A Regional Factor Approach to Project Term Structures of Emerging Local Currency Sovereign Bonds

Author:

Coche Joachim,Lam Lillie,Sahakyan Vahe

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference18 articles.

1. Emerging Local Currency Bond Markets;Burger;Financial Analysts Journal,2012

2. Christensen, J., Rudebusch, G., 2013. Estimating Shadow-Rate Term Structure Models with Near-Zero Yields. Federal Reserve Bank Of San Francisco, Working Paper 2013-07.

3. Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period—a Fortune or Misfortune?;Ebeke;IMF Working Paper, WP/14/,2014

4. Exchange Rates and Financial Fragility Proceedings - Economic Policy Symposium - Jackson Hole;Eichengreen;Federal Reserve Bank of Kansas City,1999

5. Eichengreen, B., Hausmann, R., 2005. Other People's Money: Debt Denomination and Financial Instability in Emerging Market Economies. The University of Chicago Press.

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