Files in this item
Sudden stops of international fund flows : Occurrence and magnitude
Item metadata
dc.contributor.author | Li, Suxio | |
dc.contributor.author | de Haan, Jakob | |
dc.contributor.author | Scholtens, Lambertus Johannes Regnerus | |
dc.date.accessioned | 2020-12-27T00:38:45Z | |
dc.date.available | 2020-12-27T00:38:45Z | |
dc.date.issued | 2019-01-21 | |
dc.identifier.citation | Li , S , de Haan , J & Scholtens , L J R 2019 , ' Sudden stops of international fund flows : Occurrence and magnitude ' , Review of International Economics , vol. 27 , no. 1 , pp. 468-497 . https://doi.org/10.1111/roie.12385 | en |
dc.identifier.issn | 0965-7576 | |
dc.identifier.other | PURE: 257583879 | |
dc.identifier.other | PURE UUID: 00168018-13e5-4763-93de-ab226f6a0918 | |
dc.identifier.other | Scopus: 85059171659 | |
dc.identifier.other | WOS: 000456330800021 | |
dc.identifier.other | ORCID: /0000-0001-5774-5191/work/69834992 | |
dc.identifier.uri | https://hdl.handle.net/10023/21206 | |
dc.description | This work was funded by the National Natural Science Foundation of China. Grant Numbers: 71273257, 71532013, 71703182 | en |
dc.description.abstract | Using data of 65 countries from January 2000 (2008) to June 2015, we examine the covariates of sudden stops in fund equity and bond flows. Our results suggest that global, contagion and domestic factors are all important in determining the likelihood of sudden stops. For sudden stops in equity flows, global factors play a more important role in high-income countries. For sudden stops in bond flows, global variables are the most important covariates in emerging countries, whereas domestic variables play a more important role in high-income countries. We also find that global and contagion factors are correlated to the magnitude of sudden stops | |
dc.format.extent | 30 | |
dc.language.iso | eng | |
dc.relation.ispartof | Review of International Economics | en |
dc.rights | Copyright © 2018, John Wiley & Sons Ltd. This work is made available online in accordance with the publisher’s policies. This is the author created, accepted version manuscript following peer review and may differ slightly from the final published version. The final published version of this work is available at https://doi.org/10.1111/roie.12385 | en |
dc.subject | Push and pull factors | en |
dc.subject | sudden stops | en |
dc.subject | Contagion | en |
dc.subject | International fund flows | en |
dc.subject | HB Economic Theory | en |
dc.subject | 3rd-NDAS | en |
dc.subject.lcc | HB | en |
dc.title | Sudden stops of international fund flows : Occurrence and magnitude | en |
dc.type | Journal article | en |
dc.description.version | Postprint | 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 | https://doi.org/10.1111/roie.12385 | |
dc.description.status | Peer reviewed | en |
dc.date.embargoedUntil | 2020-12-27 |
This item appears in the following Collection(s)
Items in the St Andrews Research Repository are protected by copyright, with all rights reserved, unless otherwise indicated.