Griffin, John M. (contributor); … - 2002 - [Elektronische Ressource]
outflows from the U.S. As pointed out
by Bekaert, Harvey, and Lumsdaine (2002), a liberalization event constitutes a regime …
W
N
P
µ
σ
= (1)
D
D F
F
2
FF
W
N
P
µ
σ
= (2)
Many studies of portfolio flows use equation (2) to model ….gsionline.com/exchange.htm, www.fibv.com, and www.iosco.org.
5
We were not able to obtain flow data for two countries for which studies using daily …