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dc.contributor.authorLi, Suxio
dc.contributor.authorde Haan, Jakob
dc.contributor.authorScholtens, Lambertus Johannes Regnerus
dc.date.accessioned2020-12-27T00:38:45Z
dc.date.available2020-12-27T00:38:45Z
dc.date.issued2019-01-21
dc.identifier.citationLi , 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.12385en
dc.identifier.issn0965-7576
dc.identifier.otherPURE: 257583879
dc.identifier.otherPURE UUID: 00168018-13e5-4763-93de-ab226f6a0918
dc.identifier.otherScopus: 85059171659
dc.identifier.otherWOS: 000456330800021
dc.identifier.otherORCID: /0000-0001-5774-5191/work/69834992
dc.identifier.urihttps://hdl.handle.net/10023/21206
dc.descriptionThis work was funded by the National Natural Science Foundation of China. Grant Numbers: 71273257, 71532013, 71703182en
dc.description.abstractUsing 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.extent30
dc.language.isoeng
dc.relation.ispartofReview of International Economicsen
dc.rightsCopyright © 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.12385en
dc.subjectPush and pull factorsen
dc.subjectsudden stopsen
dc.subjectContagionen
dc.subjectInternational fund flowsen
dc.subjectHB Economic Theoryen
dc.subject3rd-NDASen
dc.subject.lccHBen
dc.titleSudden stops of international fund flows : Occurrence and magnitudeen
dc.typeJournal articleen
dc.description.versionPostprinten
dc.contributor.institutionUniversity of St Andrews. School of Managementen
dc.contributor.institutionUniversity of St Andrews. Centre for Responsible Banking and Financeen
dc.identifier.doihttps://doi.org/10.1111/roie.12385
dc.description.statusPeer revieweden
dc.date.embargoedUntil2020-12-27


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