What Drives Gross Flows in Equity and Investment Fund Shares in Luxembourg?
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- Gabriele di Filippo, 2017. "What drives gross flows in equity and investment fund shares in Luxembourg?," BCL working papers 112, Central Bank of Luxembourg.
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Cited by:
- Valerio Della Corte & Stefano Federico & Alberto Felettigh, 2019.
"Looking through cross-border positions in investment funds: evidence from Italy,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Are post-crisis statistical initiatives completed?, volume 49,
Bank for International Settlements.
- Valerio Della Corte & Stefano Federico & Alberto Felettigh, 2018. "Looking through cross-border positions in investment funds: evidence from Italy," Questioni di Economia e Finanza (Occasional Papers) 439, Bank of Italy, Economic Research and International Relations Area.
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More about this item
Keywords
International finance; external statistics; balance of payments; equity and investment fund shares; gross flows; surges/flights; stops/retrenchments; graphical analysis; GMM estimation; discrete choice model; ROC analysis; prediction exercise;All these keywords.
JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- F30 - International Economics - - International Finance - - - General
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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