Foreign investors and the market for Indonesian government local-currency bonds
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 yi...
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| Format: | Thesis (University of Nottingham only) |
| Language: | English |
| Published: |
2023
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| Online Access: | https://eprints.nottingham.ac.uk/72014/ |
| _version_ | 1848800709074485248 |
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| author | Sulistiono, Arif Prabowo |
| author_facet | Sulistiono, Arif Prabowo |
| author_sort | Sulistiono, Arif Prabowo |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T20:55:52Z |
| format | Thesis (University of Nottingham only) |
| id | nottingham-72014 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T20:55:52Z |
| publishDate | 2023 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-720142023-07-31T04:40:09Z https://eprints.nottingham.ac.uk/72014/ Foreign investors and the market for Indonesian government local-currency bonds Sulistiono, Arif Prabowo 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. 2023-07-31 Thesis (University of Nottingham only) NonPeerReviewed application/pdf en cc_by https://eprints.nottingham.ac.uk/72014/1/ArifSulistiono_14316569_thesis_correction.pdf Sulistiono, Arif Prabowo (2023) Foreign investors and the market for Indonesian government local-currency bonds. PhD thesis, University of Nottingham. Emerging markets; Government bonds; Government securities; Foreign investors; Investments Foreign Indonesia |
| spellingShingle | Emerging markets; Government bonds; Government securities; Foreign investors; Investments Foreign Indonesia Sulistiono, Arif Prabowo Foreign investors and the market for Indonesian government local-currency bonds |
| title | Foreign investors and the market for Indonesian government local-currency bonds |
| title_full | Foreign investors and the market for Indonesian government local-currency bonds |
| title_fullStr | Foreign investors and the market for Indonesian government local-currency bonds |
| title_full_unstemmed | Foreign investors and the market for Indonesian government local-currency bonds |
| title_short | Foreign investors and the market for Indonesian government local-currency bonds |
| title_sort | foreign investors and the market for indonesian government local-currency bonds |
| topic | Emerging markets; Government bonds; Government securities; Foreign investors; Investments Foreign Indonesia |
| url | https://eprints.nottingham.ac.uk/72014/ |