BANGKOK, May 15 (Bloomberg): Bonds in South Korea and Thailand appear to be the most at risk in Asia as US inflation expectations increase, according to a Bloomberg study.
Debt from the two nations has been the most sensitive to past episodes when American break-even rates have jumped, based on five past scenarios starting in 2011. Korea’s bonds showed a z-score - which measures the relationship to the mean - of 0.81, while Thailand’s is 0.77. That compares with just 0.09 for China and minus 0.01 in India.
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