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International asset allocations and capital flows: The benchmark effect

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  1. Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021. "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(4).
  2. Pandolfi, Lorenzo & Williams, Tomas, 2019. "Capital flows and sovereign debt markets: Evidence from index rebalancings," Journal of Financial Economics, Elsevier, vol. 132(2), pages 384-403.
  3. Sebastián García-Andrade, 2019. "Efectos del rebalanceo de los índices de J.P. Morgan en 2014 sobre los rendimientos de los TES en moneda local," Borradores de Economia 1094, Banco de la Republica de Colombia.
  4. Cerutti, Eugenio & Claessens, Stijn & Puy, Damien, 2019. "Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals," Journal of International Economics, Elsevier, vol. 119(C), pages 133-149.
  5. Horacio Aguirre & Rodrigo Pérez Ártica, 2022. "Non-bank Financial Intermediation and Capital Flows: Evidence from Emerging Market Economies," Asociación Argentina de Economía Política: Working Papers 4534, Asociación Argentina de Economía Política.
  6. Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L., 2021. "Capital inflows, equity issuance activity, and corporate investment," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  7. Jorge Lorca, 2021. "Capital Flows and Emerging Markets Fluctuations," Working Papers Central Bank of Chile 898, Central Bank of Chile.
  8. Tomas Williams, 2018. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," The Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
  9. Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020. "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers) 589, Bank of Italy, Economic Research and International Relations Area.
  10. Danny Cassimon & Dennis Essers & Karel Verbeke, 2016. "The changing face of Rwanda's public debt," BeFinD Working Papers 0114, University of Namur, Department of Economics.
  11. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2019. "Winners and losers from Sovereign debt inflows: evidence from the stock market," Economics Working Papers 1693, Department of Economics and Business, Universitat Pompeu Fabra.
  12. Mercedes Alda, 2021. "The dilemma between fund‐style consistency and active management over the economic cycle. Evidence from pension funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2219-2240, April.
  13. Cortina Lorente,Juan Jose & Martinez Peria,Maria Soledad & Schmukler,Sergio L. & Xiao,Jasmine, 2023. "The Internationalization of China’s Equity Markets," Policy Research Working Paper Series 10513, The World Bank.
  14. Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
  15. Amr Hosny, 2020. "Nonresident holdings of domestic debt in Nigeria: Internal or external driven?," African Development Review, African Development Bank, vol. 32(3), pages 472-485, September.
  16. Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose, 2020. "Costly index investing in foreign markets," Journal of Financial Markets, Elsevier, vol. 51(C).
  17. Fichtner, Jan & Heemskerk, Eelke & Petry, Johannes, 2021. "The new gatekeepers of financial claims: States, passive markets, and the growing power of index providers," SocArXiv x45j3, Center for Open Science.
  18. Augusto de la Torre & Guillermo Beylis & Jaime de Piniés, "undated". "International Flows to Latin America--Rocking the Boat? LAC Semiannual Report, April 2014," World Bank Publications - Reports 18029, The World Bank Group.
  19. Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
  20. Haoyuan Ding & Xiao Li & Jiezhou Ying, 2023. "Anti‐dumping Policies and International Portfolio Allocation: The View from the Global Funds," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 31(2), pages 58-83, March.
  21. Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L. & Williams, Tomas, 2022. "Large international corporate bonds: Investor behavior and firm responses," Journal of International Economics, Elsevier, vol. 137(C).
  22. Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L. & Williams,Tomas, 2019. "Search for Yield in Large International Corporate Bonds : Investor Behavior and Firm Responses," Policy Research Working Paper Series 8890, The World Bank.
  23. Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017. "International asset allocations and capital flows: The benchmark effect," Journal of International Economics, Elsevier, vol. 108(C), pages 413-430.
  24. Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022. "Capital flows at risk: Taming the ebbs and flows," Journal of International Economics, Elsevier, vol. 134(C).
  25. Cenedese, Gino & Elard, Ilaf, 2021. "Unconventional monetary policy and the portfolio choice of international mutual funds," Journal of International Money and Finance, Elsevier, vol. 115(C).
  26. Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
  27. Eduardo Levy-Yeyati & Nathan Converse & Tomas Williams, 2017. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," School of Government Working Papers 201702, Universidad Torcuato Di Tella.
  28. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  29. Florez-Orrego, Sergio & Maggiori, Matteo & Schreger, Jesse & Sun, Ziwen & Tinda, Serdil, 2023. "Global Capital Allocation," SocArXiv 5s6n3, Center for Open Science.
  30. Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022. "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, vol. 216(C).
  31. Broner, Fernando & Martin, Alberto & Pandolfi, Lorenzo & Williams, Tomas, 2021. "Winners and losers from sovereign debt inflows," Journal of International Economics, Elsevier, vol. 130(C).
  32. Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2022. "A natural level of capital flows," Journal of Monetary Economics, Elsevier, vol. 130(C), pages 1-16.
  33. Lucas A. Mariani & Silvia Marchesi, 2023. "International Lending Channel, Bank Heterogeneity and Capital Inflows (Mis)Allocation," Working Papers 887, Economic Research Southern Africa.
  34. Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2018. "Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related? [Borrow cheap, buy high? The determinants of leverage and pricing in buyouts]," Review of Finance, European Finance Association, vol. 22(1), pages 207-241.
  35. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
  36. Bannier, Christina E. & Heyden, Thomas & Tillmann, Peter, 2019. "Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds," Economics Letters, Elsevier, vol. 178(C), pages 37-45.
  37. Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022. "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia 1222, Banco de la Republica de Colombia.
  38. Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra, 2017. "Cost of sovereign debt and foreign bias in bond allocations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 75-91.
  39. Nick Sander, 2023. "The Macroeconomic Effects of Portfolio Equity Inflows," Staff Working Papers 23-31, Bank of Canada.
  40. Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021. "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
  41. Marcet, Francisco, 2017. "Analyst coverage network and stock return comovement in emerging markets," Emerging Markets Review, Elsevier, vol. 32(C), pages 1-27.
  42. Ken Miyajima & Ilhyock Shim, 2014. "Asset managers in emerging market economies," BIS Quarterly Review, Bank for International Settlements, September.
  43. Mr. Serkan Arslanalp & Mr. Takahiro Tsuda, 2015. "Emerging Market Portfolio Flows: The Role of Benchmark-Driven Investors," IMF Working Papers 2015/263, International Monetary Fund.
  44. Bárbara Ulloa & Carlos Saavedra & Carola Moreno, 2015. "A Microstructure Approach to Gross Portfolio Inflows. The Case of Chile," Working Papers Central Bank of Chile 760, Central Bank of Chile.
  45. Biagio Bossone, 2022. "A Modigliani-Miller Theorem for the Public Finances of Globalized Economies: Theory, Policy Implications, and Keynesian Reflections," Working Papers PKWP2202, Post Keynesian Economics Society (PKES).
  46. Bernardo Guimaraes & Pierluca Pannella, 2021. "Short-squeeze bubbles," Discussion Papers 2109, Centre for Macroeconomics (CFM).
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