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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Автор: Arslanalp, Serkan
Інші автори: Poghosyan, Tigran
Формат: Журнал
Мова:English
Опубліковано: Washington, D.C. : International Monetary Fund, 2014.
Серія:IMF Working Papers; Working Paper ; No. 2014/027
Онлайн доступ:Full text available on IMF

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