create a website

International Capital Flows and Speculation. (2021). Hayward, Rob ; Gregoriou, Andros.
In: JRFM.
RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:197-:d:545789.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 37

References cited by this document

Cocites: 28

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Adams-Kane Jonathon; Jia Yueqing; Lim Jamus Jerome. Global transmission channels for international bank lending in the 2007–2009 financial crisis. Journal of International Money and Finance 2015, 56, 97-113.

  2. Avdjiev Stefan; Zeng Zheng. Credit growth, monetary policy, and economic activity in a three-regime tvar model. Applied Economics 2014, 46, 2936-51.

  3. Bathia Deven; Bouras Christos; Demirer Riza; Gupta Rangan. Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows. Journal of International Money and Finance 2020, 109, 102258.

  4. Bernanke Ben. Alternative Explanation of the Money-Income Correlation. 1986.
    Paper not yet in RePEc: Add citation now
  5. BIS Location Banking Statistics. 2012.
    Paper not yet in RePEc: Add citation now
  6. Blanchard Oliver; Ghosh Atish; Chamon Marcos. Are Capital Inflows Expansionary or Contractionary? Theory, Policy Implications, Some Evidence. 2015.

  7. Borio Claudio; Disyatat Piti. Global Imbalances and the Financial Crisis: Link or No Link?. 2011.

  8. Brooks Robin; Edison Hali; Kumar Manmohan S.; Slok Torsten. Exchange rates and capital flows. European Financial Management 2004, 10, 511-33.

  9. Bruno Valentina; Shin Hyun Song. Cross-border banking and global liquidity. The Review of Economic Studies 2014, 82, 535-64.

  10. Caballero Ricardo J.; Simsek Alp. A model of fickle capital flows and retrenchment. Journal of Political Economy 2020, 128, 2288-328.

  11. Calvo Guillermo A. Capital flows and capital-market crises: The simple economics of sudden stops. Journal of Applied Economcs 1998, 1, 34-54.

  12. Ceruttie Eugenio; Claessens Stijn; Ratnovski Lev. Global Liquiity and Drivers of Cross-Border Bank Flows. 2014.
    Paper not yet in RePEc: Add citation now
  13. Cesa-Bianchi Ambrogio; Kumhof Michael; Sokol Andrej; Thwaites Gregory. Towards a New Monetary Theory of Exchange Rate Determination. 2019.

  14. Chuhan Punam; Perez-Quiros Gabriel; Popper Helen. International Capital Flows: Do Short-Term Investment and Long-Term Investment Differ?. 1996.
    Paper not yet in RePEc: Add citation now
  15. Claessens Stijn; Dooley Michael P.; Warner Andrew. Portfolio capital flows: Hot or cold?. The World Bank Economic Review 1995, 9, 153-74.

  16. Devereux Michael; Saito Makoto; Yu Changhua. International capital flows, portfolio composition, and the stability of external imbalances. Journal of International Economics 2020, 127, 103386.

  17. Dornbusch Rudiger; Werner Alejandro. Currenc crises and collapses. Brookings Papers in Economic Activity 1995, 1995, 219-93.
    Paper not yet in RePEc: Add citation now
  18. Gabaix Xavier; Maggiori Matteo. International lliquidity and exchange rate dynamics. Quarterly Journal of Economics 2015, 130, 1369-420.

  19. Gelos Gaston; Gornicka Lucyna; Koepke Robin. Capital Flows at Risk: Taming the Ebbs and Flows. 2019.

  20. Hamilton James D. Time Series Analysis; Princton University Press: Princeton, 1994.
    Paper not yet in RePEc: Add citation now
  21. Hau Harald; Rey Helene. Exchange rates, equity prices and capital flows. Review of Financial Studies 2006, 19, 273-317.

  22. Hayward Rob. Foreign exchange speculation: An event study. International Journal of Financial Studies 2018, 6.

  23. Keefe Helena Glebocki. The transmission of global monetary and credit shocks on exchange market pressure in emerging and developing economies. Journal of International Financial Markets, Institutions and Money 2021, 72, 101320.

  24. Kouri Pentti J. K.; Porter M. International capital flows and portfolio equilibrium. Journal of Political Economy 1974, 82, 443-67.

  25. Kumhof Michael; Rungcharoenkitkul Phurichai; Sokol Andrej. How Does International Capital Flow?. 2020.

  26. Lane P.; Milesi-Ferretti G. The drivers of financial globalization. American Economic Review: Papers and Proceedings 2008, 98, 327-32.

