Table 1 Basic features of the selected bonds
From: Applying multivariate-fractionally integrated volatility analysis on emerging market bond portfolios
Selected Markets | Average Yield (Cmpd.) | Average Duration (Yrs.) | Base Currency | Coupon Type |
|---|---|---|---|---|
Short-Term Bonds | ||||
 Indonesia | 7.12 | 1.75 | IDR | Fixed |
 Brazil | 11.31 | 1.81 | BRL | Fixed |
 India | 7.32 | 1.81 | INR | Fixed |
 South Africa | 7.11 | 1.73 | SA | Fixed |
 Mexico | 5.32 | 1.75 | MXN | Fixed |
 Turkey | 9.25 | 1.50 | TRY | Fixed |
Long-Term Bonds | ||||
 Indonesia | 8.23 | 6.82 | IDR | Fixed |
 Brazil | 12.08 | 5.57 | BRL | Fixed |
 India | 7.77 | 6.79 | INR | Fixed |
 South Africa | 8.36 | 6.87 | SA | Fixed |
 Mexico | 6.73 | 7.02 | MXN | Fixed |
 Turkey | 9.5 | 5.59 | TRY | Fixed |