Emerging market sovereign bond spreads: Estimation and back-testing
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More about this item
KeywordsEmerging economies; Sovereign bond yield spreads; In-sample forecasts;
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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