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Sulistiono, Arif Prabowo (2023) Foreign investors and the market for Indonesian government local-currency bonds. PhD thesis, University of Nottingham.

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PDF (Thesis (the revision after the viva) submitted to the University of Nottingham for the degree of Doctor of Philosophy) (Thesis - as examined) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader Available under Licence Creative Commons Attribution. Download (2MB) | Preview

Abstract

Before 2000, foreign investors held few bonds issued by governments in emerging markets that were denominated in local currency. Since 2000, such holdings have grown rapidly; in Indonesia, foreigners held nearly 40% of all local-currency bonds by 2019. This thesis examines the determinants of the yields and intra-month volatility of ten-year Indonesian local-currency bonds and uses daily data to investigate the trading behaviour of foreign investors of different types.

Item Type:	Thesis (University of Nottingham only) (PhD)
Supervisors:	Bleaney, Michael Morozumi, Atsuyoshi
Keywords:	Emerging markets; Government bonds; Government securities; Foreign investors; Investments, Foreign, Indonesia
Subjects:	H Social sciences > HG Finance
Faculties/Schools:	UK Campuses > Faculty of Social Sciences, Law and Education > School of Economics
Item ID:	72014
Depositing User:	Sulistiono, Arif
Date Deposited:	31 Jul 2023 04:40
Last Modified:	31 Jul 2023 04:40
URI:	https://eprints.nottingham.ac.uk/id/eprint/72014

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