Capital Flows, Country Risk, and Contagion

Capital Flows, Country Risk, and Contagion

It has been widely recognized that both country-specific and global factors matter in explaining capital flows. The author presents an empirical framework that disentangles the relative weight of country-specific and global factors in determining c...

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Bibliographic Details
Main Author: Fiess, Norbert
Format: Policy Research Working Paper
Language:English
en_US
Published: World Bank, Washington, DC 2014
Subjects:
CAPITAL FLOWS
COUNTRY RISK
CONTAGION
EMERGING ECONOMIES
MULTIVARIATE ANALYSIS
COINTEGRATION
INTEREST RATES
GROSS DOMESTIC PRODUCT
PUBLIC DEBT BANK OF ENGLAND
CAPITAL INFLOWS
CAPITAL MARKETS
CD
CENTRAL BANKS
DEBT
DEVALUATION
DEVELOPING COUNTRIES
DEVELOPING COUNTRY
DISEQUILIBRIUM
ECONOMETRICS
ECONOMIC ACTIVITY
ECONOMIC INTEGRATION
ECONOMIC REVIEW
ECONOMICS
EMERGING MARKETS
EQUITY MARKETS
EQUITY MARKETS INTEGRATION
EXCHANGE RATE REGIMES
EXOGENOUS SHOCKS
EXTERNAL SHOCKS
FINANCIAL INTEGRATION
FINANCIAL STABILITY
FLOATING EXCHANGE RATE
GDP
GOVERNMENT BONDS
INDEXATION
INTEREST RATE
INTERNATIONAL MARKETS
INVESTMENT OPPORTUNITIES
LIQUIDITY
MACROECONOMIC FORECASTING
POLICY MAKERS
POLICY OPTIONS
POLICY RESEARCH
PRIMARY DEFICIT
PRIMARY SURPLUS
PRIMARY SURPLUSES
PROBABILITY OF DEFAULT
PRODUCTIVITY
PUBLIC DEBT
REAL INTEREST
REAL INTEREST RATES
RISK PREMIA
RISK PREMIUM
STATISTICAL ANALYSIS
STOCK MARKETS
SYSTEMIC RISK
VAR MODELS
Online Access:http://documents.worldbank.org/curated/en/2003/01/2126588/capital-flows-country-risk-contagion
http://hdl.handle.net/10986/19179

Internet

http://documents.worldbank.org/curated/en/2003/01/2126588/capital-flows-country-risk-contagion
http://hdl.handle.net/10986/19179

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