    rdfs:comment "from Ebook Central Academic Complete" ;
    rdfs:comment "(Unlimited Concurrent Users)" ;
    .

<http://ebookcentral.proquest.com/lib/gprc-ebooks/detail.action?docID=1606912>
    rdfs:comment "from Ebook Central Academic Complete" ;
    rdfs:comment "(Unlimited Concurrent Users)" ;
    .

<http://ebookcentral.proquest.com/lib/macewan-ebooks/detail.action?docID=1606912>
    rdfs:comment "from Ebook Central Academic Complete" ;
    rdfs:comment "(Unlimited Concurrent Users)" ;
    .

<http://ebookcentral.proquest.com/lib/rdc/detail.action?docID=1606912>
    rdfs:comment "from Ebook Central Academic Complete" ;
    rdfs:comment "(Unlimited Concurrent Users)" ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Agent/international_monetary_fund> # International Monetary Fund
    a bgn:Agent ;
    schema:name "International Monetary Fund" ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Person/jaramillo_laura> # Laura Jaramillo
    a schema:Person ;
    schema:familyName "Jaramillo" ;
    schema:givenName "Laura" ;
    schema:name "Laura Jaramillo" ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Person/weber_anke> # Anke Weber
    a schema:Person ;
    schema:familyName "Weber" ;
    schema:givenName "Anke" ;
    schema:name "Anke Weber" ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Place/developing_countries> # Developing countries.
    a schema:Place ;
    schema:name "Developing countries." ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Place/washington_d_c> # Washington, D.C.
    a schema:Place ;
    schema:name "Washington, D.C." ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Series/imf_working_paper_online> # IMF working paper (Online) ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/903167056> ; # Bond yields in emerging economies : it matters what state you are in.
    schema:name "IMF working paper (Online) ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Series/imf_working_papers> # IMF working papers ;
    a bgn:PublicationSeries ;
    schema:hasPart <http://www.worldcat.org/oclc/903167056> ; # Bond yields in emerging economies : it matters what state you are in.
    schema:name "IMF working papers ;" ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Topic/business_&_economics_finance> # BUSINESS & ECONOMICS--Finance
    a schema:Intangible ;
    schema:name "BUSINESS & ECONOMICS--Finance"@en ;
    .

<http://experiment.worldcat.org/entity/work/data/1149911095#Topic/investments_developing_countries> # Investments--Developing countries
    a schema:Intangible ;
    schema:name "Investments--Developing countries"@en ;
    .

<http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e000xna&AN=568126>
    rdfs:comment "from EBSCO Academic Collection" ;
    rdfs:comment "(Unlimited Concurrent Users)" ;
    .

<http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=e020mna&AN=568126>
    rdfs:comment "from EBSCO Business Collection" ;
    rdfs:comment "(Unlimited Concurrent Users)" ;
    .

<http://site.ebrary.com/lib/aunigeria/Doc?id=10627128>
    rdfs:comment "An electronic book accessible through the World Wide Web; click to view" ;
    .

<http://worldcat.org/entity/work/data/1149911095#CreativeWork/bond_yields_in_emerging_economies_it_matters_what_state_you_are_in>
    a schema:CreativeWork ;
    rdfs:label "Bond Yields in Emerging Economies: It Matters What State You Are In." ;
    schema:description "Print version:" ;
    schema:isSimilarTo <http://www.worldcat.org/oclc/903167056> ; # Bond yields in emerging economies : it matters what state you are in.
    .

<http://worldcat.org/isbn/9781475507751>
    a schema:ProductModel ;
    schema:isbn "1475507755" ;
    schema:isbn "9781475507751" ;
    .

<http://worldcat.org/isbn/9781475531367>
    a schema:ProductModel ;
    schema:isbn "1475531362" ;
    schema:isbn "9781475531367" ;
    .

<https://ebookcentral.proquest.com/lib/ben/detail.action?docID=1606912>
    rdfs:comment "(access limited to Benedictine University patrons)" ;
    .

<https://ebookcentral.proquest.com/lib/stanford-ebooks/detail.action?docID=1606912>
    rdfs:comment "Available to Stanford-affiliated users." ;
    .

<https://ebookcentral.proquest.com/lib/ualberta/detail.action?docID=1606912>
    rdfs:comment "from Ebook Central Academic Complete" ;
    rdfs:comment "(Unlimited Concurrent Users)" ;
    .


Content-negotiable representations

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.