  27. Lane Philip R.; Milesi-Ferretti Gian Maria. The external wealth of nations part 2: Revised and extended estimates of foreign assets and liabilities 1970–2004. Journal of International Economics 2007, 73, 223-50.

  28. Lutkephole H. New Introduction to Multiple Time Series Analysis; Springer: New York, 2006.
    Paper not yet in RePEc: Add citation now
  29. Obstfeld Maurice; Taylor Alan M. Global Capital Markets: Integration, Crisis and Growth; Cambridge University Press: Cambridge, 2004.

  30. Obstfeld Maurice. Expanding gross asset positions and the international monetary system. Federal Reserve Bank of Kansas City Symposium on Macroeconomic Challenges: The Decade Ahead; Federal Reserve Bank of Kansas City: Jackson, 2010.
    Paper not yet in RePEc: Add citation now
  31. Prasad Eswar; Gregorio Jose de; Kohn Donald; Shin Hyun Song; Dallara Charles H. Banks and Cross-Border Capital Flows: Policy Challenges and Regulatory Responses; The Committe for International Economic Policy and Reform: Washington, DC, 2011.
    Paper not yet in RePEc: Add citation now
  32. Sims Christopher A. Are forecasting models usable for policy analysis?. Federal Reserve Bank of Minneapolis Quarterly Review 1986, 10, 2-16.
    Paper not yet in RePEc: Add citation now
  33. Sims Christopher A. Macroeconomics and reality. Econometrica 1980, 48, 1-48.

  34. Siourounis Gregorios. Capital Flows and Exchange Rates: An Empirical Analysis; 2004.
    Paper not yet in RePEc: Add citation now
  35. Treasury International Capital (TIC) System; US Treasury: Washington, DC, 2014.
    Paper not yet in RePEc: Add citation now
  36. Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity in 2013. 2013.
    Paper not yet in RePEc: Add citation now
  37. Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity in 2019. 2019.
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Systemic Financial Risk of Stock Market Based on Multiscale Networks. (2025). Xiang, Youtao ; Borjigin, Sumuya.
    In: Computational Economics.
    RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10680-8.

    Full description at Econpapers || Download paper

  2. The Impact of Credit Market Sentiment Shocks. (2024). Boeck, Maximilian ; Zrner, Thomas O.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:56:y:2024:i:7:p:1645-1673.

    Full description at Econpapers || Download paper

  3. How Do Analyst Recommendations on Banks Respond to Monetary Policy News? An Application to the Eurozone. (2024). Brana, Sophie ; Vaubourg, Anne-Gal ; de Comres, Quentin Bro.
    In: Post-Print.
    RePEc:hal:journl:hal-04986898.

    Full description at Econpapers || Download paper

  4. Asymmetric effects of monetary policy and financial accelerator: Evidence from India. (2023). Mundra, Sruti ; Bicchal, Motilal.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000087.

    Full description at Econpapers || Download paper

  5. Re-examining the Contagion Channels of Global Financial Crises: Evidence from the Twelve Years since the US Subprime Crisis. (2022). Tang, Shenfeng ; Di, Qian ; Li, Lifang ; Jiang, Hai ; Xu, Fangming.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000058.

    Full description at Econpapers || Download paper

  6. Does the use of a big data variable improve monetary policy estimates? Evidence from Mexico. (2021). Carrasco, Carlos ; Delgado-De, Luis Alberto ; Garza-Rodrguez, Gonzalo Adolfo ; Jacques-Osuna, Daniel Alejandro ; Mgica-Lara, Alejandro.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:15253.

    Full description at Econpapers || Download paper

  7. International Capital Flows and Speculation. (2021). Hayward, Rob ; Gregoriou, Andros.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:197-:d:545789.

    Full description at Econpapers || Download paper

  8. The credit supply channel of monetary policy: evidence from a FAVAR model with sign restrictions. (2020). Uribe, Jorge ; Holguin, Juan S.
    In: Empirical Economics.
    RePEc:spr:empeco:v:59:y:2020:i:5:d:10.1007_s00181-019-01759-5.

    Full description at Econpapers || Download paper

  9. Capital regulation, deposit insurance and bank risk: International evidence from normal and crisis periods. (2020). Ashraf, Badar Nadeem ; Qian, Ningyu ; Jiang, Chong Hui ; Zheng, Changjun.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531918311231.

    Full description at Econpapers || Download paper

  10. The bank lending channel in the Malaysian Islamic and conventional banking system. (2020). Helmi, Mohamad Husam ; Caporale, Guglielmo Maria ; Tajik, Mohammad ; Ali, Faek Menla ; Atik, Abdurrahman Nazif.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301790.

