Add to ORKGThe main goal of this paper is to develop a better understanding of international capital flows based on the episode of sudden stop concept. First, we compute a sudden stop indicator (or our binary variable) in order to analyze movements in foreign capital flows. Second, the probability of these episodes is estimated as a function of some economic fundamentals by running a probit estimation with quarterly data over the period 2004–2012
Sudden stops in capital inflows were a main characteristic of the emerging market crisis during the ...
This paper develops a simple analytic framework to analyze the effects of capital surges and sudden ...
Using data of 65 countries from January 2000 (2008) to June 2015, we examine the covariates of sudde...
We study the determinants of sudden stops in capital flows to emerging markets. Using gross interna...
A characteristic of many of the recent emerging market currency crises is a preceding surge in capit...
In this paper, we investigate whether being part of the euro area influences the conditional probabi...
Using data of 65 countries from January 2000 (2008) to June 2015, we examine the covariates of sudde...
Abstract. We evaluate how vulnerable the emerging markets are to sudden stops, that is, capital infl...
The paper studies mechanisms through which a sudden stop in international credit flows may bring abo...
This paper analyzes the dynamics of sectoral Real Gross Value Added (RGVA) around sudden stops in fo...
We study the determinants of sudden stops in capital flows to emerging markets. Using gross internat...
This paper applies the overreaction hypothesis of De Bondt and Thaler (1985), developed for stock pr...
We extend the sudden stops literature by allowing crisis episodes to be caused by either the retreat...
This paper analyses volatility, persistence, predictability, correlation, comovement (or contagion r...
Historical experience shows that in the world of high capital mobility, sudden stops of capital infl...
Sudden stops in capital inflows were a main characteristic of the emerging market crisis during the ...
This paper develops a simple analytic framework to analyze the effects of capital surges and sudden ...
Using data of 65 countries from January 2000 (2008) to June 2015, we examine the covariates of sudde...
We study the determinants of sudden stops in capital flows to emerging markets. Using gross interna...
A characteristic of many of the recent emerging market currency crises is a preceding surge in capit...
In this paper, we investigate whether being part of the euro area influences the conditional probabi...
Using data of 65 countries from January 2000 (2008) to June 2015, we examine the covariates of sudde...
Abstract. We evaluate how vulnerable the emerging markets are to sudden stops, that is, capital infl...
The paper studies mechanisms through which a sudden stop in international credit flows may bring abo...
This paper analyzes the dynamics of sectoral Real Gross Value Added (RGVA) around sudden stops in fo...
We study the determinants of sudden stops in capital flows to emerging markets. Using gross internat...
This paper applies the overreaction hypothesis of De Bondt and Thaler (1985), developed for stock pr...
We extend the sudden stops literature by allowing crisis episodes to be caused by either the retreat...
This paper analyses volatility, persistence, predictability, correlation, comovement (or contagion r...
Historical experience shows that in the world of high capital mobility, sudden stops of capital infl...
Sudden stops in capital inflows were a main characteristic of the emerging market crisis during the ...
This paper develops a simple analytic framework to analyze the effects of capital surges and sudden ...
Using data of 65 countries from January 2000 (2008) to June 2015, we examine the covariates of sudde...