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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Peiris, Shanaka
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2010.
سلاسل:IMF Working Papers; Working Paper ; No. 2010/088
الوصول للمادة أونلاين:Full text available on IMF