Journal of Asset Management

FIGURES AND TABLES

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Investing in emerging market local currency debt

Benoît Mercereau and Alexandra Lubomira Sowa

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Figure 1 - Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author

Figure 1.

Market value of emerging market government debt, 2002–2007

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Figure 2.

Long-term interest rates and fundamentals in the Philippines, 2000–2006

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Figure 3.

The Philippines: market interest rate vs fair value, 2000–2006 (in per cent)

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Figure 4.

Cumulated returns, 2000–2006 (2000=100)

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Table 1 - Estimated coefficients - Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author

Table 1 - Estimated coefficients.

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Table 2 - Success rates based on mean-reversion, 2000-2006 (in per cent) - Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author

Table 2 - Success rates based on mean-reversion, 2000–2006 (in per cent).

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Table 3 - Simulation's summary statistics, 2000-06 - Unfortunately we are unable to provide accessible alternative text for this. If you require assistance to access this image, please contact help@nature.com or the author

Table 3 - Simulation's summary statistics, 2000–06.

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