Determinants of nonresident government debt ownership

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dc.contributor.author	Afonso, António
dc.contributor.author	Silva, Jorge
dc.date.accessioned	2022-09-19T15:13:36Z
dc.date.available	2022-09-19T15:13:36Z
dc.date.issued	2017
dc.description.abstract	We examine the determinants of nonresident government debt ownership, accounting for domestic and external factors and financial variables during the period 2000Q2–2014Q4, focussing on a small euro area open economy: Portugal. Our results show that better fiscal positions, higher systematic stress in Europe and higher shares of monetary and financial institutions (MFI) cross-border holdings of public debt, increase the share of nonresident held debt, and rising sovereign yields decrease that ratio.	pt_PT
dc.description.version	info:eu-repo/semantics/publishedVersion	pt_PT
dc.identifier.citation	Afonso, António and Jorge Silva. (2017). "Determinants of nonresident government debt ownership". Applied Economics Letters, Vol. 24, No. 2: pp. 107-112.	pt_PT
dc.identifier.doi	10.1080/13504851.2016.1167818	pt_PT
dc.identifier.issn	1466-4291 (Online)
dc.identifier.uri	http://hdl.handle.net/10400.5/25527
dc.language.iso	eng	pt_PT
dc.publisher	Taylor & Francis Group	pt_PT
dc.subject	Sovereign Debt	pt_PT
dc.subject	Central Bank	pt_PT
dc.subject	Financial Markets	pt_PT
dc.subject	Monetary and Financial Institutions	pt_PT
dc.subject	Portugal	pt_PT
dc.title	Determinants of nonresident government debt ownership	pt_PT
dc.type	journal article
dspace.entity.type	Publication
rcaap.rights	openAccess	pt_PT
rcaap.type	article	pt_PT

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