The real effects of capital inflows in emerging markets

B-Tier
Journal: Journal of Banking & Finance
Year: 2020
Volume: 119
Issue: C

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

We examine the association between capital inflows and industry growth in a sample of 22 emerging market economies from 1998 to 2010. We expect more external-finance-dependent industries, in countries that host more capital inflows, to grow disproportionately faster. This is indeed the case in the pre-crisis period of 1998–2007. In a panel regression analysis using annual changes, this relationship is driven by debt, rather than equity inflows. But when we consider the long-run effects using panel cointegration tests, equity inflows are those that contribute to growth. Further, we observe a reduction in output volatility, and this association is more pronounced for equity, rather than debt inflows. These relationships, however, break down during the crisis, indicating the importance of an undisrupted global financial system for emerging markets, if they are to harness the growth benefits of capital inflows. In line with this observation, we also document that the inflows-growth nexus is stronger in countries with well-functioning banks and better institutional quality.

Technical Details

RePEc Handle
repec:eee:jbfina:v:119:y:2020:i:c:s0378426620301953
Journal Field
Finance
Author Count
3
Added to Database
2026-01-25