Global Financial Spillovers to Emerging Market Sovereign Bond Markets
Foreign holdings of emerging markets (EMs) government bonds have increased substantially over the last decade. While foreign participation in local-currency sovereign bond markets provides an additional source of financing and reduces sovereign yields, it raises concerns about increased sensitivity...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
2015
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| Schriftenreihe: | IMF Working Papers: Working Paper No. 15 / 141
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| Online-Zugang: | DE-20 DE-824 DE-70 DE-155 DE-29 DE-22 DE-473 DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-739 DE-355 DE-Aug4 DE-1049 DE-12 DE-91 URL des Erstveröffentlichers |
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| 520 | 3 | |a Foreign holdings of emerging markets (EMs) government bonds have increased substantially over the last decade. While foreign participation in local-currency sovereign bond markets provides an additional source of financing and reduces sovereign yields, it raises concerns about increased sensitivity of yields to shifts in market sentiment. The analysis in this paper suggests that foreign participation and an undiversified investor base transmit global financial shocks to local-currency sovereign bond markets by increasing yield volatility and, beyond a certain threshold, amplify these spillovers. These estimates are robust to a range of econometric techniques including panel smooth threshold regression | |
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| illustrated | Not Illustrated |
| indexdate | 2025-02-03T15:58:23Z |
| institution | BVB |
| isbn | 1513552759 9781513552750 |
| language | English |
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| physical | 1 Online-Ressource (22 p) |
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| publishDate | 2015 |
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| publisher | International Monetary Fund |
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| series2 | IMF Working Papers: Working Paper No. 15 / 141 |
| spellingShingle | Ebeke, Christian Global Financial Spillovers to Emerging Market Sovereign Bond Markets |
| title | Global Financial Spillovers to Emerging Market Sovereign Bond Markets |
| title_auth | Global Financial Spillovers to Emerging Market Sovereign Bond Markets |
| title_exact_search | Global Financial Spillovers to Emerging Market Sovereign Bond Markets |
| title_full | Global Financial Spillovers to Emerging Market Sovereign Bond Markets Ebeke, Christian |
| title_fullStr | Global Financial Spillovers to Emerging Market Sovereign Bond Markets Ebeke, Christian |
| title_full_unstemmed | Global Financial Spillovers to Emerging Market Sovereign Bond Markets Ebeke, Christian |
| title_short | Global Financial Spillovers to Emerging Market Sovereign Bond Markets |
| title_sort | global financial spillovers to emerging market sovereign bond markets |
| url | http://www.elibrary.imf.org/view/IMF001/22636-9781513552750/22636-9781513552750/22636-9781513552750.xml |
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