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Gross capital flows, common factors, and the global financial cycle (English)

Abstract

This paper assesses the international comovement of gross capital inflows and outflows using a two-level factor model. Among advanced and emerging countries, capital flows exhibit strong commonality: common (global and country group-specific) factors ... See More +

Details

  • Barrot Araya, Luis Diego; Serven, Luis;
  • 2018/02/22 13:28:05
  • Policy Research Working Paper
  • WPS8354
  • 1
  • 1
  • World
  • The World Region
  • 2018/02/22 13:20:52
  • Disclosed
  • Gross capital flows, common factors, and the global financial cycle
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