Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
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KeywordsEmerging markets; Economic models; Bond markets; Bonds; Asset prices; Announcements; Sovereign debt; Private investment; Public information; bond pricing; macroeconomic news; survey data; news spillovers; high-frequency data; news; bond; emerging market bonds;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-10-10 (All new papers)
- NEP-MAC-2009-10-10 (Macroeconomics)
- NEP-MST-2009-10-10 (Market Microstructure)
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