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...

詳細記述

書誌詳細
第一著者: Arslanalp, Serkan
その他の著者: Poghosyan, Tigran
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2014.
シリーズ:IMF Working Papers; Working Paper ; No. 2014/027
オンライン・アクセス:Full text available on IMF