Peltonen, Tuomas A.; Sousa, Ricardo M.; Vansteenkiste, … - In: Emerging Markets Finance and Trade 47 (2011) 5, pp. 88-105
The paper uses a panel vector autoregression approach to analyze the dynamics of the transition of investment to shocks to fundamental and financial factors in emerging market economies. By relying on a panel of thirty-one emerging economies and quarterly frequency data for the period...