Gross Capital Flows by Banks, Corporates, and Sovereigns

Gross Capital Flows by Banks, Corporates, and Sovereigns

This paper constructs a new dataset of quarterly capital flows by sector and establishes four facts. First, the co-movement of capital inflows and outflows is driven by banks. Second, procyclicality of capital inflows is driven by banks and corpora...

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Bibliographic Details
Main Authors: Avdjiev, Stefan, Hardy, Bryan, Kalemli-Ozcan, Sebnem, Serven, Luis
Format: Working Paper
Language:English
Published: World Bank, Washington, DC 2018
Subjects:
CAPITAL FLOWS
BUSINESS CYCLE
EXTERNAL DEBT
SOVEREIGN DEBT
VIX
SYSTEMIC RISK
EMERGING MARKET ECONOMIES
INTERNATIONAL CAPITAL MARKETS
Online Access:http://documents.worldbank.org/curated/en/277751531244010849/Gross-capital-flows-by-banks-corporates-and-sovereigns
http://hdl.handle.net/10986/29987

Internet

http://documents.worldbank.org/curated/en/277751531244010849/Gross-capital-flows-by-banks-corporates-and-sovereigns
http://hdl.handle.net/10986/29987

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