Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows
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DOI: 10.1016/j.jimonfin.2020.102258
Abstract: This paper examines the wealth and risk effects of cross-border capital flows on emerging stock markets by distinguishing between equity and debt flows and using a panel GARCH approach. We find that both equity and… read more here.
Keywords: debt flows; debt; stock markets; emerging stock ... See more keywords