Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
Asset allocation decisions of international investors are at the core of capital fl ows. This paper explores the impact of these decisions on long-term government bond yields, using a quarterly investor base dataset for 22 advanced economies over 2004‒2012. We fi nd that a one percentage point in...
Saved in:
Main Authors: | Serkan Arslanalp, Tigran Poghosyan |
---|---|
Format: | Article |
Language: | English |
Published: |
University of Warsaw
2016-06-01
|
Series: | Journal of Banking and Financial Economics |
Subjects: | |
Online Access: | https://press.wz.uw.edu.pl/cgi/viewcontent.cgi?article=1073&context=jbfe |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Chilean government bond yields: an econometric analysis
by: Tanweer Akram, et al.
Published: (2025-12-01) -
Do Foreign Investors Underperform or Outperform Domestic Investors in Trading Activities? Evidence from Indonesia
by: Deddy P. Koesrindartoto, et al.
Published: (2024-10-01) -
INVESTMENT STRATEGIES OF INSTITUTIONAL INVESTORS: SOVEREIGN WEALTH FUNDS VS ENDOWMENTS
by: E. S. Biryukov
Published: (2013-12-01) -
Shocks of government bonds and yield impact economic growth in South Africa
by: Olebogeng Petlele, et al.
Published: (2025-12-01) -
Investor Herding Behavior in Infrastructure Companies on the IDX: Data Panel Approach
by: Hartaty Hadady, et al.
Published: (2022-12-01)