The Volatility of Capital Flows in Emerging Markets : Measures and Determinants /

Capital flow volatility is a concern for macroeconomic and financial stability. Nonetheless, literature is scarce in this topic. Our paper sheds light on this issue in two dimensions. First, using quarterly data for 65 countries over the period 1970Q1-2016Q1, we construct three measures of volatilit...

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Bibliographic Details
Main Author: Sole Pagliari, Maria
Other Authors: Hannan, Swarnali
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2017.
Series:IMF Working Papers; Working Paper ; No. 2017/041
Online Access:Full text available on IMF