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Foreign Participation in Emerging Markets’ Local Currency Bond Markets
9 references·4 citing·47 second hop
Foreign Participation in Emerging Markets’ Local Currency Bond Markets (2010)Foreign Participation in Emerging Markets…Dynamics of international integration of government securities’ markets (2010)Dynamics of international int…Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets (2008)Is it (Still) Mostly Fiscal? …Financial markets’ behavior around episodes of large changes in the fiscal stance (2008)Financial markets’ behavior a…Foreign Participation in Local Currency Bond Markets (2006)Foreign Participation in Loca…New Evidence on the Interest Rate Effects of Budget Deficits and Debt (2003)New Evidence on the Interest …Long‐term nominal interest rates and domestic fundamentals (2002)Long‐term nominal interest ra…Exchange Rates and Financial Fragility (1999)Exchange Rates and Financial …Interest Rate Volatility, Capital Controls, and Contagion (1998)Interest Rate Volatility, Cap…The economics of recent bond yield volatility (1996)The economics of recent bond …The influence of Macroeconomic Indicators and Foreign Ownership on Government Bond Yields: A Case of Indonesia (2015)The influence of Macroeconomi…The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia (2014)The effectiveness of monetary…Foreign Investment in Local Currency Bonds — Considerations for Emerging Market Public Debt Managers (2012)Foreign Investment in Local C…Financial market development, monetary policy and financial stability in emerging market economiesFinancial market development,…Domestic Saving and International Capital Flows (1980)Legal Determinants of External Finance (1997)Law and Finance (1998)Distinguished Lecture on Economics in Government—Exchange Rate Regimes: Is the Bipolar View Correct? (2001)To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)Capital Inflows (2010)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Gold prices, cost of carry, and expected inflation (2009)MACROECONOMIC INDICATORS AND YIELD CURVE OF INDONESIAN GOVERNMENT BOND (2021)Home bias and high turnover (1995)An Introduction to Copulas (1999)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)The State of Public Finances Cross-Country Fiscal Monitor (2009)On the efficiency of sovereign bond markets (2012)Re-examination of international bond market dependence: Evidence from a pair copula approach (2021)Financial intermediation and growth: Causality and causes (2000)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Estimating the Effects of Fiscal Policy in OECD Countries (2003)How Effective is Fiscal Policy Response in Systemic Banking Crises? (2009)FISCAL POLICY AND ASSET PRICES (2011)Crunch Time: Fiscal Crises and the Role of Monetary Policy (2013)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Fiscal Discipline and the Cost of Public Debt Service: Some Estimates for OECD Countries (2004)Foreign Participation in Emerging Markets’ Local Currency Bond Markets (2010)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Initial conditions and moment restrictions in dynamic panel data models (1998)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Determinants of Government Bond Spreads in New EU Countries (2010)The political determinants of sovereign bond yield spreads (2014)Predicting returns in the stock and bond markets (1986)Trying to Explain Home Bias in Equities and Consumption (1999)Conditional Skewness in Asset Pricing Tests (2000)An Anatomy of Corporate Bond Markets (2005)Current Account Sustainability and Relative Reliability (2008)Chapter 25 Government debt (1999)Shifting endpoints in the term structure of interest rates (2001)NBER Macroeconomics Annual 2004, Volume 19 (2004)Global effects of fiscal stimulus during the crisis (2010)Contagion and interdependence in stock markets: Have they been misdiagnosed? (2003)Contagion and banking crisis – International evidence for 2007–2009 (2015)Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position (2019)Change and Constancy in the Financial System: Implications for Financial Distress and Policy (2007)Liquidity Dynamics and Cross-Autocorrelations (2011)Government Bonds and Their Investors: What are the Facts and Do They Matter? (2016)
this work references cited by second hop

References

  • 1999Exchange Rates and Financial Fragility1,432 cited
  • 2008Financial markets’ behavior around episodes of large changes in the fiscal stance177 cited
  • 1998Interest Rate Volatility, Capital Controls, and Contagion169 cited
  • 2003New Evidence on the Interest Rate Effects of Budget Deficits and Debt130 cited
  • 2008Is it (Still) Mostly Fiscal? Determinants of Sovereign Spreads in Emerging Markets106 cited
  • 2010Dynamics of international integration of government securities’ markets70 cited
  • 2002Long‐term nominal interest rates and domestic fundamentals60 cited
  • 1996The economics of recent bond yield volatility60 cited
  • 2006Foreign Participation in Local Currency Bond Markets49 cited

Cited by

  • 2015The influence of Macroeconomic Indicators and Foreign Ownership on Government Bond Yields: A Case of Indonesia26 cited
  • 2014The effectiveness of monetary policy transmission under capital inflows: Evidence from Asia24 cited
  • 2012Foreign Investment in Local Currency Bonds — Considerations for Emerging Market Public Debt Managers22 cited
  • n.d.Financial market development, monetary policy and financial stability in emerging market economies16 cited

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