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What drives portfolio investments of German banks in emerging capital markets?
Wildmann, Christian - 2010
decisions of German banks in 30 emerging capital markets using monthly data from 2002 to 2007. The use of a dynamic Time …-Series Cross-Section framework and the micro database External Position Report provided by Deutsche Bundesbank, which covers German … macroeconomic environment. There is evidence for German banks taking into account the various dimensions of financial market …
Persistent link: https://www.econbiz.de/10003969867
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What Drives Portfolio Investments of German Banks in Emerging Capital Markets?
Wildmann, Christian - 2013
decisions of German banks in emerging capital markets from 2002 to 2007. The use of a dynamic time-series cross … determinants of portfolio investments in ECMs. For example, there is evidence that German banks take into account the various …
Persistent link: https://www.econbiz.de/10013092795
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What Drives Portfolio Investments of German Banks in Emerging Capital Markets?
Wildmann, Christian - 2016
decisions of German banks in 30 emerging capital markets using monthly data from 2002 to 2007. The use of a dynamic Time …-Series Cross-Section framework and the micro database External Position Report provided by Deutsche Bundesbank, which covers German … macroeconomic environment. There is evidence for German banks taking into account the various dimensions of financial market …
Persistent link: https://www.econbiz.de/10012989247
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What drives portfolio investments of German banks in emerging capital markets?
Wildmann, Christian - 2010
decisions of German banks in 30 emerging capital markets using monthly data from 2002 to 2007. The use of a dynamic Time …-Series Cross-Section framework and the micro database External Position Report provided by Deutsche Bundesbank, which covers German … macroeconomic environment. There is evidence for German banks taking into account the various dimensions of financial market …
Persistent link: https://www.econbiz.de/10010300704
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What drives portfolio investments of German banks in emerging capital markets?
Wildmann, Christian - In: Financial markets and portfolio management 25 (2011) 2, pp. 197-231
Persistent link: https://www.econbiz.de/10009295467
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Modelling the Time Varying Determinants of Portfolio Flows to Emerging Markets
Lo Duca, Marco - 2012
This paper studies how the drivers of portfolio flows change across periods with a model where regression coefficients endogenously change over time in a continuous fashion. The empirical analysis of daily equity portfolio flows to emerging markets shows that the regression coefficients display...
Persistent link: https://www.econbiz.de/10013113847
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Modelling the Time Varying Determinants of Portfolio Flows to Emerging Markets
Lo Duca, Marco - 2012
This paper studies how the drivers of portfolio flows change across periods with a model where regression coefficients endogenously change over time in a continuous fashion. The empirical analysis of daily equity portfolio flows to emerging markets shows that the regression coefficients display...
Persistent link: https://www.econbiz.de/10013101120
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Emerging market capital flows: the role of fund manager portfolio allocation
Bush, Georgia; Cañón, Carlos Iván; Gray, Daniel - 2021
We exploit individual security holdings data for global mutual funds to distinguish between two reasons why a fund's holdings of emerging market economy (EME) bonds might change: (i) the amount invested in the fund changes and (ii) the fund manager changes portfolio allocations. We find that...
Persistent link: https://www.econbiz.de/10012625521
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Fed Policy Expectations and Portfolio Flows to Emerging Markets
Koepke, Robin - 2015
The empirical literature has long established that U.S. interest rates are an important driver of international portfolio flows, with lower rates “pushing” capital to emerging markets. On the basis of this literature, it is often argued that the Federal Reserve's imminent policy tightening...
Persistent link: https://www.econbiz.de/10013033369
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Push factors and capital flows to emerging markets : why knowing your lender matters more than fundamentals
Cerutti, Eugenio M.; Claessens, Stijn; Puy, Damien - 2017
comovement conceals significant heterogeneity across asset types as only bank-related and portfolio bond and equity inflows …
Persistent link: https://www.econbiz.de/10011756541