Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
Asset allocation decisions of international investors are at the core of capital fl ows. 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 fi nd that a one percentage point in...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Warsaw
2016-06-01
|
| Series: | Journal of Banking and Financial Economics |
| Subjects: | |
| Online Access: | https://jbfe.wz.uw.edu.pl/resources/html/article/details?id=202986 |