International portfolio bond spillovers

DOI10.1016/J.ECONLET.2022.110847MaRDI QIDQ2096205zbMATH OpenOpenAlexFDO

Authors Luis Ceballos, Damian Romero

Publication date 16 November 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110847

zbMATH Keywords

financial conditionsinternational financeportfolio bondsspillovers

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Recommendations

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• The Role of Portfolio Constraints in the International Propagation of Shocks

Cites work

• Estimation of spatial autoregressive panel data models with fixed effects
• Introduction to spatial econometrics.
• U.S. monetary policy and the global financial cycle

Cited in

(5)

• International portfolio flows with growth shocks
• Rating changes and portfolio flows to emerging markets: evidence from active and passive funds
• Net foreign asset positions, capital flows and GDP spillovers
• Expectation spillovers and the return of inflation
• International cross-holdings of bonds in a two-good DSGE model

Describes a project that uses

Uses Software

• Arc_Mat

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