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Domestic and Foreign Country Bias in International Equity Portfolios

Diyarbakirlioglu, Erkin - 2020

Distinguishing two components of the preference for geographical proximity – the domestic country bias assessing … investors' holdings within the domestic market, and the foreign country bias assessing investors' bilateral holdings within a … report several positive country bias ratios suggesting that the source country's investors overweigh the destination market …

Persistent link: https://www.econbiz.de/10012843913

Are Stocks Real Assets? Sticky Discount Rates in Stock Markets

Katz, Michael - 2016

Local stock markets adjust sluggishly to changes in local inflation. When the local rate of inflation increases, local investors subsequently earn significantly lower real returns on local stocks, but not on local bonds or foreign stocks. Our results suggest that local stock market investors use...

Persistent link: https://www.econbiz.de/10013005442

The Impact of Sovereign Credit Ratings on Foreign Portfolio Investment Flows to Emerging Markets

Wagdi, Osama; Salman, Eman - 2021

The study investigated the impact of sovereign credit ratings on foreign portfolio investment (FPI) flows to emerging markets through panel data for seven markets (Argentina, Brazil, Egypt, India, Nigeria, South Africa and the United Arab Emirates) during the period from 2015 to 2019 on a...

Persistent link: https://www.econbiz.de/10013322210

Capital inflows, sustained investment surges, and the role of external economies of scale in a developing economy

Razmi, Arslan - 2019

Standard open economy macro models with unemployment predict a contractionary short-run effect of international capital inflows. Empirical evidence, on the other hand, often associates such inflows with short-term booms, and developing country policy makers frequently go out of their way to...

Persistent link: https://www.econbiz.de/10012117674

Impacts of Sovereign Creditworthiness on Sub-Sovereign Debt Ratings in Emerging and Developing Economies

Mohapatra, Sanket - 2017

private sector issuers. This relationship remains robust to potential sample selection bias in debt issuance and the inclusion …

Persistent link: https://www.econbiz.de/10012971168

Sovereign Wealth Funds and Emerging Economies : Tools for Boosting Development and Shifting Capital Flows

Zamarioli, Luis H. - 2012

Following the 2008 global financial crisis, Sovereign Wealth Funds (SWFs) gained visibility. Despite the regulation demands by host states, this new sovereign role in international markets can work as an important tool for developing countries. By cushioning imbalance periods and insulating from...

Persistent link: https://www.econbiz.de/10013110684

Causal dynamics among foreign portfolio investment volatility, financial deepening and capital markets in low income countries

Mamvura, Kuziva; Sibanda, Mabutho; Rajaram, Rajendra - In: Spoudai : journal of economics and business 70 (2020) 1/2, pp. 20-38

This study investigated the directional linkages among net foreign portfolio investment volatility, financial deepening and capital market performance in low-income Southern African Development Community (SADC) countries employing a dynamic panel vector error correction model (P-VECM) on...

Persistent link: https://www.econbiz.de/10012295146

The relationship between long-term portfolio investments and growth in the context of asset characteristics and development level

Sugozu, Ibrahim Halil; Yasar, Sema; Verberi, Can - In: Borsa Istanbul Review 23 (2023) 1, pp. 34-43

This study investigates the linkage between portfolio investment and economic growth in 18 developed and 27 developing countries. Furthermore, it compares and analyzes interest-bearing and non-interest-bearing assets and the economic development level. The results of our analysis show that...

Persistent link: https://www.econbiz.de/10014307374

Downside Risk Management in Emerging Markets

Strub, Issam S. - 2013

This article presents various techniques for downside risk control of an emerging markets equity index or long only fund. We evaluate different risk adjusted strategies applied to dynamic asset allocation between an emerging markets equity index and cash and at a later stage between an emerging...

Persistent link: https://www.econbiz.de/10013092654

Downside Risk Management in Emerging Markets

Strub, Issam S. - 2015

The recent financial crisis and the corresponding market crash have had a tremendous impact on investors with significant exposures to equity markets but without appropriate risk control tools. Indeed, within just a few weeks a number of pension funds, university endowments, and mutual funds...

Persistent link: https://www.econbiz.de/10013037764

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