    Full description at Econpapers || Download paper

  11. (Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Brana, Sophie ; Campmas, Alexandra ; Lapteacru, Ion.
    In: Post-Print.
    RePEc:hal:journl:hal-03285116.

    Full description at Econpapers || Download paper

  12. (Un)Conventional monetary policy and bank risk-taking: A nonlinear relationship. (2019). Lapteacru, Ion ; Brana, Sophie ; Campmas, Alexandra.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:81:y:2019:i:c:p:576-593.

    Full description at Econpapers || Download paper

  13. Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Maxand, Simone ; Herwartz, Helmut ; Rohloff, Hannes.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:354.

    Full description at Econpapers || Download paper

  14. The Financial Accelerator in Europe after the Financial Crisis. (2018). Večeřová (Baková), Klára ; Bakova, Klara.
    In: European Journal of Business Science and Technology.
    RePEc:men:journl:v:4:y:2018:i:2:p:143-155.

    Full description at Econpapers || Download paper

  15. Efectos asimétricos de cambios en la tasa de interés sobre empresas del sector manufacturero colombiano. (2018). Uribe, Jorge ; Castillo, Isabel Espinosa.
    In: Revista Finanzas y Politica Economica.
    RePEc:col:000443:016492.

    Full description at Econpapers || Download paper

  16. Nonlinear state and shock dependence of exchange rate pass through on prices. (2018). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto.
    In: BIS Working Papers.
    RePEc:bis:biswps:690.

    Full description at Econpapers || Download paper

  17. Asymmetric Effects of Terms of Trade Shocks on Tradable and Non-tradable Investment Rates: The Colombian Case. (2018). Toro-Córdoba, Jorge Hernán ; Garavito, Aaron ; Cárdenas Hurtado, Camilo ; Toro-Cordoba, Jorge Hernan ; Cardenas-Hurtado, Camilo Alberto ; Garavito-Acosta, Aaron Levi.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1043.

    Full description at Econpapers || Download paper

  18. Monetary Policy and Financial Stability. (2017). Haksar, Vikram ; Mancini-Griffoli, Tommaso ; Habermeier, Karl ; Dell'Ariccia, Giovanni.
    In: RBA Annual Conference Volume (Discontinued).
    RePEc:rba:rbaacv:acv2017-10.

    Full description at Econpapers || Download paper

  19. On Nonlinear Relationship between Inflation and Economic Growth: A Study of ASEAN-5 Countries Period 2000€“2016. (2017). Safuan, Sugiharso ; Galih, Ambar.
    In: Economics and Finance in Indonesia.
    RePEc:lpe:efijnl:201701.

    Full description at Econpapers || Download paper

  20. Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli.
    In: Working Papers.
    RePEc:pre:wpaper:201667.

    Full description at Econpapers || Download paper

  21. Banking Overleveraging and Macro Instability: A Model and VSTAR Estimations. (2016). Semmler, Willi ; Schleer, Frauke ; Willi, Semmler ; Frauke, Schleer .
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:236:y:2016:i:1:p:609-638:n:6.

    Full description at Econpapers || Download paper

  22. Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez, Norberto.
    In: IHEID Working Papers.
    RePEc:gii:giihei:heidwp13-2016.

    Full description at Econpapers || Download paper

  23. On the separation of monetary and prudential policy: How much of the precrisis consensus remains?. (2016). Cecchetti, Stephen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:66:y:2016:i:c:p:157-169.

    Full description at Econpapers || Download paper

  24. Output spillovers from changes in sovereign credit ratings. (2016). Chen, Hsien-Yi ; Yang, Shu-Ling ; Chang, Chong-Chuo.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:63:y:2016:i:c:p:48-63.

    Full description at Econpapers || Download paper

  25. Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto.
    In: Borradores de Economia.
    RePEc:col:000094:014299.

    Full description at Econpapers || Download paper

  26. Nonlinear Pass-Through of Exchange Rate Shocks on Inflation: A Bayesian Smooth Transition VAR Approach. (2016). Rodríguez N., Norberto ; Rincon-Castro, Hernan ; Rodriguez-Nio, Norberto.
    In: Borradores de Economia.
    RePEc:bdr:borrec:930.

    Full description at Econpapers || Download paper

  27. A monetáris politika globális tendenciái és a stabilitási kockázatok. (2015). Abel, Istvan.
    In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences).
    RePEc:ksa:szemle:1539.

    Full description at Econpapers || Download paper

  28. Overleveraging in the banking sector: Evidence from Europe. (2014). Semmler, Willi ; Schleer, Frauke ; Illner, Julian .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:14066.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-01 00:34:33 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.