The Resource Global Financial Spillovers to Emerging Market Sovereign Bond Markets, (electronic resource)

Global Financial Spillovers to Emerging Market Sovereign Bond Markets, (electronic resource)

Label
Global Financial Spillovers to Emerging Market Sovereign Bond Markets
Title
Global Financial Spillovers to Emerging Market Sovereign Bond Markets
Creator
Contributor
Subject
Genre
Language
  • eng
  • eng
Summary
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 spillover
Member of
Cataloging source
AU-PeEL
http://library.link/vocab/creatorName
Ebeke, Christian
Dewey number
336.3/4
Language note
English
LC call number
HJ8015
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Kyobe, Annette
Series statement
IMF Working Papers
Series volume
v.Working Paper No. 15/141
http://library.link/vocab/subjectName
  • Bond market -- Developing countries
  • Bond market
  • Government securities -- Developing countries
  • Government securities
  • Investment & Speculation
  • Finance
  • Business & Economics
Label
Global Financial Spillovers to Emerging Market Sovereign Bond Markets, (electronic resource)
Instantiates
Publication
Note
Description based upon print version of record
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
  • ""Cover Page""; ""Contents""; ""Tables""; ""Figures""; ""I. Introduction""; ""II. Foreign Participation and Government Bond Yields""; ""A. Empirical Approach""; ""1. Global Financial Conditions and Foreign Participation in EMs Government Bond Markets""; ""B. Results""; ""1. Foreign Holdings of FX Debt and Yield Volatility. Period 2004:Q1â€?2013:Q2""; ""2. Foreign Holdings of LC Debt and Yield Volatility. Period 2004:Q1â€?2013:Q2""; ""3. Foreign Holdings of FX Debt and FX Yield Level. Period 2004:Q1â€?2013:Q2""; ""4. Foreign Holdings of LC Debt and LC Yield Level. Period 2004:Q1â€?2013:Q2""
  • ""III. Foreign Participation, Investor Base Concentration, and the Transmission of Shocks""""A. Baseline Empirical Approach""; ""B. Baseline Results""; ""2. International Financial Spillovers into EMs""; ""5. Panel Non-Linear Estimates""; ""C. Robustness Checks: Evidence from Panel Smooth Transition Regressions (PSTR)""; ""3. PSTR Estimates of Global Financial Spillovers into EMs""; ""IV. Conclusion""; ""References""; ""Footnotes""
Dimensions
unknown
Extent
1 online resource (38 p.)
Form of item
electronic
Isbn
9781513565064
Media category
computer
Media type code
  • c
Specific material designation
remote
System control number
  • (CKB)3710000000449248
  • (EBL)2120095
  • (OCoLC)912256848
  • (SSID)ssj0001562389
  • (PQKBManifestationID)16206091
  • (PQKBTitleCode)TC0001562389
  • (PQKBWorkID)14833791
  • (PQKB)10285950
  • (EXLCZ)993710000000449248
Label
Global Financial Spillovers to Emerging Market Sovereign Bond Markets, (electronic resource)
Publication
Note
Description based upon print version of record
Carrier category
online resource
Carrier category code
  • cr
Content category
text
Content type code
  • txt
Contents
  • ""Cover Page""; ""Contents""; ""Tables""; ""Figures""; ""I. Introduction""; ""II. Foreign Participation and Government Bond Yields""; ""A. Empirical Approach""; ""1. Global Financial Conditions and Foreign Participation in EMs Government Bond Markets""; ""B. Results""; ""1. Foreign Holdings of FX Debt and Yield Volatility. Period 2004:Q1â€?2013:Q2""; ""2. Foreign Holdings of LC Debt and Yield Volatility. Period 2004:Q1â€?2013:Q2""; ""3. Foreign Holdings of FX Debt and FX Yield Level. Period 2004:Q1â€?2013:Q2""; ""4. Foreign Holdings of LC Debt and LC Yield Level. Period 2004:Q1â€?2013:Q2""
  • ""III. Foreign Participation, Investor Base Concentration, and the Transmission of Shocks""""A. Baseline Empirical Approach""; ""B. Baseline Results""; ""2. International Financial Spillovers into EMs""; ""5. Panel Non-Linear Estimates""; ""C. Robustness Checks: Evidence from Panel Smooth Transition Regressions (PSTR)""; ""3. PSTR Estimates of Global Financial Spillovers into EMs""; ""IV. Conclusion""; ""References""; ""Footnotes""
Dimensions
unknown
Extent
1 online resource (38 p.)
Form of item
electronic
Isbn
9781513565064
Media category
computer
Media type code
  • c
Specific material designation
remote
System control number
  • (CKB)3710000000449248
  • (EBL)2120095
  • (OCoLC)912256848
  • (SSID)ssj0001562389
  • (PQKBManifestationID)16206091
  • (PQKBTitleCode)TC0001562389
  • (PQKBWorkID)14833791
  • (PQKB)10285950
  • (EXLCZ)993710000000449248

