Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields
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More about this item
KeywordsWestern Hemisphere; Brazil; Mexico; QE; tapering; local-currency sovereign bond yields; vector error correction models; General;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-04-16 (All new papers)
- NEP-CBA-2017-04-16 (Central Banking)
- NEP-LAM-2017-04-16 (Central & South America)
- NEP-MON-2017-04-16 (Monetary Economics)
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