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Portfolio investment flows to Asia and Latin America: Pull, push or market sentiment?
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- Marcello Pericoli & Massimo Sbracia, 2009. "Capital Asset Pricing Model and the Risk Appetite Index: Theoretical Differences, Empirical Similarities and Implementation Problems," International Finance, Wiley Blackwell, vol. 12(2), pages 123-150, August.
- Bao Trung Hoang & Cesario Mateus, 2024. "How does liberalization affect emerging stock markets? Theories and empirical evidence," Journal of Economic Surveys, Wiley Blackwell, vol. 38(3), pages 877-898, July.
- Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert, 2024. "Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- repec:diw:diwwpp:dp1519 is not listed on IDEAS
- Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2014.
"Commodity markets through the business cycle,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(9), pages 1597-1618, September.
- Mathieu Gatumel & Florian Ielpo, 2014. "Commodity Markets through the business cycle," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302479, HAL.
- Rogelio V. Mercado & Cyn-Young Park, 2011.
"What Drives Different Types of Capital Flows and their Volatilities in Developing Asia?,"
International Economic Journal, Taylor & Francis Journals, vol. 25(4), pages 655-680, December.
- Mercado, Rogelio & Park, Cyn-Young, 2011. "What Drives Different Types of Capital Flows and Their Volatilities in Developing Asia?," Working Papers on Regional Economic Integration 84, Asian Development Bank.
- Raul Ibarra & Isela-Elizabeth Tellez-Leon, 2020.
"Are all types of capital flows driven by the same factors? Evidence from Mexico,"
Empirical Economics, Springer, vol. 59(1), pages 461-502, July.
- Ibarra-Ramírez Raúl & Téllez León Elizabeth, 2017. "Are all types of capital flows driven by the same factors? Evidence from Mexico," Working Papers 2017-18, Banco de México.
- Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024.
"Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
- Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
- Oeking, Anne & Zwick, Lina, 2015. "On the relation between capital flows and the current account," Ruhr Economic Papers 565, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu, 2012.
"How would Capital Account Liberalization Affect China's Capital Flows and the Renminbi Real Exchange Rates?,"
China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 20(6), pages 29-54, November.
- Dong He & Lillian Cheung & Wenlang Zhang & Tommy Wu, 2012. "How would Capital Account Liberalisation Affect China's Capital Flows and the Renminbi Real Exchange Rates?," Working Papers 092012, Hong Kong Institute for Monetary Research.
- Hernández Vega Marco A., 2018. "Does Monetary Policy in Advanced Economies Have Differentiated Effects on Portfolio Flows to Emerging Economies?," Working Papers 2018-27, Banco de México.
- Hernandez-Vega, Marco, 2019.
"Estimating Capital Flows To Emerging Market Economies With Heterogeneous Panels,"
Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 2068-2088, July.
- Hernandez Vega Marco A, 2015. "Estimating Capital Flows to Emerging Market Economies with Heterogeneous Panels," Working Papers 2015-03, Banco de México.
- Koepke, Robin, 2018. "Fed policy expectations and portfolio flows to emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 170-194.
- Ragna Alstadheim & Christine Blandhol, 2018. "The global financial cycle, bank capital flows and monetary policy. Evidence from Norway," Working Paper 2018/2, Norges Bank.
- Broos, Menno & Ghalanos, Michalis & Kennedy, Bernard & Landbeck, Alexander & Lerner, Christina & Menezes, Paula & Schiavone, Alessandro & Tilley, Thomas & Viani, Francesca & Reinhardt, Dennis & Metzem, 2016. "Dealing with large and volatile capital flows and the role of the IMF," Occasional Paper Series 180, European Central Bank.
- Wishnu Mahraddika, 2021. "How effective is capital flow management? The Indonesian experience," Departmental Working Papers 2021-15, The Australian National University, Arndt-Corden Department of Economics.
- McCully, Tuuli, 2023. "Drivers of portfolio flows into Chinese debt securities amidst China's bond market development," BOFIT Discussion Papers 8/2023, Bank of Finland Institute for Emerging Economies (BOFIT).
- Ahmet Ihsan Kaya & Lutfi Erden & Ibrahim Ozkan, 2022. "Detecting capital flow surges in developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(3), pages 3510-3530, July.
- Vasudeva N. R. Murthy & Natalya Ketenci, 2020. "Capital mobility in Latin American and Caribbean countries: new evidence from dynamic common correlated effects panel data modeling," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-17, December.
- McCully Tuuli, 2024. "Drivers of Portfolio Flows into Chinese Debt Securities Amidst China’s Bond Market Development," China Finance and Economic Review, De Gruyter, vol. 13(3), pages 64-82.
- Carlos Alba & Julio A. Carrillo & Raúl Ibarra, 2024. "Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico," Working Papers 2024-14, Banco de México.
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2021.
"Gauging Procyclicality and Financial Vulnerability in Asia through the BIS Banking and Financial Statistics,"
World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 6, pages 224-262,
World Scientific Publishing Co. Pte. Ltd..
- Stefan Avdjiev & Bat-el Berger & Hyun Song Shin, 2018. "Gauging procyclicality and financial vulnerability in Asia through the BIS banking and financial statistics," BIS Working Papers 735, Bank for International Settlements.
- Roberto Meurer, 2016. "Portfolio Investment Flows, GDP, and Investment in Brazil," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(12), pages 1-9, December.
- Adugna Olani, 2016. "Dynamic Capital Inflow Transmission Of Monetary Policy To Emerging Markets," Working Paper 1358, Economics Department, Queen's University.
- Boonman, Tjeerd, 2023. "Have drivers of portfolio capital flows changed since the Global Financial Crisis?," MPRA Paper 116507, University Library of Munich, Germany.
- Ferry Syarifuddin & Maman Setiawan, 2021. "Capital Flow Amid The Covid-19 Pandemic: Cross-Country Contagion Effect Among Asean5 And Projection Of The Impacts For The Indonesian Economy," Working Papers WP/08/2021, Bank Indonesia.
- Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015.
"International Portfolio Flows and Exchange Rate Volatility for Emerging Markets,"
Discussion Papers of DIW Berlin
1519, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2015. "International Portfolio Flows and Exchange Rate Volatility for Emerging Markets," CESifo Working Paper Series 5615, CESifo.
- Boonman, Tjeerd M., 2023. "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, vol. 127(C).
- Koepke, Robin, 2015. "What Drives Capital Flows to Emerging Markets? A Survey of the Empirical Literature," MPRA Paper 62770, University Library of Munich, Germany.
- Hasler, Nicole, 2016. "US International Equity Investment and Economic Fundamentals," VfS Annual Conference 2016 (Augsburg): Demographic Change 145840, Verein für Socialpolitik / German Economic Association.
- Roberto Meurer, 2011. "Measuring the impact of financial flows on macroeconomic variables: the case of Brazil after the 2008 crisis," Working Papers 0117, Universidade Federal do Paraná, Department of Economics.
- Korap, Levent, 2010. "Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy," MPRA Paper 24275, University Library of Munich, Germany.
- Mathieu Gatumel & Florian Ielpo, 2014. "Commodity Markets through the business cycle," Post-Print hal-01302479, HAL.