Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies /

Asset allocation decisions of international investors are at the core of capital flows. 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 find that a one percentage point increas...

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Detalles Bibliográficos
Autor Principal: Arslanalp, Serkan
Outros autores: Poghosyan, Tigran
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2014.
Series:IMF Working Papers; Working Paper ; No. 2014/027
Acceso en liña:Full text available on IMF