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October 22, 2017
 

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Subject/Keyword: news spillovers

 
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1. Title: Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
  Series: IMF Working Papers
  Published: July 01, 2009
  Subject(s): Emerging markets | Economic models | Bond markets | Bonds | Asset prices | Announcements | Sovereign debt | Private investment | Public information
  Author's Keyword(s): emerging markets | bond pricing | macroeconomic news | announcements | survey data | news spillovers | high-frequency data
 

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