Bilateral portfolio dynamics during the global financial crisis

B-Tier
Journal: European Economic Review
Year: 2013
Volume: 57
Issue: C
Pages: 63-74

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

There has been considerable bilateral variation in the pattern of portfolio capital flows during the global financial crisis: for a given destination, investors from different countries adjusted their holdings to different degrees. We show that the size of the initial bilateral holding, geographical distance, common language, the level of trade and common institutional linkages help to explain the pattern of adjustment. These bilateral factors are more important for equities than for bonds and for investors from developing countries than for investors from advanced countries.

Technical Details

RePEc Handle
repec:eee:eecrev:v:57:y:2013:i:c:p:63-74
Journal Field
General
Author Count
2
Added to Database
2026-01-25