Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds

Gen 17 2021

The dynamic properties of sovereign bonds in emerging market economies and their associated risk premiums. We focus on the interaction between credit and currency risks, ie the Twin Ds, reflected in local currency bonds issued by sovereigns in Asia-Pacific…

 https://www.bis.org/publ/work918.htm

Share

I commenti per questo post sono chiusi