Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields
March 10, 2017
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Bond yields, Central bank policy rate, Financial institutions, Financial markets, Financial services, Securities markets, Sovereign bonds, Vector error correction models, Yield curve
Keywords: Bond yield, Bond yields, Central bank policy rate, Global, Local-currency sovereign bond bond yield, Local-currency sovereign bond yields, QE, Securities markets, Sovereign bond bond yield, Sovereign bond yield, Sovereign bonds, Tapering, Treasury, Treasury yield, Vector error correction models, WP, Yield, Yield curve, Yield shock
Publication Details
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Pages:
39
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2017/050
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Stock No:
WPIEA2017050
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ISBN:
9781475586077
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ISSN:
1018-5941