Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela
María Collazos and
Juan S. Sandoval
Research in International Business and Finance, 2017, vol. 41, issue C, 547-555
We test the informational efficiency of Venezuelan USD sovereign bond yields when the black market exchange-rate premium (BMERP) changes.
Keywords: Venezuela; Sovereign bonds; Black markets exchange rate (search for similar items in EconPapers)
JEL-codes: F31 G10 G18 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:riibaf:v:41:y:2017:i:c:p:547-555
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