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Surges of international fund flows
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dc.contributor.author | Li, Suxiao | |
dc.contributor.author | de Haan, Jakob | |
dc.contributor.author | Scholtens, Bert | |
dc.date.accessioned | 2019-07-11T23:41:29Z | |
dc.date.available | 2019-07-11T23:41:29Z | |
dc.date.issued | 2018-04 | |
dc.identifier | 252063544 | |
dc.identifier | 122cb66c-5d05-44c6-a391-dbc839f34023 | |
dc.identifier | 85044622760 | |
dc.identifier | 000425492900005 | |
dc.identifier.citation | Li , S , de Haan , J & Scholtens , B 2018 , ' Surges of international fund flows ' , Journal of International Money and Finance , vol. 82 , pp. 97-119 . https://doi.org/10.1016/j.jimonfin.2018.01.002 | en |
dc.identifier.issn | 0261-5606 | |
dc.identifier.other | ORCID: /0000-0001-5774-5191/work/69835039 | |
dc.identifier.uri | https://hdl.handle.net/10023/18088 | |
dc.description | This research is supported by National Natural Science Foundation of China (NSFC Grant Numbers: 71273257, 71532013, 71703182). | en |
dc.description.abstract | We examine the determinants of the occurrence and magnitude of surges of fund flows, i.e. aggregate cross-border investments in local equity and bond markets by global funds, such as mutual funds, exchange traded funds, closed-end funds and hedge funds. Our analysis, based on monthly data for 55 countries, suggests that although most global factors are significant, they can only explain a small part of the surges in fund flows. Domestic pull factors and contagion factors increase the explanatory power of the model. Our results also suggest that notably domestic factors affect the magnitude of surges. | |
dc.format.extent | 23 | |
dc.format.extent | 1679788 | |
dc.language.iso | eng | |
dc.relation.ispartof | Journal of International Money and Finance | en |
dc.subject | International fund flows | en |
dc.subject | Surges | en |
dc.subject | Push and pull factors | en |
dc.subject | Bond flows | en |
dc.subject | Equity flows | en |
dc.subject | HG Finance | en |
dc.subject | 3rd-NDAS | en |
dc.subject | BDC | en |
dc.subject.lcc | HG | en |
dc.title | Surges of international fund flows | en |
dc.type | Journal article | en |
dc.contributor.institution | University of St Andrews. School of Management | en |
dc.contributor.institution | University of St Andrews. Centre for Responsible Banking and Finance | en |
dc.identifier.doi | 10.1016/j.jimonfin.2018.01.002 | |
dc.description.status | Peer reviewed | en |
dc.date.embargoedUntil | 2019-07-12 |
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