Registro completo de metadatos
Campo DC Valor Lengua/Idioma
dc.provenanceUniversidad de San Andrés-
dc.contributorWarnes, Ignacio-
dc.creatorHatcherian, Georges-
dc.date.accessioned2018-05-04T16:49:59Z-
dc.date.accessioned2018-05-14T17:40:30Z-
dc.date.available2018-05-04T16:49:59Z-
dc.date.available2018-05-14T17:40:30Z-
dc.date.issued2014-11-04-
dc.identifier.urihttp://10.0.0.11:8080/jspui/handle/bnmm/53993-
dc.descriptionFil: Hatcherian, Georges. Universidad de San Andrés. Escuela de Administración y Negocios; Argentina.-
dc.descriptionWhen successfully executed, inflation targeting (IT) has managed to prevent situations of fiscal dominance and to anchor inflation expectations. This has helped enhance the information content of the price of government bonds and the perception of sovereign risk, thus adding resiliency to sovereign spreads. The paper assesses the resilience of sovereign spreads of IT economies to shocks and compares with those of countries with other policy frameworks. I conclude that, while in the short term sovereign spreads of IT economies are more resilient to macroeconomic volatilities, they tend to widen in the long run after the shock occurs anyway, independently of the monetary policy framework.-
dc.descriptionWarnes, Ignacio-
dc.formatapplication/pdf-
dc.languageeng-
dc.publisherUniversidad de San Andrés. Escuela de Administración y Negocios.-
dc.source.urihttp://hdl.handle.net/10908/2727-
dc.subjectGovernment securities -- Econometric models.-
dc.subjectInflation (Finance) -- Econometric models.-
dc.subjectTítulos públicos -- Modelos econométricos.-
dc.subjectInflación (Finanzas) -- Modelos econométricos.-
dc.titleDo sovereign bond spreads in inflation targeting economies reflect creditworthiness and anticipate stress scenarios?-
dc.typeThesis-
dc.typeinfo:eu-repo/semantics/masterThesis-
dc.typeinfo:ar-repo/semantics/tesis de maestría-
dc.typeinfo:eu-repo/semantics/updatedVersion-
Aparece en las colecciones: Universidad de San Andrés

Ficheros en este ítem:
No hay ficheros asociados a este ítem.