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Effects of major macroeconomic indicators on emerging markets bond index

Islam Chowdhury, S.M. Zahedul; Bayar, Yılmaz; Kılıç, Cüneyt (Afyon Kocatepe Üniversitesi, 2013-12)

This paper examines the effects of major macroeconomic fundamentals on emerging market bond index spreads by using a panel of 25 emerging market countries’ bond index spreads and a set of macroeconomic indicators between ...