SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Government Bonds and their Investors
16 references·16 citing·46 second hopsampled
Government Bonds and their Investors (2012)Government Bonds and their InvestorsThe Financial Market Impact of Quantitative Easing in the United Kingdom (2012)The Financial Market Impact o…The Aggregate Demand for Treasury Debt (2012)The Aggregate Demand for Trea…The Liquidation of Government Debt (2011)The Liquidation of Government…The flight home effect: Evidence from the syndicated loan market during financial crises (2011)The flight home effect: Evide…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…Unconventional Monetary Policy Had Large International Effects (2010)Unconventional Monetary Polic…Foreign Participation in Emerging Markets’ Local Currency Bond Markets (2010)Foreign Participation in Emer…Flow and Stock Effects of Large-Scale Treasury Purchases (2010)Flow and Stock Effects of Lar…Fiscal Deficits, Public Debt, and Sovereign Bond Yields (2010)Fiscal Deficits, Public Debt,…Foreign participation in local currency bond markets (2006)Foreign participation in loca…Global Bond Portfolios and Emu (2005)Global Bond Portfolios and EmuEmerging markets finance (2003)Emerging markets financeCAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops (1998)CAPITAL FLOWS AND CAPITAL-MAR…Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*The Long-Run Determinants of Indian Government Bond Yields (2019)The Long-Run Determinants of …Foreign bond investors and market discipline (2019)Foreign bond investors and ma…Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets (2018)Linking Bank Crises and Sover…Quantitative Easing and the Price-Liquidity Trade-Off (2017)Quantitative Easing and the P…Price Impact of Bond Supply Shocks: Evidence from the Eurosystem's Asset Purchase Program (2017)Price Impact of Bond Supply S…Global Macroeconomic Effects of Exiting from Unconventional Monetary Policy (2016)Global Macroeconomic Effects …Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies (2016)Foreign Investor Flows and So…Domestic and International Macroeconomic Effects of the Eurosystem Expanded Asset Purchase Programme (2016)Domestic and International Ma…Bank and Sovereign Risk Feedback Loops (2015)Bank and Sovereign Risk Feedb…Sovereign Debt Composition in Advanced Economies (2014)Sovereign Debt Composition in…Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies (2014)Foreign Investor Flows and So…Foreign Exchange Reserve Diversification and the 'Exorbitant Privilege' (2014)Foreign Exchange Reserve Dive…Banks, Government Bonds, and Default (2014)Banks, Government Bonds, and …Are European Sovereign Bonds Fairly Priced? The Role of Modeling Uncertainty (2013)Are European Sovereign Bonds …Tracking Global Demand for Advanced Economy Sovereign Debt (2012)Tracking Global Demand for Ad…Tracking Global Demand for Advanced Economy Sovereign Debt (2012)Tracking Global Demand for Ad…Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Cointegration and Tests of Present Value Models (1987)The Information in Long-Maturity Forward Rates (1987)Term Premia and Interest Rate Forecasts in Affine Models (2002)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Bond Risk Premia (2005)The Debt-Deflation Theory of Great Depressions (1933)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)Historical Patterns and Dynamics of Public Debt—Evidence From a New Database (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Does infrastructure investment lead to economic growth or economic fragility? Evidence from China (2016)Real Effects of the Sovereign Debt Crisis in Europe: Evidence from Syndicated Loans (2018)A General Equilibrium Approach To Monetary Theory (1969)Multivariate Simultaneous Generalized ARCH (1995)The Response of Interest Rates to US and UK Quantitative Easing (2012)Bond Supply and Excess Bond Returns (2014)On the International Spillovers of US Quantitative Easing (2016)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Corporate Governance and Expected Stock Returns: Evidence from Germany (2004)Characterizing World Market Integration through Time (2007)Finance and inequality: Channels and evidence (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Unconventional monetary policy had large international effects (2014)A Comparative‐Advantage Approach to Government Debt Maturity (2015)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Private credit in 129 countries☆ (2007)Bank lending during the financial crisis of 2008 (2009)Dollar Funding and the Lending Behavior of Global Banks* (2015)Banks Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment (2018)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Sudden Stops, Financial Crises, and Leverage (2010)Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flows, push versus pull factors and the global financial crisis (2012)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 1998CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops1,475 cited
  • 2003Emerging markets finance755 cited
  • 2011The Liquidation of Government Debt526 cited
  • 2011The flight home effect: Evidence from the syndicated loan market during financial crises432 cited
  • 2012The Financial Market Impact of Quantitative Easing in the United Kingdom406 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2010Flow and Stock Effects of Large-Scale Treasury Purchases226 cited
  • 2010Unconventional Monetary Policy Had Large International Effects225 cited
  • 2006Foreign participation in local currency bond markets225 cited
  • 2010Fiscal Deficits, Public Debt, and Sovereign Bond Yields224 cited
  • 2005Global Bond Portfolios and Emu110 cited
  • 2010Foreign Participation in Emerging Markets’ Local Currency Bond Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

101 cited

Cited by

  • 2014Sovereign Debt Composition in Advanced Economies102 cited
  • 2012Tracking Global Demand for Advanced Economy Sovereign Debt82 cited
  • 2016Domestic and International Macroeconomic Effects of the Eurosystem Expanded Asset Purchase Programme46 cited
  • 2014Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies44 cited
  • 2012Tracking Global Demand for Advanced Economy Sovereign Debt44 cited
  • 2019The Long-Run Determinants of Indian Government Bond Yields41 cited
  • 2018Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets36 cited
  • 2019Foreign bond investors and market discipline29 cited
  • 2014Foreign Exchange Reserve Diversification and the 'Exorbitant Privilege'29 cited
  • 2017Price Impact of Bond Supply Shocks: Evidence from the Eurosystem's Asset Purchase Program27 cited
  • 2014Banks, Government Bonds, and Default26 cited
  • 2017Quantitative Easing and the Price-Liquidity Trade-Off25 cited
  • 2016Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies24 cited
  • 2013Are European Sovereign Bonds Fairly Priced? The Role of Modeling Uncertainty24 cited
  • 2015Bank and Sovereign Risk Feedback Loops23 cited
  • 2016Global Macroeconomic Effects of Exiting from Unconventional Monetary Policy20 cited