Changes in the second-moment properties of disaggregated capital flows

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 1
Pages: 122-127

Authors (3)

Contessi, Silvio (not in RePEc) De Pace, Pierangelo (not in RePEc) Francis, Johanna L. (Fordham University)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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

Abstract

Using formal statistical tests, we detect (i) significant volatility increases for various types of capital flows for a period of changes in business cycle comovement among the G7 countries, and (ii) mixed evidence of changes in covariances and correlations with a set of macroeconomic variables.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:1:p:122-127
Journal Field
General
Author Count
3
Added to Database
2026-01-25