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