Changes in the Second-Moment Properties of Disaggregated Capital Flows

Using formal statistical tests, we detect (i) significant volatility increases for various types of capital flows for a period of changes in business cycle comovement among the G7 countries, and (ii) mixed evidence of changes in covariances and correlations with a set of macroeconomic variables

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Year of publication:	2011
Authors:	Contessi, Silvio
Other Persons:	De Pace, Pierangelo (contributor) ; Francis, Johanna L. (contributor)
Publisher:	[2011]: [S.l.] : SSRN
Subject:	Kapitalmobilität \| Capital mobility \| Auslandsinvestition \| Foreign investment \| Finanzmarktregulierung \| Financial market regulation

Extent:	1 Online-Ressource (12 p)
Series:	FRB of St. Louis Working Paper ; No. 2010-020B
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2011 erstellt
Other identifiers:	10.2139/ssrn.1640794 [DOI]
Classification:	E32 - Business Fluctuations; Cycles ; F21 - International Investment; Long-Term Capital Movements ; F32 - Current Account Adjustment; Short-Term Capital Movements ; F36 - Financial Aspects of Economic Integration
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013133294