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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1. Verfasser: Arslanalp, Serkan (VerfasserIn)
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Sprache:English
Veröffentlicht: Washington, D.C International Monetary Fund 2014
Schriftenreihe:IMF Working Papers Working Paper No. 14/27
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spellingShingle Arslanalp, Serkan
Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
title Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
title_auth Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
title_exact_search Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
title_full Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies Arslanalp, Serkan
title_fullStr Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies Arslanalp, Serkan
title_full_unstemmed Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies Arslanalp, Serkan
title_short Foreign Investor Flows and Sovereign Bond Yields in Advanced Economies
title_sort foreign investor flows and sovereign bond yields in advanced economies
url http://elibrary.imf.org/view/IMF001/21164-9781475558784/21164-9781475558784/21164-9781475558784.xml
work_keys_str_mv AT arslanalpserkan foreigninvestorflowsandsovereignbondyieldsinadvancedeconomies
AT poghosyantigran foreigninvestorflowsandsovereignbondyieldsinadvancedeconomies