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  1. Capital markets, COVID-19 and policy measures
    Autor*in: ElFayoumi, Khalid; Hengge, Martina
    Erschienen: February 2021
    Verlag:  International Monetary Fund, [Washington, DC]

    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets and asset classes. Using high-frequency country-level data, this paper examines if and how the number of COVID cases,... mehr

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    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets and asset classes. Using high-frequency country-level data, this paper examines if and how the number of COVID cases, the stringency of the lockdown, and the fiscal and monetary policy response determined the dynamics of portfolio flows. Despite more dominant global factors, we find that these domestic factors played an important role, particularly for emerging markets and bond flows, contributing to a global wave of reallocation to safer asset classes. Our results indicate that rising domestic COVID cases had a strong positive effect on portfolio flows, which responded to an increase in financing needs in affected economies. Lockdown and fiscal policy measures also led to an increase in portfolio flows; however, evidence from the CDS market suggests that the increase in flows was dominated by supply forces, reflecting investors' preference for stronger policy responses. In contrast, we find that interest rate cuts led to a decline in portfolio flows as investors searched for higher yield. Finally, we show that COVID policy responses also affected countries' exposure to the global shock and that pre-COVID macroeconomic conditions, such as lower sovereign risk and higher trade openness, contributed to larger flows during the COVID episode

     
    Export in Literaturverwaltung   RIS-Format
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    Quelle: Staatsbibliothek zu Berlin
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9781513569413
    Weitere Identifier:
    Schriftenreihe: IMF working paper ; WP/21, 33
    Schlagworte: Coronavirus; Lockdown; Infektionskrankheit; Morbidität; Finanzpolitik; Geldpolitik; Wirkungsanalyse; Kapitalmobilität; Länderrisiko; Börsenkurs; Schwellenländer; Capital flows; COVID-19; Lockdown policy; Fiscal policy; Monetary policy; Pull factors; Emerging markets
    Umfang: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  2. Capital Markets, COVID-19 and Policy Measures
    Autor*in: ElFayoumi, Khalid
    Erschienen: [2020]
    Verlag:  SSRN, [S.l.]

    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets, asset classes, and industries. Using high-frequency country-level data, we examine if and how the number of infections,... mehr

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    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets, asset classes, and industries. Using high-frequency country-level data, we examine if and how the number of infections, the stringency of the lockdown, and the fiscal and monetary policy response determined the dynamics of portfolio flows, market-implied sovereign risk, and stock prices. We find that these factors played an important role, particularly for emerging markets. Our results indicate that domestic infections had an initial negative impact on flows. Cumulatively, however, the effect was positive and reflected increased demand for financing by affected economies. We also find that both lockdown and fiscal measures supported portfolio flows, driven by an increased supply of funds. Bonds, not equities, were the primary driver of portfolio flows, highlighting a pattern of reallocation to safety. Finally, we show that monetary policy loosening in developed markets led to a cumulative decline in flows, as investors searched for higher yield

     
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    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schlagworte: Coronavirus; Lockdown; Infektionskrankheit; Morbidität; Finanzpolitik; Geldpolitik; Wirkungsanalyse; Kapitalmobilität; Länderrisiko; Börsenkurs; Schwellenländer
    Umfang: 1 Online-Ressource (34 p)
    Bemerkung(en):

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 14, 2020 erstellt
  3. Capital Markets, COVID-19 and Policy Measures
    Autor*in: ElFayoumi, Khalid; Hengge, Martina
    Erschienen: [2021]
    Verlag:  SSRN, [S.l.]

    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets and asset classes. Using high-frequency country-level data, this paper examines if and how the number of COVID cases,... mehr

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Fernleihe:
    keine Fernleihe

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Fernleihe:
    keine Fernleihe

     

    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets and asset classes. Using high-frequency country-level data, this paper examines if and how the number of COVID cases, the stringency of the lockdown, and the fiscal and monetary policy response determined the dynamics of portfolio flows. Despite more dominant global factors, we find that these domestic factors played an important role, particularly for emerging markets and bond flows, contributing to a global wave of reallocation to safer asset classes. Our results indicate that rising domestic COVID cases had a strong positive effect on portfolio flows, which responded to an increase in financing needs in affected economies. Lockdown and fiscal policy measures also led to an increase in portfolio flows; however, evidence from the CDS market suggests that the increase in flows was dominated by supply forces, reflecting investors' preference for stronger policy responses. In contrast, we find that interest rate cuts led to a decline in portfolio flows as investors searched for higher yield. Finally, we show that COVID policy responses also affected countries' exposure to the global shock and that pre-COVID macroeconomic conditions, such as lower sovereign risk and higher trade openness, contributed to larger flows during the COVID episode

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: IMF Working Paper ; No. 2021/033
    Schlagworte: Coronavirus; Lockdown; Infektionskrankheit; Morbidität; Finanzpolitik; Geldpolitik; Wirkungsanalyse; Kapitalmobilität; Länderrisiko; Börsenkurs; Schwellenländer
    Umfang: 1 Online-Ressource (37 Seiten)
    Bemerkung(en):

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 2021 erstellt
  4. Capital markets, COVID-19 and policy measures
    Autor*in: ElFayoumi, Khalid; Hengge, Martina
    Erschienen: February 2021
    Verlag:  International Monetary Fund, [Washington, DC]

    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets and asset classes. Using high-frequency country-level data, this paper examines if and how the number of COVID cases,... mehr

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
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    uneingeschränkte Fernleihe, Kopie und Ausleihe

     

    The COVID-19 pandemic and associated policy responses triggered a historically large wave of capital reallocation between markets and asset classes. Using high-frequency country-level data, this paper examines if and how the number of COVID cases, the stringency of the lockdown, and the fiscal and monetary policy response determined the dynamics of portfolio flows. Despite more dominant global factors, we find that these domestic factors played an important role, particularly for emerging markets and bond flows, contributing to a global wave of reallocation to safer asset classes. Our results indicate that rising domestic COVID cases had a strong positive effect on portfolio flows, which responded to an increase in financing needs in affected economies. Lockdown and fiscal policy measures also led to an increase in portfolio flows; however, evidence from the CDS market suggests that the increase in flows was dominated by supply forces, reflecting investors' preference for stronger policy responses. In contrast, we find that interest rate cuts led to a decline in portfolio flows as investors searched for higher yield. Finally, we show that COVID policy responses also affected countries' exposure to the global shock and that pre-COVID macroeconomic conditions, such as lower sovereign risk and higher trade openness, contributed to larger flows during the COVID episode

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Staatsbibliothek zu Berlin
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9781513569413
    Weitere Identifier:
    Schriftenreihe: IMF working paper ; WP/21, 33
    Schlagworte: Coronavirus; Lockdown; Infektionskrankheit; Morbidität; Finanzpolitik; Geldpolitik; Wirkungsanalyse; Kapitalmobilität; Länderrisiko; Börsenkurs; Schwellenländer; Capital flows; COVID-19; Lockdown policy; Fiscal policy; Monetary policy; Pull factors; Emerging markets
    Umfang: 1 Online-Ressource (circa 37 Seiten), Illustrationen