International portfolio bond spillovers

C-Tier
Journal: Economics Letters
Year: 2022
Volume: 220
Issue: C

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We analyze spillovers of financial conditions on international portfolio bond flows. We document significant US financial conditions spillovers using data from developed and emerging countries. To disentangle the nature of spillovers, we rely on panel spatial autoregressive models, and third market competition on global trade flows to capture direct and indirect effects. We find that 30% of US spillovers are due to indirect effects in mutual funds with a regional-target investment focus.

Technical Details

RePEc Handle
repec:eee:ecolet:v:220:y:2022:i:c:s0165176522003214
Journal Field
General
Author Count
2
Added to Database
2026-01-25