외국인의 채권 투자 결정요인과 영향에 대한 연구 = A Study on the Determinants of Foreigners` Domestic Bond Investment and Their Impacts on the Korean Bond Market

참고문헌 (Reference)

1 양양현, "차익거래 유인과 외은 지점 및 외국인의 국내 채권투자에 관한 분석" 한국은행 (8) : 55-89, 2008

2 송치영, "원/달러 무위험 금리평형 이탈에 대한 실증연구" 한국응용경제학회 10 (10): 5-32, 2008

3 박대근, "외국인 투자자의 국내채권 보유비중 결정요인 연구" 한국금융학회 11 (11): 105-131, 2006

4 박찬호, "내외금리차와 환율간 관계 분석" 한국은행 (2) : 50-80, 2008

5 원승연, "국내채권시장의 동조화와 외국인의 투자 행태에 관한 연구" 한국금융학회 11 (11): 167-201, 2006

6 Eichengreen, Barry, "Why Doesn’t Asia have Bigger Bond Market?" NBER Working paper 2004

7 Chinn, Menzie D, "The (partial) Rehabilitation of Interest Rate Parity in the Floating Rate era: Longer Horizons, Alternative Expectations, and Emerging Markets" 25 : 7-21, 2006

8 Solnik, Bruno, "International Investments" AIMR 2004

9 Longstaff, Francis A, "How Sovereign is Sovereign Credit Risk?" NBER Working paper 2007

10 Fidora, Michael, "Home Bias in Global Bond and Equity Markets: The Role of Real Exchange Rate Volatility" 26 : 631-655, 2007

11 Burger John D, "Foreign Participation in Local Currency Bond Markets" 16 : 291-304, 2007

12 Ciarlone, Alessio, "Emerging Markets’ Spreads and Global Financial Conditions" 19 : 222-239, 2009

13 Bae, Kee-Hong, "Determinants of Bond Holdings by Foreign Investors" BIS Papers 2004

14 Takezawa, Nobuya, "Currency Swaps and Long-Term Covered Interest Parity" 49 : 181-185, 1995

15 Glen, Jack, "Currency Hedging for International Portfolios" 48 (48): 1865-1886, 1993

16 Taylor, M.P, "Covered Interest Arbitrage and Market Turbulence" 99 (99): 376-391, 1989

17 장의태, "1999~2007 기간 중 우리나라에서 무위험금리평가(Covered Interest Parity)를 벗어나는 편차의 결정요인" 한국금융학회 22 (22): 185-216, 2008