Essays on international capital flows

Wang, Xichen (2017) Essays on international capital flows. PhD thesis, UNSPECIFIED.

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Abstract

The thesis builds on recent developments of international economics and econometrics, so as to provide empirical investigations on international capital flows and their impact on emerging financial markets. Specifically, the main research topics discussed are as follows: first, determinants of capital flows towards emerging market economies (EMEs) conditional on different episodes (e.g., surges, tranquil times, and stops); second, evidence of rational bubbles in the emerging equity markets and its association with short-term speculative flows (equity, debt and bank flows); third, the link between international equity flows and predictability of emerging stock markets’ returns.

Item Type:
Thesis (PhD)
Subjects:
ID Code:
84073
Deposited By:
Deposited On:
18 Jan 2017 15:24
Refereed?:
No
Published?:
Published
Last Modified:
29 Sep 2020 06:58