International capital flows to emerging markets: National and global determinants

B-Tier
Journal: Journal of International Money and Finance
Year: 2016
Volume: 61
Issue: C
Pages: 82-100

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

Using a novel dataset for emerging markets, we empirically investigate the nature and determinants of aggregate and disaggregate capital inflows. We present formal statistical evidence of commonalities in capital inflows, with the strongest evidence for the level of equity and bank flows. Advanced economy long-run bond yields and commodity prices are identified as determinants of global capital flows. We also consider the national determinants of capital flows, finding that financial openness and institutions matter for country flows. Finally, we identify important commonalities in the volatility of bank inflows.

Technical Details

RePEc Handle
repec:eee:jimfin:v:61:y:2016:i:c:p:82-100
Journal Field
International
Author Count
2
Added to Database
2026-01-25