Koepke, Robin; Paetzold, Simon - In: International Journal of Finance & Economics 29 (2022) 1, pp. 311-331
differences between high‐frequency proxies for portfolio flows. In a nowcasting “horse race” we show that high‐frequency proxies … have significant predictive content for portfolio flows from the balance of payments (BoP). We also construct a new dataset … for academic use, consisting of monthly portfolio flows broadly consistent with BoP data. …