What is the major determinant of cross-border banking flows?

B-Tier
Journal: Journal of International Money and Finance
Year: 2015
Volume: 53
Issue: C
Pages: 137-147

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This study examines the major determinant of cross-border credit flows through global banks across 70 countries. Employing a Bayesian dynamic latent factor model, we decompose volatilities of banking flows into the contribution of a global common factor, regional common factor, and country-specific factor. The results indicate that the global and regional common factor explains about 40–50 percent of volatility in overall cross-border banking flows. In particular, the contribution of the global common factor increased in the 2000s. Simultaneously, main determinants are largely heterogeneous across countries: this implies that the desirable policy response to credit inflows may differ for each host country.

Technical Details

RePEc Handle
repec:eee:jimfin:v:53:y:2015:i:c:p:137-147
Journal Field
International
Author Count
1
Added to Database
2026-01-29