Library Locations

  • Albert D. Cohen Management LibraryBorrow it
    181 Freedman Crescent, Winnipeg, MB, R3T 5V4, CA
    49.807878 -97.129961
  • Architecture/Fine Arts LibraryBorrow it
    84 Curry Place, Winnipeg, MB, CA
    49.807716 -97.136226
  • Archives and Special CollectionsBorrow it
    25 Chancellors Circle (Elizabeth Dafoe Library), Room 330, Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Bibliothèque Alfred-Monnin (Université de Saint-Boniface)Borrow it
    200, avenue de la Cathédrale, Local 2110, Winnipeg, MB, R2H 0H7, CA
    49.888861 -97.119735
  • Bill Larson Library (Grace Hospital)Borrow it
    300 Booth Drive, G-227, Winnipeg, MB, R3J 3M7, CA
    49.882400 -97.276436
  • Carolyn Sifton - Helene Fuld Library (St. Boniface General Hospital)Borrow it
    409 Tache Avenue, Winnipeg, MB, R2H 2A6, CA
    49.883388 -97.126050
  • Concordia Hospital LibraryBorrow it
    1095 Concordia Avenue, Winnipeg, MB, R2K 3S8, CA
    49.913252 -97.064683
  • Donald W. Craik Engineering LibraryBorrow it
    75B Chancellors Circle (Engineering Building E3), Room 361, Winnipeg, MB, R3T 2N2, CA
    49.809053 -97.133292
  • E.K. Williams Law LibraryBorrow it
    224 Dysart Road, Winnipeg, MB, R3T 5V4, CA
    49.811829 -97.131017
  • Eckhardt-Gramatté Music LibraryBorrow it
    136 Dafoe Road (Taché Arts Complex), Room 257, Winnipeg, MB, R3T 2N2, CA
    49.807964 -97.132222
  • Elizabeth Dafoe LibraryBorrow it
    25 Chancellors Circle, Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Fr. H. Drake Library (St. Paul's College)Borrow it
    70 Dysart Road, Winnipeg, MB, R3T 2M6, CA
    49.810605 -97.138184
  • J.W. Crane Memorial Library (Deer Lodge Centre)Borrow it
    2109 Portage Avenue, Winnipeg, MB, R3J 0L3, CA
    49.878000 -97.235520
  • Libraries Annex (not open to the public; please see web page for details)Borrow it
    25 Chancellors Circle (in the Elizabeth Dafoe Library), Winnipeg, MB, R3T 2N2, CA
    49.809961 -97.131878
  • Neil John Maclean Health Sciences LibraryBorrow it
    727 McDermot Avenue (Brodie Centre), 200 Level, Winnipeg, MB, R3E 3P5, CA
    49.903563 -97.160554
  • Sciences and Technology LibraryBorrow it
    186 Dysart Road, Winnipeg, MB, R3T 2M8, CA
    49.811526 -97.133257
  • Seven Oaks General Hospital LibraryBorrow it
    2300 McPhillips Street, Winnipeg, MB, R2V 3M3, CA
    49.955177 -97.148865
  • Sister St. Odilon Library (Misericordia Health Centre)Borrow it
    99 Cornish Avenue, Winnipeg, MB, R3C 1A2, CA
    49.879592 -97.160425
  • St. John's College LibraryBorrow it
    92 Dysart Road, Winnipeg, MB, R3T 2M5, CA
    49.811242 -97.137156
  • Victoria General Hospital LibraryBorrow it
    2340 Pembina Highway, Winnipeg, MB, R3T 2E8, CA
    49.806755 -97.152739
  • William R Newman Library (Agriculture)Borrow it
    66 Dafoe Road, Winnipeg, MB, R3T 2R3, CA
    49.806936 -97.135525
Processing Feedback ...