Series: IMF Working Papers
Author(s): Maria Sole Pagliari , and Swarnali Ahmed Hannan
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 07 March 2017
Keywords: Financial integration, Volatility Estimation, International Flows, Financial, Estimation, Models with Panel Data, Financial Econometrics, Financial Aspects of Economic Integration, International Business Cycles
Capital flow volatility is a concern for macroeconomic and financial stability. Nonetheless, literature is scarce in this topic. Our paper sheds light on this issue in two dimensions. First, using quarterly data fo...