Emerging market yield spreads: Domestic, external determinants, and volatility spillovers

This study examines the determinants of bond yield spreads for 22 emerging markets in the period 1998–2009. Several determinants are considered. In addition, I consider the connection between volatility and bond yield spreads. Volatility and central bank transparency are two factors common to all co...

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Bibliographic details
Volume: 22
Main Author: Siklos, Pierre L
Format: Journal Article
Language: English
Place of publication: Greenwich Elsevier Inc 2011
Elsevier
Elsevier Science Ltd
published in: Global finance journal Vol. 22; no. 2; pp. 83 - 100
Data of publication: 2011
ISSN: 1044-0283
1873-5665
EISSN: 1873-5665
Discipline: Business
Series: Global Finance Journal
Subjects:
F34
F44
G15
C2
Online Access: available in Bonn?
Database: RePEc
RePEc IDEAS
CrossRef
ProQuest One Business (Alumni)
ProQuest One Business
Database information Databases - DBIS