Showing 1 - 10 of 5,429
volatile capital flows and their disruptive potential. This paper aims to identify factors that explain the size and volatility … determinants of capital inflows to developing Asia. Trade openness increases the volatility of all types of capital inflows, while … change in stock market capitalization, global liquidity growth, and institutional quality lowers the volatility. A regional …
Persistent link: https://www.econbiz.de/10011283420
This study investigates the impact of macroeconomic instabilities on returns volatility spillover that is transmitted … derive values of volatility for all variables; an asymmetry dynamic conditional correlation (ADCC) model to produce a measure … of volatility spillover as the dependent variable; and a panel data regression technique to assess the causality …
Persistent link: https://www.econbiz.de/10012664825
volatile capital flows and their disruptive potential. This paper aims to identify factors that explain the size and volatility … determinants of capital inflows to developing Asia. Trade openness increases the volatility of all types of capital inflows, while … change in stock market capitalization, global liquidity growth, and institutional quality lowers the volatility. A regional …
Persistent link: https://www.econbiz.de/10009188283
volatile capital flows and their disruptive potential. This paper aims to identify factors that explain the size and volatility … determinants of capital inflows to developing Asia. Trade openness increases the volatility of all types of capital inflows, while … change in stock market capitalization, global liquidity growth, and institutional quality lowers the volatility. A regional …
Persistent link: https://www.econbiz.de/10010507512
This paper contributes to the empirical literature by investigating the impact of private capital inflows on economic growth across former Soviet-bloc countries between 1990 and 2015. Roles of the stock market and of demand-side macroeconomic policy are investigated using panel data analysis....
Persistent link: https://www.econbiz.de/10012259732
This study investigates the dynamics of foreign direct investment (FDI) inflows into Central and Eastern European countries (CEECs) using panel data (1994-2020) analysis methods such as fixed effects, fully modified ordinary least squares (FMOLS) and random effects. Specifically, the study...
Persistent link: https://www.econbiz.de/10014339718
aversion and expected financial market volatility have been the most important factors behind the decrease in cross-border bank …
Persistent link: https://www.econbiz.de/10008918566
We examine how donor government ideology influences the composition of foreign aid flows. We use data for 23 OECD countries over the period 1960-2009 and distinguish between multilateral and bilateral aid, grants and loans, recipient characteristics such as income and political institutions,...
Persistent link: https://www.econbiz.de/10010877746
volatility seem to have been the most important channels through which spillover effects occurred during the crisis of 2007 …
Persistent link: https://www.econbiz.de/10010270178
determinants of cross-border bank flows. Greater global risk aversion and expected financial market volatility seem to have been …
Persistent link: https://www.econbiz.de/10010301350