How does inflation in advanced economies affect emerging market bond yields? empirical evidence from two channels

How does inflation in advanced economies affect emerging market bond yields? empirical evidence from two channels

This study uses multivariable smooth transition autoregressive–vector autoregressive (STAR–VAR), a novel model to explore how inflation in advanced economies affects emerging market bond yields.

Bibliographic Details
Main Authors: Park, Donghyun (Author), Tian, Shu (Author)
Format: Electronic Resource
Language:English
Series:Economics Working Papers
Subjects:
.Economics.
Online Access:Click here to access