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The impact of macroeconomic announcements on emerging market bonds Author info | Abstract | Publisher info | Download info | Related research | Statistics Andritzky, Jochen R.
Bannister, Geoffrey J.
Tamirisa, Natalia T.
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Article provided by Elsevier in its journal Emerging Markets Review .
Volume (Year): 8 (2007)
Issue (Month): 1 (March)
Pages: 20-37
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Handle: RePEc:eee:ememar:v:8:y:2007:i:1:p:20-37Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620356
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: T. Clifton Green, 2004.
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"Macroeconomic news and bond market volatility ,"
Journal of Financial Economics ,
Elsevier, vol. 47(3), pages 315-337, March.
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repec:fip:fedreq:y:1991:i:sep:p:3-12:n:v.77no.5 is not listed on IDEAS
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Other versions: Pierluigi Balduzzi & Edwin J. Elton & T. Clifton Green, 1997.
"Economic News and the Yield Curve: Evidence from the U.S. Treasury Market ,"
New York University, Leonard N. Stern School Finance Department Working Paper Seires
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"Generalized autoregressive conditional heteroskedasticity ,"
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Graciela Kaminsky & Sergio L. Schmukler, 2002.
"Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns? ,"
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Chang, Yuanchen & Taylor, Stephen J., 2003.
"Information arrivals and intraday exchange rate volatility ,"
Journal of International Financial Markets, Institutions and Money ,
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Aggarwal, Raj & Schirm, David C., 1998.
"Asymmetric impact of trade balance news on asset prices ,"
Journal of International Financial Markets, Institutions and Money ,
Elsevier, vol. 8(1), pages 83-100, January.
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Jorge Selaive C. & Valentín Délano T., 2006.
"Sovereign Spreads: A Factorial Approach ,"
Journal Economía Chilena (The Chilean Economy) ,
Central Bank of Chile, vol. 9(1), pages 49-67, April.
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Ramon Moreno, 2008.
"Monetary policy transmission and the long-term interest rate in emerging markets ,"
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in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 61-79
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Garima Vasishtha & Taimur Baig & Manmohan S. Kumar & Edda Zoli, 2006.
"Fiscal and Monetary Nexus in Emerging Market Economies: How Does Debt Matter? ,"
IMF Working Papers
06/184, International Monetary Fund.
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Moser, Christoph, 2007.
"The Impact of Political Risk on Sovereign Bond Spreads - Evidence from Latin America ,"
Proceedings of the German Development Economics Conference, Göttingen 2007
24, Verein für Socialpolitik, Research Committee Development Economics.
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Moser, Christoph / Dreher, Axel, 2007.
"Do Markets Care about Central Bank Governor Changes? Evidence from Emerging Markets ,"
CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
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Other versions: Pierre L. Siklos, 2008.
"Determinants of Emerging Market Spreads: Domestic, Global Factors, and Volatility ,"
Working Papers
182008, Hong Kong Institute for Monetary Research.
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David Büttner & Bernd Hayo, 2008.
"EMU-related News and Financial Markets in the Czech Republic, Hungary and Poland ,"
MAGKS Papers on Economics
200815, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
[Downloadable!]
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