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Sudden stops of international fund flows: Occurrence and magnitude

Research output: Contribution to journalArticle

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  • Embargoed (until 27/12/20)

Author(s)

Suxio Li, Jakob de Haan, Lambertus Johannes Regnerus Scholtens

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Abstract

Using data of 65 countries from January 2000 (2008) to June 2015, we examine the covariates of sudden stops in fund equity and bond flows. Our results suggest that global, contagion and domestic factors are all important in determining the likelihood of sudden stops. For sudden stops in equity flows, global factors play a more important role in high-income countries. For sudden stops in bond flows, global variables are the most important covariates in emerging countries, whereas domestic variables play a more important role in high-income countries. We also find that global and contagion factors are correlated to the magnitude of sudden stops
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Original languageEnglish
Pages (from-to)468-497
Number of pages30
JournalReview of International Economics
Volume27
Issue number1
Early online date27 Dec 2018
DOIs
Publication statusPublished - 21 Jan 2019

    Research areas

  • Push and pull factors, sudden stops, Contagion, International fund flows

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