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  • Search: subject:"capital flow measure"
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Year of publication
Subject
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Bond flow 2 bond return 2 capital flow measure 2 cross-market correlation 2 Anleihe 1 Bond 1 Bond market 1 Capital controls 1 Capital income 1 Capital mobility 1 Correlation 1 Kapitaleinkommen 1 Kapitalmobilität 1 Kapitalverkehrskontrolle 1 Korrelation 1 Public bond 1 Rentenmarkt 1 Volatility 1 Volatilität 1 Öffentliche Anleihe 1
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Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1 Undetermined 1
Author
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Chantapacdepong, Pornpinun 2 Shim, Ilhyock 2
Institution
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Bank for International Settlements (BIS) 1
Published in...
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BIS Working Papers 1 BIS working papers 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Did you mean: subject:"capital flow measures" (10 results)
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Correlations across Asia-Pacific bond markets and the impact of capital flow measures
Chantapacdepong, Pornpinun; Shim, Ilhyock - Bank for International Settlements (BIS) - 2014
Using a novel database on capital flow measures in Asia over 2004-2013, we investigate the impact of bond inflow measures on the cross-market correlations of weekly bond fund flows and of daily bond returns in 12 Asia-Pacific economies, after controlling for global, regional and local factors....
Persistent link: https://www.econbiz.de/10011098241
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Cover Image
Correlations across Asia-Pacific bond markets and the impact of capital flow measures
Chantapacdepong, Pornpinun; Shim, Ilhyock - 2014
Persistent link: https://www.econbiz.de/10010495717
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