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Gross Capital Flows, Common Factors, and the Global Financial Cycle

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) facto...

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Bibliographic Details
Main Authors: Barrot, Luis-Diego, Serven, Luis
Language:English
Published: World Bank, Washington, DC 2018
Subjects:
CAPITAL FLOWS
BUSINESS CYCLES
GLOBAL FINANCIAL CYCLE
INTERNATIONAL CAPITAL MOVEMENT
COMMODITY PRICES
VIX
EXCHANGE RATES
INTEREST RATE
GLOBALIZATION
Online Access:http://documents.worldbank.org/curated/en/550301519324136710/Gross-capital-flows-common-factors-and-the-global-financial-cycle
http://hdl.handle.net/10986/29414

Internet

http://documents.worldbank.org/curated/en/550301519324136710/Gross-capital-flows-common-factors-and-the-global-financial-cycle
http://hdl.handle.net/10986/29414

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