We analyze how interest rates affect cross-border portfolio investments. Data on U.S. bond holdings by foreign …

This article examines whether there is a correlation between the government bond markets of Asian countries and those … of the USA, and whether the efforts of international organizations to improve bond markets have had any effect in East … Asia. Because the sizes of the government bond markets are larger than those of the corporate bond markets in East Asia …

In this paper, I estimate the non-parametric optimal bond portfolio choice of a representative agent that acts … investment horizon. I also find that the bond return predictability translates into improved in-sample and out-of-sample asset …