The shape of sovereign yield curve in an emerging economy : do macroeconomic or external factors matter?
Year of publication: |
2020
|
---|---|
Authors: | Ozturk, Huseyin |
Subject: | Sovereign yield curve | Nelson-Siegel | Global risk perception | Capital flows | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Schwellenländer | Emerging economies | Kapitalmobilität | Capital mobility | Internationaler Finanzmarkt | International financial market | Kapitaleinkommen | Capital income | Länderrisiko | Country risk |
-
Emerging market local currency bond yields and foreign holdings : a fortune or misfortune?
Ebeke, Christian, (2015)
-
Sovereign yields and the risk-taking channel of currency appreciation
Hofmann, Boris, (2016)
-
Konopczak, Karolina, (2017)
- More ...
-
Quo Vadis, raters? A frontier approach to identify misratings in sovereign credit risk
Duygun, Meryem, (2014)
-
YIELD CURVE AS A PREDICTOR OFRECESSIONS: EVIDENCE FROM PANEL DATA
PEREIRA, LUIS FELIPE VITAL NUNES, (2014)
-
Yield Curve as a Predictor of Recessions: Evidence from Panel Data
Ozturk, Huseyin, (2013)
- More ...