International Capital Crunches : The Time-Varying Role of Informational Asymmetries /

We examine the determinants of capital flows to four developing countries during the 1990s using an explicitly disequilibrium econometric framework in which the supply and demand for capital are not necessarily equal and the actual amount of the flow is determined by the 'short side' of th...

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書目詳細資料
主要作者: Mody, Ashoka
其他作者: Taylor, Mark
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2002.
叢編:IMF Working Papers; Working Paper ; No. 2002/043
在線閱讀:Full text available on IMF
實物特徵
總結:We examine the determinants of capital flows to four developing countries during the 1990s using an explicitly disequilibrium econometric framework in which the supply and demand for capital are not necessarily equal and the actual amount of the flow is determined by the 'short side' of the market. We are thus able to detect instances of 'international capital crunch'-where capital flows are curtailed because of supply-side rationing-and to relate these instances to movements in the underlying fundamentals. The analysis highlights the role of asymmetric information-as distinct from the traditional concern with default risk-in conditioning capital flows.
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實物描述:1 online resource (26 pages)
格式:Mode of access: Internet
ISSN:1018-5941
訪問:Electronic access restricted to authorized BRAC University faculty, staff and students