Cargando…

Government bonds and their investors : what are the facts and do they matter? /

This paper introduces a new dataset on the composition of the investor base for government securities in the G20 advanced economies and the euro area. During the last decades, investors from abroad have increased their presence in government bond markets. The financial crisis broke this trend. Domes...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Andritzky, Jochen R. (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2012.
Colección:IMF working paper ; WP/12/158.
Temas:
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Cover; Contents; I. Introduction; II. The Dataset; III. What are the Facts?; IV. Does the Investor Base Matter?; A. Background; B. How Is the Investor Base Related to Yields?; C. Do Portfolio Shifts Affect Expected Bond Returns?; V. Conclusions; References.