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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| フォーマット: | 雑誌 |
| 言語: | English |
| 出版事項: |
Washington, D.C. :
International Monetary Fund,
2017.
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| シリーズ: | IMF Working Papers; Working Paper ;
No. 2017/041 |
| オンライン･アクセス: | Full text available on IMF |