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...

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Détails bibliographiques
Auteur principal: Peiris, Shanaka
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2010.
Collection:IMF Working Papers; Working Paper ; No. 2010/088
Accès en ligne:Full text available on IMF