Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets /

In recent years, portfolio flows to emerging markets have become increasingly large and volatile. Using weekly portfolio fund flows data, the paper finds that their short-run dynamics are driven mostly by global 'push' factors. To what extent do these cross-border flows and global risk ave...

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Detalles Bibliográficos
Autor Principal: Ananchotikul, Nasha
Outros autores: Zhang, Longmei
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2014.
Series:IMF Working Papers; Working Paper ; No. 2014/156
Acceso en liña:Full text available on IMF