Does inflation targeting reduce sovereign risk? Further evidence

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygl

Fersiynau electronig

Dogfennau

Dangosydd eitem ddigidol (DOI)

We examine whether adopting an inflation-targeting regime helps reduce sovereign risk premia in a sample of 64 advanced and developing countries for the period 1985–2012. We address the self-selection problem of policy adoption by applying a variety of propensity score matching methods. The results provide evidence that inflation targeting lowers sovereign risk.
Iaith wreiddiolSaesneg
Tudalennau (o-i)237-241
CyfnodolynFinance Research Letters
Cyfrol18
Rhif y cyfnodolynAugust
Dyddiad ar-lein cynnar23 Ebr 2016
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - Awst 2016

Cyfanswm lawlrlwytho

Nid oes data ar gael
Gweld graff cysylltiadau