Audzeyeva, A and Fuertes, A-M (2018) On the predictability of emerging market sovereign credit spreads. Journal of International Money and Finance, 88. 140 - 157. ISSN 0261-5606

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On the prediction of emerging market spreads_accepted version.pdf - Accepted Version
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Item Type: Article
Additional Information: The final published version of this article is available online at https://www.sciencedirect.com/science/article/pii/S0261560618304509?via%3Dihub
Uncontrolled Keywords: Sovereign credit spreads; Emerging markets; Out-of-sample predictability; Term structure; Macroeconomic uncertainty
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HB Economic Theory
Divisions: Faculty of Humanities and Social Sciences > Keele Management School
Depositing User: Symplectic
Date Deposited: 08 Aug 2018 08:19
Last Modified: 08 Aug 2018 08:19
URI: http://eprints.keele.ac.uk/id/eprint/5206

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