This paper analyzes the determinants of the volatility of different types of capital inflows to emerging countries …. After calculating a variable that proxies capital flows volatility, we study its possible causality relations with a set of …, various factors exhibit a non-robust effect on the volatility of the three different categories of capital flows, which poses …

The paper proposes a panel model to the determinants of capital flow volatility to a group of eighteen emerging market … economies (EME) in the period of 2000 to 2011. It studies the robustness of the model regarding different volatility measures … volatility can be achieved by the adoption of policies that improve government institutional quality and promote development …

The paper proposes a panel model to the determinants of capital flow volatility to a group of eighteen emerging market … economies (EME) in the period of 2000 to 2011. It studies the robustness of the model regarding different volatility measures … volatility can be achieved by the adoption of policies that improve government institutional quality and promote development …

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 …

choices matter for output volatility and the medium-term level of inflation. Greater monetary independence is associated with … lower output volatility while greater exchange rate stability implies greater output volatility, which can be mitigated if a … inflation rate. We find that trilemma policy configurations affect output volatility through the investment or trade channel …

the three policy choices matter for output volatility and the medium-term level of inflation. Greater monetary … independence is associated with lower output volatility while greater exchange rate stability implies greater output volatility … external finances affect output volatility through the investment or trade channel depending on the openness of the economies …

policy choices do not matter for per capita economic growth. However, they do matter for output volatility and the medium …-term level of inflation. Greater monetary independence is associated with lower output volatility while greater exchange rate … stability implies greater output volatility, which can be mitigated if a country holds international reserves (IR) at a higher …

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 …