The study examines the predictability of 48 sovereign bond markets based on a strategy of 27,000 technical trading rules. These rules represent four popular trading rule classes, they are: moving average, filtering, support and resistance, and channel breakout rules, with numerous variants in...

This paper employs a panel logistic regression to evaluate the role of global and domestic risk factors in explaining sovereign tail risk for 18 emerging economies (EMEs). Sovereign tail risk is defined as the likelihood of a sharp rise in sovereign credit risk. We find that both global and...

Global trade has experienced a persistent slowdown since the Global Financial Crisis (GFC), mainly driven by the deceleration in growth of goods trade. This study aims at identifying the reasons behind the persistent trade slowdown by using a panel regression model with data of 22 Advanced...