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 corporates, whereas sovereigns' external liabilities m...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Avdjiev, Stefan, Hardy, Bryan, Kalemli-Ozcan, Sebnem, Serven, Luis
Format:	Artikel
Sprache:	eng
Schlagworte:	BUSINESS CYCLE CAPITAL FLOWS EMERGING MARKET ECONOMIES EXTERNAL DEBT INTERNATIONAL CAPITAL MARKETS SOVEREIGN DEBT SYSTEMIC RISK VIX
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