Foreign Participation in Emerging Markets' Local Currency Bond Markets /

This paper estimates the impact of foreign participation in determining long-term local currency government bond yields and volatility in a group of emerging markets from 2000-2009. The results of a panel data analysis of 10 emerging markets show that greater foreign participation in the domestic go...

Полное описание

Библиографические подробности
Главный автор: Peiris, Shanaka
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2010.
Серии:IMF Working Papers; Working Paper ; No. 2010/088
Online-ссылка:Full text available on IMF