Push factors and capital flows to emerging markets: why knowing your lender matters more than fundamentals

A-Tier
Journal: Journal of International Economics
Year: 2019
Volume: 119
Issue: C
Pages: 133-149

Authors (3)

Cerutti, Eugenio (not in RePEc) Claessens, Stijn (not in RePEc) Puy, Damien (International Monetary Fund (I...)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

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

Abstract

Countries' gross capital inflows are not equally affected by changes in global conditions. Analyzing 21 advanced countries (ACs) and 33 emerging markets (EMs) between 2001 and 2015, we confirm that co-movements in capital inflows are concentrated in bank, portfolio bond, and portfolio equity flows to EMs. However, changes in global factors do not affect all EMs equally, even for the same type of flow. Investigating the characteristics of these sensitivities, we find that EMs relying more on global mutual funds are more sensitive in their gross equity and bond inflows. Recipient market liquidity and inclusion in global market indices also increase sensitivities, but we find little robust evidence that institutional and macroeconomic fundamentals dampen sensitivities.

Technical Details

RePEc Handle
repec:eee:inecon:v:119:y:2019:i:c:p:133-149
Journal Field
International
Author Count
3
Added to Database
2026-01-25