Foreign Participation in ASEAN-4 Domestic Sovereign Bond Yields

Foreign Participation in ASEAN-4 Domestic Sovereign Bond Yields

Fabricio Dujardin

Autore: Fabricio Dujardin
Formato: Copertina flessibile
Pagine: 100
Data Pubblicazione: 2017-04-26
Edizione: 1
Lingua: English

Descrizione:
This research examines the impact of the change in the foreign participation in local currency government bonds on determining the 10 year domestic government bond yields in Thailand, Malaysia, Indonesia and the Philippines, four members of the Association of South East Asian Nations (ASEAN4) during 2004 Q2 to 2012 Q4. It also examines the level of bond market integration in ASEAN4 with Singapore as its benchmark.