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Language: en
Pages: 70
Pages: 70
Type: BOOK - Published: 2013 - Publisher:
In this paper, I investigated the effects of cross border capital flows induced by the rate of risk adjusted excess returns (Sharpe ratio) on the transitional d
Language: en
Pages: 148
Pages: 148
Type: BOOK - Published: 1998-06-13 - Publisher: Cambridge University Press
"This is a very timely book that brings the reader to the forefront of current research on macroeconomic policy issues in economies subject to sizable capital f
Language: en
Pages:
Pages:
Type: BOOK - Published: 2012 - Publisher:
The present paper examines the degree of comovement of gross capital inflows, which is a highly sensitive issue for policy makers. We estimate a dynamic hierarc
Language: en
Pages: 67
Pages: 67
Type: BOOK - Published: 2017-09-01 - Publisher: International Monetary Fund
This study quantifies the importance of a Global Financial Cycle (GFCy) for capital flows. We use capital flow data dis-aggregated by direction and type between
Language: en
Pages: 33
Pages: 33
Type: BOOK - Published: 2014-08-19 - Publisher: International Monetary Fund
In recent years, portfolio flows to emerging markets have become increasingly large and volatile. Using weekly portfolio fund flows data, the paper finds that t