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Title:	Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

Series:	Working Paper No. 09/147
Date:	July 01, 2009
Subject(s):	Emerging markets \| Economic models \| Bond markets \| Bonds \| Asset prices \| Announcements \| Sovereign debt \| Private investment \| Public information
Author's Keyword(s):	emerging markets \| bond pricing \| macroeconomic news \| announcements \| survey data \| news spillovers \| high-frequency data