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Domestic and Foreign Mutual Funds in Mexico

Domestic and Foreign Mutual Funds in Mexico »

Source: Domestic and Foreign Mutual Funds in Mexico : Do They Behave Differently?

Volume/Issue: 2015/104

Series: IMF Working Papers

Author(s): Jasmine Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 May 2015

ISBN: 9781475589542

Keywords: herding, feedback trading, flows, foreign mutual funds, bond, domestic mutual funds, Portfolio Choice,

This paper utilizes a new dataset of foreign and domestic mutual funds in Mexico to assess their behavior and obtains three new findings. First, foreign mutual funds are more sensitive to global financial condition...

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention »

Source: A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

Volume/Issue: 2002/29

Series: IMF Working Papers

Author(s): Michael Kumhof , and Stijn van Nieuwerburgh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

ISBN: 9781451844818

Keywords: Bond markets, Monetary policy, Fiscal policy, Sterilized intervention, fiscal non-neutrality, currency risk premium, portfolio balance theory, exchange rate, currency risk, bonds

This paper develops a dynamic stochastic general equilibrium monetary portfolio choice model that accomplishes two objectives. First, it provides a theory of currency risk premia based on a weak and plausible form...

Domestic and Foreign Mutual Funds in Mexico
			: Do They Behave Differently?

Domestic and Foreign Mutual Funds in Mexico : Do They Behave Differently? »

Volume/Issue: 2015/104

Series: IMF Working Papers

Author(s): Jasmine Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 May 2015

DOI: http://dx.doi.org/10.5089/9781475589542.001

ISBN: 9781475589542

Keywords: herding, feedback trading, flows, foreign mutual funds, bond, domestic mutual funds, Portfolio Choice,

This paper utilizes a new dataset of foreign and domestic mutual funds in Mexico to assess their behavior and obtains three new findings. First, foreign mutual funds are more sensitive to global financial condition...

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention

A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention »

Volume/Issue: 2002/29

Series: IMF Working Papers

Author(s): Michael Kumhof , and Stijn van Nieuwerburgh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

DOI: http://dx.doi.org/10.5089/9781451844818.001

ISBN: 9781451844818

Keywords: Bond markets, Monetary policy, Fiscal policy, Sterilized intervention, fiscal non-neutrality, currency risk premium, portfolio balance theory, exchange rate, currency risk, bonds

This paper develops a dynamic stochastic general equilibrium monetary portfolio choice model that accomplishes two objectives. First, it provides a theory of currency risk premia based on a weak and plausible form...