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...

詳細記述

書誌詳細
第一著者: Ananchotikul, Nasha
その他の著者: Zhang, Longmei
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2014.
シリーズ:IMF Working Papers; Working Paper ; No. 2014/156
オンライン・アクセス:Full text available on IMF