Диссертация (1138677), страница 54
Текст из файла (страница 54)
– Т. 50. – №. 4. –С. 745-787.38. Annual Report on Exchange Arrangements and Exchange Restrictions 2011. — [Цит. поExchange rate statistics. June 2012. Statistical Supplement 5 to the Monthly Report. — DeutscheBundesbank, April 2012]. — МВФ, 2011.39. Annual Review of China’s Bond Market. 2007-2012. // www.chinabond.com.cn40. Ardagna S., Caselli F., Lane T. Fiscal discipline and the cost of public debt service: someestimates for OECD countries //the BE Journal of Macroeconomics.
– 2007. – Т. 7. – №. 1.41. Arora V., Cerisola M. How does US monetary policy influence sovereign spreads inemerging markets? //IMF Staff papers. – 2001. – Т. 48. – С. 474-498.42. Aßmann C., Boysen-Hogrefe J. Determinants of government bond spreads in the euro area:in good times as in bad //Empirica. – 2012. – Т. 39. – №. 3. – С. 341-356.43. Atkins F. J. Co-integration, error correction and the Fisher effect //Applied Economics. –1989. – Т. 21. – №. 12. – С. 1611-1620.44. Atkins F. J., Chan M.
Trend breaks and the Fisher hypothesis in Canada and the UnitedStates //Applied Economics. – 2004. – Т. 36. – №. 17. – С. 1907-1913.45. Atkins F. J., Coe P. J. An ARDL bounds test of the long-run Fisher effect in the UnitedStates and Canada //Journal of Macroeconomics. – 2002. – Т. 24. – №. 2. – С. 255-266.46. Atkins F. J., Serletis A. Bounds Tests of the Gibson Paradox and the Fisher Effect: Evidencefrom Low‐Frequency International Data //The Manchester School.
– 2003. – Т. 71. – №. 6. – С.673-679.47. Audzeyeva A., Schenk-Hoppé K. R. The role of country, regional and global market risks inthe dynamics of Latin American yield spreads //Journal of International Financial Markets,Institutions and Money.
– 2010. – Т. 20. – №. 4. – С. 404-422.21548. Bae K. H. Determinants of Local Currency Bonds and Foreign Holdings: Implications forBond Market Development in the People’s Republic of China. – Asian Development Bank,2012. – №. 97.49. Bai J., Fleming M., Horan C. The microstructure of China's government bond market. –Federal Reserve Bank of New York, 2013. – №.
622.50. Baldacci E., Gupta S., Mati A. Political and fiscal risk determinants of sovereign spreads inemerging markets //Review of Development Economics. – 2011. – Т. 15. – №. 2. – С. 251-263.51. Baldacci E., Kumar M. S. Fiscal deficits, public debt, and sovereign bond yields. –International Monetary Fund, 2010.52. Bandholz H., Clostermann J., Seitz F. Explaining the US bond yield conundrum //AppliedFinancial Economics.
– 2009. – Т. 19. – №. 7. – С. 539-550.53. Bank for International Settlements (BIS). Financial stability and local currency bondmarkets. 2007. Committee on the Global Financial System Paper. №28.54. Bank for International Settlements (BIS). Fiscal policy, public debt and monetary policy inemerging market economies. 2012. BIS Papers. №67. October.55. Bank for International Settlements (BIS). The development of bond markets in emergingeconomies.
2002. BIS Papers. №11. June.56. Bank for International Settlements (BIS). The global crisis and financial intermediation inemerging market economies. 2010. BIS Papers. №54. December.57. Barrios S., Iversen P., Lewandowska M., Setzer, R. Determinants of intra-euro areagovernment bond spreads during the financial crisis. – Directorate General Economic andMonetary Affairs, European Commission, 2009.
– №. 388.58. Basurto M. A. S., Caceres C., Guzzo V. Sovereign Spreads: Global Risk Aversion,Contagion Or Fundamentals? – International Monetary Fund, 2010.59. Beber A., Brandt M. W., Kavajecz K. A. Flight-to-quality or flight-to-liquidity? Evidencefrom the euro-area bond market //Review of Financial Studies. – 2009. – Т. 22. – №. 3. – С. 925957.60. Beck R. Do country fundamentals explain emerging market bond spreads? – CFS workingpaper, 2001.
– №. 2001/02.61. Bellas D., Papaioannou M. G., Petrova I. Determinants of emerging market sovereign bondspreads: fundamentals vs financial stress. – International Monetary Fund, 2010.62. Bernoth K., Von Hagen J., Schuknecht L. Sovereign risk premiums in the Europeangovernment bond market //Journal of International Money and Finance. – 2012. – Т. 31. – №. 5.– С.
