Cargando…
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...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
|
| Materias: | |
| 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 |