The COVID-19 shock and long-term interest rates in emerging market economies

Motivated by a divergent behavior of long-term sovereign bond yields across emerging market economies in the onset of the COVID-19 pandemic, we employ the Bayesian model averaging to uncover the country-specific factors that explain those differences. The most pronounced determinants of a country’s...

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Detalles Bibliográficos
Autor principal: Janus, Jakub
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8597401/
https://www.ncbi.nlm.nih.gov/pubmed/34812253
http://dx.doi.org/10.1016/j.frl.2021.101976

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8597401/
https://www.ncbi.nlm.nih.gov/pubmed/34812253
http://dx.doi.org/10.1016/j.frl.2021.101976

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