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Sudden stops of international fund flows: Occurrence and magnitude

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DOI

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Sudden stops of international fund flows : Occurrence and magnitude. / Li, Suxio; de Haan, Jakob; Scholtens, Lambertus Johannes Regnerus.

In: Review of International Economics, Vol. 27, No. 1, 21.01.2019, p. 468-497.

Research output: Contribution to journalArticle

Harvard

Li, S, de Haan, J & Scholtens, LJR 2019, 'Sudden stops of international fund flows: Occurrence and magnitude', Review of International Economics, vol. 27, no. 1, pp. 468-497. https://doi.org/10.1111/roie.12385

APA

Li, S., de Haan, J., & Scholtens, L. J. R. (2019). Sudden stops of international fund flows: Occurrence and magnitude. Review of International Economics, 27(1), 468-497. https://doi.org/10.1111/roie.12385

Vancouver

Li S, de Haan J, Scholtens LJR. Sudden stops of international fund flows: Occurrence and magnitude. Review of International Economics. 2019 Jan 21;27(1):468-497. https://doi.org/10.1111/roie.12385

Author

Li, Suxio ; de Haan, Jakob ; Scholtens, Lambertus Johannes Regnerus. / Sudden stops of international fund flows : Occurrence and magnitude. In: Review of International Economics. 2019 ; Vol. 27, No. 1. pp. 468-497.

Bibtex - Download

@article{0016801813e5476393deab226f6a0918,
title = "Sudden stops of international fund flows: Occurrence and magnitude",
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",
keywords = "Push and pull factors, sudden stops, Contagion, International fund flows",
author = "Suxio Li and {de Haan}, Jakob and Scholtens, {Lambertus Johannes Regnerus}",
note = "This work was funded by the National Natural Science Foundation of China. Grant Numbers: 71273257, 71532013, 71703182",
year = "2019",
month = "1",
day = "21",
doi = "10.1111/roie.12385",
language = "English",
volume = "27",
pages = "468--497",
journal = "Review of International Economics",
issn = "0965-7576",
publisher = "Wiley-Blackwell",
number = "1",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Sudden stops of international fund flows

T2 - Occurrence and magnitude

AU - Li, Suxio

AU - de Haan, Jakob

AU - Scholtens, Lambertus Johannes Regnerus

N1 - This work was funded by the National Natural Science Foundation of China. Grant Numbers: 71273257, 71532013, 71703182

PY - 2019/1/21

Y1 - 2019/1/21

N2 - 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

AB - 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

KW - Push and pull factors

KW - sudden stops

KW - Contagion

KW - International fund flows

U2 - 10.1111/roie.12385

DO - 10.1111/roie.12385

M3 - Article

VL - 27

SP - 468

EP - 497

JO - Review of International Economics

JF - Review of International Economics

SN - 0965-7576

IS - 1

ER -

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