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Bank of Canada RSS Feedsen2024-03-29T02:27:09+00:00International Capital Flows and Bond Risk Premia
https://www.bankofcanada.ca/2010/06/working-paper-2010-14/
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate whether foreign purchases of U.S. Treasury securities significantly contributed to the decline in excess returns on long-term bonds between 1995 and 2008.2010-06-10T14:42:30+00:00enInternational Capital Flows and Bond Risk Premia2010-06-10Financial marketsWorking Paper 2010-14https://www.bankofcanada.ca/wp-content/uploads/2010/06/wp10-14.pdfInternational Capital Flows and Bond Risk PremiaJesus SierraJune 2010CC2C22FF3F31F32F34GG1G11G12G15