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Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

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Description:This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surprises in external emerging bond markets are found to a ect both conditional returns and volatility, with the e ects on volatility being more pronounced and longer lasting than those on prices. Yet the process of information absorption tends to be more drawn out than in mature bond markets. International and regional macroeconomic news is at least as important as local news for both asset valuations and volatility dynamics in external emerging bond markets."We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets. To get started finding Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets, you are right to find our website which has a comprehensive collection of manuals listed.
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Pages: 30

Format: PDF, EPUB & Kindle Edition

Publisher: International Monetary Fund

Release: 2013

ISBN: 1282843613

Description: This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surprises in external emerging bond markets are found to a ect both conditional returns and volatility, with the e ects on volatility being more pronounced and longer lasting than those on prices. Yet the process of information absorption tends to be more drawn out than in mature bond markets. International and regional macroeconomic news is at least as important as local news for both asset valuations and volatility dynamics in external emerging bond markets."We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets. To get started finding Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets, you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

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