Global risk and portfolio flows to emerging markets: Evidence from irish-resident investment funds

B-Tier
Journal: Journal of International Money and Finance
Year: 2022
Volume: 123
Issue: C

Authors (3)

Bianchi, Benedetta (not in RePEc) Galstyan, Vahagn (Central Bank of Ireland) Herzberg, Valerie (not in RePEc)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

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

Abstract

In this paper we analyse the behaviour of investment fund flows to emerging markets after the Global Financial Crisis (GFC). Our data point towards a structural growth in investment funds that purchase debt rather than equity securities. Empirically, we find that debt flows have higher sensitivity to global risk than equity flows, suggesting an increasing policy focus primarily on debt funds. We also show that Irish-resident funds’ sensitivity to changes in global risk sentiment co-varies negatively with a measure of sovereign credit rating of the receiving emerging market economy, a finding consistent with a notion that good fundamentals in host countries can mitigate outflows arising from swings in external funding conditions. Finally, we show that funds whose equity structure is tilted towards investors residing further away tend to invest less in countries than funds whose investors are closer to the same countries. This is noteworthy, given these results refer to Irish-resident investment funds that intermediate global financial flows.

Technical Details

RePEc Handle
repec:eee:jimfin:v:123:y:2022:i:c:s0261560622000031
Journal Field
International
Author Count
3
Added to Database
2026-01-25