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Emerging Local Currency Bond Markets
15 references·16 citing·45 second hop
Emerging Local Currency Bond Markets (2010)Emerging Local Currency Bond MarketsPortfolio selection with higher moments (2010)Portfolio selection with high…Home bias in global bond and equity markets: The role of real exchange rate volatility (2007)Home bias in global bond and …Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors* (2007)Government Bonds in Domestic …Local Currency Bond Markets (2006)Local Currency Bond MarketsForeign participation in local currency bond markets (2006)Foreign participation in loca…Other People's Money (2005)Other People's MoneyWhy Doesn't Asia Have Bigger Bond Markets? (2004)Why Doesn't Asia Have Bigger …A simple measure of the intensity of capital controls (2003)A simple measure of the inten…Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice (2002)Finding a maximum skewness po…Initial conditions and moment restrictions in dynamic panel data models (1998)Initial conditions and moment…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Futures markets: Their purpose, their history, their growth, their successes and failures (1984)Futures markets: Their purpos…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…International capital market equilibrium with investment barriers (1974)International capital market …Yet it Endures: The Persistence of Original Sin (2022)Yet it Endures: The Persisten…Are higher U.S. interest rates always bad news for emerging markets? (2022)Are higher U.S. interest rate…Scaling Up Sustainable Investment through Blockchain-Based Project Bonds (2021)Scaling Up Sustainable Invest…The effect of inflation targeting and financial openness on currency composition of sovereign international debt (2019)The effect of inflation targe…Home currency issuance in international bond markets (2019)Home currency issuance in int…The role of inflation targeting in international debt denomination in developing countries (2018)The role of inflation targeti…Uncertainty, capital flows, and maturity mismatch (2017)Uncertainty, capital flows, a…Regulating Capital Flows to Emerging Markets: An Externality View (2017)Regulating Capital Flows to E…Financial globalisation and monetary policy effectiveness (2016)Financial globalisation and m…What Drives Capital Flows to Emerging Markets? Survey and Synthesis (2015)What Drives Capital Flows to …Uncovered Equity Parity and rebalancing in international portfolios (2014)Uncovered Equity Parity and r…The Development of Local Capital Markets: Rationale and Challenges (2014)The Development of Local Capi…The Development of Local Capital Markets (2014)The Development of Local Capi…Emerging Equity Markets in a Globalizing World (2014)Emerging Equity Markets in a …Emerging Equity Markets in a Globalizing World (2013)Emerging Equity Markets in a …Developing country vulnerability in light of the global financial crisis: Shock therapy? (2013)Developing country vulnerabil…What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)International Diversification of Investment Portfolios (1970)Capital Market Equilibrium with Restricted Borrowing (1972)The capital asset pricing model: Some empirical tests (1972)Integration vs. Segmentation in the Canadian Stock Market (1986)An Equilibrium Model with Restricted Stock Market Participation (1998)Are Financial Assets Priced Locally or Globally? (2002)Investor Diversification and International Equity Markets (1991)Time‐Varying World Market Integration (1995)Foreign Speculators and Emerging Equity Markets (2000)Financial Reform: What Shakes It? What Shapes It? (2005)Growth volatility and financial liberalization (2006)Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach (2012)Law and Finance (1998)Financial intermediation and growth: Causality and causes (2000)Why do Foreigners Invest in the United States? (2008)Local Currency Sovereign Risk (2016)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World (1992)Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium (1994)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)The Theory of Capital Structure (1991)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias in Open Economy Financial Macroeconomics (2011)International Currencies and Capital Allocation (2019)International variations in ESG disclosure – Do cross-listed companies care more? (2021)Biases in Dynamic Models with Fixed Effects (1981)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Portfolio Selection (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Essays in the Theory of Risk-Bearing. (1972)Optimal Portfolio Allocation under Higher Moments (2006)Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns (2007)Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies (2010)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Earnings management and investor protection: an international comparison (2003)Design Failures in the Eurozone: Can They Be Fixed? (2013)
this work references cited by second hop

References

  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1997Legal Determinants of External Finance2,032 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1974International capital market equilibrium with investment barriers551 cited
  • 2010Portfolio selection with higher moments535 cited
  • 2003A simple measure of the intensity of capital controls459 cited
  • 2005Other People's Money341 cited
  • 2007Home bias in global bond and equity markets: The role of real exchange rate volatility333 cited
  • 2006Foreign participation in local currency bond markets225 cited
  • 2002Finding a maximum skewness portfolio—a general solution to three-moments portfolio choice209 cited
  • 2006Local Currency Bond Markets201 cited
  • 1984Futures markets: Their purpose, their history, their growth, their successes and failures190 cited
  • 2004Why Doesn't Asia Have Bigger Bond Markets?159 cited
  • 2007Government Bonds in Domestic and Foreign Currency: the Role of Institutional and Macroeconomic Factors*152 cited

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Cited by

  • 2013Developing country vulnerability in light of the global financial crisis: Shock therapy?89 cited
  • 2017Uncertainty, capital flows, and maturity mismatch84 cited
  • 2022Are higher U.S. interest rates always bad news for emerging markets?83 cited
  • 2022Yet it Endures: The Persistence of Original Sin71 cited
  • 2021Scaling Up Sustainable Investment through Blockchain-Based Project Bonds70 cited
  • 2013Emerging Equity Markets in a Globalizing World68 cited
  • 2016Financial globalisation and monetary policy effectiveness67 cited
  • 2014Emerging Equity Markets in a Globalizing World64 cited
  • 2014Uncovered Equity Parity and rebalancing in international portfolios62 cited
  • 2017Regulating Capital Flows to Emerging Markets: An Externality View57 cited
  • 2014The Development of Local Capital Markets54 cited
  • 2014The Development of Local Capital Markets: Rationale and Challenges52 cited
  • 2019Home currency issuance in international bond markets49 cited
  • 2018The role of inflation targeting in international debt denomination in developing countries46 cited
  • 2015What Drives Capital Flows to Emerging Markets? Survey and Synthesis45 cited
  • 2019The effect of inflation targeting and financial openness on currency composition of sovereign international debt43 cited