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The volatility of capital flows in emerging markets: Measures and determinants
16 references·0 citing·51 second hopsampled
The volatility of capital flows in emerging markets: Measures and determinants (2024)The volatility of capital flows in emergi…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Regulating capital flows to emerging markets: An externality view (2017)Regulating capital flows to e…When Do Capital Inflow Surges End in Tears? (2016)When Do Capital Inflow Surges…International Channels of Transmission of Monetary Policy and the Mundellian Trilemma (2016)International Channels of Tra…Financial Flows and the International Monetary System (2015)Financial Flows and the Inter…Testing Weak Cross-Sectional Dependence in Large Panels (2014)Testing Weak Cross-Sectional …Capital flows to emerging market economies: A brave new world? (2014)Capital flows to emerging mar…Surges (2013)SurgesDilemma not trilemma: the global cycle and monetary policy independence (2013)Dilemma not trilemma: the glo…Capital flow waves: Surges, stops, flight, and retrenchment (2012)Capital flow waves: Surges, s…Financial flows, financial crises, and global imbalances (2011)Financial flows, financial cr…Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)Capital Flows, Push versus Pu…The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets (2009)The Degree of Financial Liber…The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)The Spline-GARCH Model for Lo…Emerging equity market volatility (1997)Emerging equity market volati…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)CAPITAL FLOWS AND CAPITAL-MARKET CRISES: The Simple Economics of Sudden Stops (1998)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)WHAT DRIVES CAPITAL FLOWS TO EMERGING MARKETS? A SURVEY OF THE EMPIRICAL LITERATURE (2015)How effective are macroprudential policies? An empirical investigation (2017)Measuring Geopolitical Risk (2018)Credit Cycles (1997)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)US Monetary Policy and the Global Financial Cycle (2015)Global spillover effects of US uncertainty (2019)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Determining the Number of Factors in Approximate Factor Models (2002)The Time Variation in Risk Appetite and Uncertainty (2017)U.S. Monetary Policy and International Risk Spillovers (2019)China's overseas lending (2021)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)A New Measure of Financial Openness (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Spatial Processes, Models and Applications (1983)Spatial Econometrics: Methods and Models (1988)General Diagnostic Tests for Cross Section Dependence in Panels (2004)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)Does green investment, financial development and natural resources rent limit carbon emissions? A provincial panel analysis of China (2020)General diagnostic tests for cross-sectional dependence in panels (2020)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)The Global Crisis and Equity Market Contagion (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Foreign Speculators and Emerging Equity Markets (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Asymmetric correlations of equity portfolios (2002)Are Government Bonds Net Wealth? (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Credit Rationing in Markets with Imperfect Information (1981)Capital Inflows (2010)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Overborrowing and Systemic Externalities in the Business Cycle (2011)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Fluctuations in Uncertainty (2014)Really Uncertain Business Cycles (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)
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References

  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,585 cited
  • 2014Testing Weak Cross-Sectional Dependence in Large Panels3,162 cited
  • 1997Emerging equity market volatility1,743 cited
  • 2012Capital flow waves: Surges, stops, flight, and retrenchment1,645 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,136 cited
  • 2011Capital Flows, Push versus Pull Factors and the Global Financial Crisis922 cited
  • 2008The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes910 cited
  • 2014Capital flows to emerging market economies: A brave new world?635 cited
  • 2016International Channels of Transmission of Monetary Policy and the Mundellian Trilemma479 cited
  • 2017Regulating capital flows to emerging markets: An externality view368 cited
  • 2011Financial flows, financial crises, and global imbalances304 cited
  • 2013Surges292 cited
  • 2015Financial Flows and the International Monetary System250 cited
  • 2013Dilemma not trilemma: the global cycle and monetary policy independence187 cited
  • 2009The Degree of Financial Liberalization and Aggregated Stock-Return Volatility in Emerging Markets183 cited

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  • 2016When Do Capital Inflow Surges End in Tears?137 cited
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