Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets /

An analysis of mutual-fund-level flow data into EM bond and equity markets confirms that different types of funds behave differently. Bond funds are more sensitive to global factors and engage more in return chasing than equity funds. Flows from retail, open-end, and offshore funds are more volatile...

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מידע ביבליוגרפי
מחבר ראשי: Brandao Marques, Luis
מחברים אחרים: Gelos, R., Ichiue, Hibiki, Oura, Hiroko
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2015.
סדרה:IMF Working Papers; Working Paper ; No. 2015/277
גישה מקוונת:Full text available on IMF
תיאור
סיכום:An analysis of mutual-fund-level flow data into EM bond and equity markets confirms that different types of funds behave differently. Bond funds are more sensitive to global factors and engage more in return chasing than equity funds. Flows from retail, open-end, and offshore funds are more volatile. Global funds are more stable in their EM investments than "dedicated" EM funds. Differences in the stability of flows from ultimate investors play a key role in explaining these patterns. The changing mix of global investors over the past 15 year has probably made portfolio flows to EMs more sensitive to global financial conditions.
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תיאור פיזי:1 online resource (36 pages)
פורמט:Mode of access: Internet
ISSN:1018-5941
גישה:Electronic access restricted to authorized BRAC University faculty, staff and students