How important are global factors for understanding the dynamics of international capital flows?
Year of publication: |
2020
|
---|---|
Authors: | Eller, Markus ; Huber, Florian ; Schuberth, Helene |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 109.2020, p. 1-26
|
Subject: | Dynamic factor model | Global co-movement | Global financial cycle | Global real business cycle | Stochastic volatility | Volatility of capital flows | Kapitalmobilität | Capital mobility | Volatilität | Volatility | Welt | World | Internationaler Finanzmarkt | International financial market | Konjunktur | Business cycle | Globalisierung | Globalization | Konjunkturzusammenhang | Business cycle synchronization | Schätzung | Estimation | Internationale Konjunktur | International business cycle | Real-Business-Cycle-Theorie | Real business cycle model |
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