Yupho, Somrasri; Huang, Xianguo - In: Emerging Markets Finance and Trade 50 (2014) 2S, pp. 89-99
We study the gross and net terms of portfolio capital flows by examining their determinants. Through the application of the Bayesian model averaging method, the determinants are evaluated by a set of models instead of a single specification. Our findings show that the magnitude of both gross...