Emerging Market Portfolio Flows: The Role of Benchmark-Driven Investors
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Cited by:
- Sebastián García-Andrade, 2019. "Efectos del rebalanceo de los índices de J.P. Morgan en 2014 sobre los rendimientos de los TES en moneda local," Borradores de Economia 1094, Banco de la Republica de Colombia.
- Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018. "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 371-401.
- Amr Hosny, 2020.
"Nonresident holdings of domestic debt in Nigeria: Internal or external driven?,"
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- Amr Hosny, 2020. "Non-Resident Holdings of Domestic Debt in Nigeria: Internal or External Driven?," IMF Working Papers 2020/063, International Monetary Fund.
- Cormier, Benjamin & Naqvi, Natalya, 2023. "Delegating discipline: how indexes restructured the political economy of sovereign bond markets," LSE Research Online Documents on Economics 117248, London School of Economics and Political Science, LSE Library.
- Nathali Cardozo-Alvarado & David Castañeda-Arévalo & Fredy Gamboa-Estrada & Javier Miguelez-Márquez, 2023. "The Global Financial Cycle and the Effects of Fed Unconventional Monetary Policies on Foreign Portfolio Flows in Colombia," Borradores de Economia 1226, Banco de la Republica de Colombia.
- Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022.
"Capital flows at risk: Taming the ebbs and flows,"
Journal of International Economics, Elsevier, vol. 134(C).
- Mr. Gaston Gelos & Lucyna Gornicka & Mr. Robin Koepke & Ms. Ratna Sahay & Ms. Silvia Sgherri, 2019. "Capital Flows at Risk: Taming the Ebbs and Flows," IMF Working Papers 2019/279, International Monetary Fund.
- Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2021. "Capital Flows at Risk: Taming the Ebbs and Flows," CEPR Discussion Papers 15842, C.E.P.R. Discussion Papers.
- Konopczak, Michal, 2015. "Government debt holdings of non-residents – an analysis of the impact on selected emerging economies’ sovereign risk," MPRA Paper 68597, University Library of Munich, Germany.
- OGAWA, Eiji & SHIMIZU, Junko & LUO, Pengfei, 2023.
"Effects of Us Interest Rate Hike and Global Risk on Daily Capital Flows in Emerging Market Countries,"
Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 57(1), pages 1-31, October.
- OGAWA Eiji & SHIMIZU Junko & LUO Pengfei, 2019. "Effects of US Interest Rate Hikes and Global Risk on Daily Capital Flows in Emerging Market Countries," Discussion papers 19019, Research Institute of Economy, Trade and Industry (RIETI).
- Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, October –.
- Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022.
"Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index,"
Economics Letters, Elsevier, vol. 216(C).
- Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
- Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021. "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
- Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021.
"How foreign participation in the Colombian local public debt market has influenced domestic financial conditions,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(4).
- José Vicente Romero & Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2020. "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 83-119, Bank for International Settlements.
- Alessandro Moro & Alessandro Schiavone, 2022. "The role of non-bank financial institutions in the intermediation of capital flows to emerging markets," Temi di discussione (Economic working papers) 1367, Bank of Italy, Economic Research and International Relations Area.
- Bruno Bonizzi & Annina Kaltenbrunner, 2019. "Liability-driven investment and pension fund exposure to emerging markets: A Minskyan analysis," Environment and Planning A, , vol. 51(2), pages 420-439, March.
- Yildirim, Zekeriya, 2022. "Global financial risk, the risk-taking channel, and monetary policy in emerging markets," Economic Modelling, Elsevier, vol. 116(C).
- Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
- Bredenkamp, Hugh & Hausmann, Ricardo & Pienkowski, Alex & Reinhart, Carmen, 2019. "Challenges Ahead: Sovereign Debt," MPRA Paper 117564, University Library of Munich, Germany, revised 01 Oct 2019.
- Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024. "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, vol. 178(C).
- Arslanalp, Serkan & Eichengreen, Barry & Simpson-Bell, Chima, 2022. "The stealth erosion of dollar dominance and the rise of nontraditional reserve currencies," Journal of International Economics, Elsevier, vol. 138(C).
- Miss Yinqiu Lu & Dmitry Yakovlev, 2018. "Instruments, Investor Base, and Recent Developments in the Malaysian Government Bond Market," IMF Working Papers 2018/095, International Monetary Fund.
- Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022. "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia 1222, Banco de la Republica de Colombia.
- Guilherme Suedekum, 2023. "Local Currency Sovereign Debt Markets, Global Financial Conditions and the Role of Foreign Investors," IHEID Working Papers 19-2023, Economics Section, The Graduate Institute of International Studies.
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Keywords
WP; emerging market; investor; Government Bond Index-Emerging market; index; International Finance; Financial Crises; Portfolio Choice; Investment Decisions; bond indices; investor base; Citi emerging markets government bond Index; EM investor; emerging market market portfolio; EM index; investment universe; Sovereign bonds; Securities markets; Inflation-indexed bonds; Bonds; Emerging and frontier financial markets; Global;All these keywords.
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