Abstract

This study uses multivariable smooth transition autoregressive–vector autoregressive (STAR–VAR), a novel model to explore how inflation in advanced economies affects emerging market bond yields.

Details

Title
How Does Inflation in Advanced Economies Affect Emerging Market Bond Yields? Empirical Evidence from Two Channels
Author
Park, Donghyun; Tian, Shu
Publication year
2023
Publication date
Sep 29, 2023
Publisher
Asian Development Bank
ISSN
23136537
e-ISSN
23136545
Source type
Working Paper
Language of publication
English
ProQuest document ID
2872070630
Copyright
© 2023. This work is published under https://creativecommons.org/licenses/by/3.0/igo/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License.