IMF paper studies emerging market bond spreads

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A working paper, published by the International Monetary Fund in August, studies the factors that affect emerging market bond spreads, and how the relative importance of each variable changes over time and as a result of external developments.

The author, Fabio Comelli, tests a number of variables over the period 1998–2011. The paper finds that investors place greater weight on economic fundamentals during non-crisis times, and suggests this may be due to the influence of external effects

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