975-995.21663. Berument H., Ceylan N. B., Olgun H. Inflation uncertainty and interest rates: is the Fisherrelation universal? //Applied economics. – 2007. – Т. 39. – №. 1. – С. 53-68.64. Berument H., Jelassi M. M. The Fisher hypothesis: a multi-country analysis //AppliedEconomics. – 2002. – Т. 34. – №. 13. – С. 1645-1655.65.
Beyer A., Haug A. A., Dewald W. G. Structural breaks, cointegration and the Fisher effect. –2009. – European Central Bank. - №. 1013.66. Bhanumurthy N. R., Agarwal S. Interest rate-price nexus in India //Indian Economic Review.– 2003. – Т.38. - С. 189-203.67. Bhattacharya B. B., Bhanumurthy N. R., Mallick H. Modeling interest rate cycles in India//Journal of Policy Modeling. – 2008. – Т. 30. – №. 5.
– С. 899-915.68. Bhaumik S., Bose S., Coondoo D. The emerging Indian bond market: evolution, problemsand prospects // Journal of Global financial markets. – 2003. – С. 33-43.69. Bonham C. S. Correct cointegration tests of the long-run relationship between nominalinterest and inflation //Applied Economics. – 1991. – Т. 23. – №. 9. – С.
1487-1492.70. Bottelier P. China’s emerging domestic debt markets //Policy Reform and Chinese Markets:Progress and Challenges. – 2008. – С. 159.71. Broos M., de Haan J. Government bond yields and foreign ownership of debt //AppliedEconomics Letters. – 2012. – Т. 19. – №. 5. – С. 435-438.72. Calvo G. A. Globalization Hazard and Delayed Reform in Emerging Markets //EconomÃa. –2002. – Т. 2. – №. 2. – С. 1-29.73.
Caporale G. M., Williams G. Long-term nominal interest rates and domestic fundamentals//Review of Financial Economics. – 2002. – Т. 11. – №. 2. – С. 119-130.74. Carneiro F. G. et al. Revisiting the Fisher hypothesis for the cases of Argentina, Brazil andMexico //Applied Economics Letters. – 2002. – Т. 9. – №. 2. – С. 95-98.75. Cassola N., Porter N. Understanding Chinese Bond Yields and their Role in MonetaryPolicy. – International Monetary Fund, 2011.76. Cebula R.
J., Hung C. S., Manage N. Deficits and interest rates: An analysis examining someneglected variables //International Review of Economics & Finance. – 1992. – Т. 1. – №. 4. – С.379-387.77. Cebula R. J., Rhodd R. G. A note on budget deficits, debt service payments, and interestrates //The Quarterly Review of Economics and Finance.
– 1994. – Т. 33. – №. 4. – С. 439-445.78. Cheung Y. W., Tam D. C., Yiu M. S. Does the Chinese interest rate follow the US interestrate? //International Journal of Finance & Economics. – 2008. – Т. 13. – №. 1. – С. 53-67.79. China Securities Regulatory Commission Annual Report. - 2007-2012 // www.csrc.gov.cn21780. Choudhry M. Bond and money markets: strategy, trading, analysis. – ButterworthHeinemann, 2003.81.
Choudhry M. Corporate bonds and structured financial products. – Butterworth-Heinemann,2004.82. Christopoulos D. K., Leon-Ledesma M. A. A Long‐Run Non‐Linear Approach to the FisherEffect //Journal of Money, Credit and Banking. – 2007. – Т. 39. – №.
2‐3. – С. 543-559.83. Ciarlone A., Piselli P., Trebeschi G. Emerging markets’ spreads and global financialconditions //Journal of International Financial Markets, Institutions and Money. – 2009. – Т. 19.– №. 2. – С. 222-239.84. Clemente J., Montañes A., Reyes M. Structural Breaks, Inflation and Interest Rates:Evidence for the G7 countries. – EconWPA.
– 2004.85. Cochrane J. H. The return of the liquidity effect: A study of the short-run relation betweenmoney growth and interest rates //Journal of Business & Economic Statistics. – 1989. – Т. 7. –№. 1. – С. 75-83.86. Codogno L., Favero C., Missale A. Yield spreads on EMU government bonds //EconomicPolicy. – 2003. – Т. 18. – №.
37. – С. 503-532.87. Comelli F. Emerging market sovereign bond spreads: estimation and back-testing //EmergingMarkets Review. – 2012. – Т. 13. – №. 4. – С. 598-625.88. Cooray A. Interest rates and inflationary expectations: Evidence on the Fisher effect in SriLanka //South Asia Economic Journal. – 2002. – Т. 3.
– №. 2. – С. 201-216.89. Cooray A. The Fisher effect: a survey //The Singapore Economic Review. – 2003. – Т. 48. –№. 02. – С. 135-150.90. Crowder W. J. The long-run Fisher relation in Canada //Canadian Journal of Economics. –1997. – Т.30.
![](https://s.studizba.com/z.php?f=/templates/si/i/noavatar.png&w=100&h=100&t=1"){kind=avatar}
