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% year-on-year while the CPI of euro area increased by 5% year-on-year. In China, the CPI increased by 2.3% year-on-year, the ….3%. In this month, monetary policy operations achieved a net money withdrawal for the amount of RMB320 billion, and the bond … repo rates showed ups and downs. Bond yields went down in general, and the ChinaBond New Composite Index rose slightly …
Persistent link: https://www.econbiz.de/10013289527
bond market from the same bond market's weight in global bond market, we investigate the determinants of foreign and … domestic investment biases in 41 global bond markets. We find that foreign investors significantly overweigh markets that offer …. Such return driven behavior of foreign investors is especially pronounced in emerging bond markets. Meanwhile, home bias is …
Persistent link: https://www.econbiz.de/10011791937
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The concept of a market portfolio plays an important role in many financial theories and models. Knowledge of each asset's share of the invested capital markets is both useful information and a good starting point for investors considering the appropriate allocation to the asset. In our latest...
Persistent link: https://www.econbiz.de/10013006681
This paper reconsiders the role of foreign investors in developed country equity markets. It presents a quantitative model of trading that is built around two new assumptions about investor sophistication: (i) both the foreign and domestic populations contain investors with superior information...
Persistent link: https://www.econbiz.de/10013039668
bond market from the same bond market's weight in global bond market, we investigate the determinants of foreign and … domestic investment biases in 41 global bond markets. We find that foreign investors significantly overweigh markets that offer …. Such return driven behavior of foreign investors is especially pronounced in emerging bond markets. Meanwhile, home bias is …
Persistent link: https://www.econbiz.de/10012917758
Persistent link: https://www.econbiz.de/10012650463
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