Globalization and the increasing correlation between capital inflows and outflows

A-Tier
Journal: Journal of Monetary Economics
Year: 2018
Volume: 100
Issue: C
Pages: 83-100

Authors (2)

Score contribution per author:

2.018 = (α=2.02 / 2 authors) × 2.0x A-tier

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

Abstract

The correlation between capital inflows and outflows has increased substantially over time in a sample of 127 advanced and developing countries. We provide evidence that this is a result of an increase in financial globalization (stock of external assets and liabilities). This dominates the effect of an increase in trade globalization (exports plus imports), which reduces the correlation between capital inflows and outflows. In the context of a two-country model with 8 shocks we show that the theoretical impact of financial and trade globalization on the correlation between capital inflows and outflows is consistent with the data.

Technical Details

RePEc Handle
repec:eee:moneco:v:100:y:2018:i:c:p:83-100
Journal Field
Macro
Author Count
2
Added to Database
2026-01-25