Series: IMF Working Papers
Author(s): Anna Ilyina , Anastasia Guscina , and Herman Kamil
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 July 2010
Keywords: sovereign debt management, bonds, debt manager, hedging, currency debt, International Lending and Debt Problems, International Finance: Other, Fiscal Policies and Behavior of Economic Agents: General,
This paper explores the link between the cyclical patterns of macroeconomic and policy variables and the currency composition of domestic sovereign debt in emerging market countries. The empirical analysis is ancho...