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Managing capital flow reversals

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  • Chokri Zehri
  • Latifa Saleh Iben Ammar

Abstract

The study identifies the events of sudden stops (SS) for a sample of 250 countries in the period from 1980 to 2018. Moreover, through a logit model, the predictive power of three policies – international reserves, external debts, and capital controls – in determining SS events is highlighted. These policies are utilised to undertake a spill-over risk analysis. It is revealed that before the SS period, the impact of spill-over at an early stage is insignificant for countries that have sufficient international reserves, low external debts, and the instigation of capital controls. Finally, the study examines the changes in the macroeconomic conditions before and after SS events. The results show a deterioration of the macroeconomic aggregates in the SS periods.

Suggested Citation

  • Chokri Zehri & Latifa Saleh Iben Ammar, 2024. "Managing capital flow reversals," Economic and Political Studies, Taylor & Francis Journals, vol. 12(4), pages 399-420, October.
    • Handle: RePEc:taf:repsxx:v:12:y:2024:i:4:p:399-420
    DOI: 10.1080/20954816.2022.2163602
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