International Capital Flows

Tille, Cédric; Wincoop, Eric van

doi:10.2139/ssrn.980770

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Cited by 18 publications

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“…On the other hand, van Wincoop and Warnock (2006) find that home bias in consumption does not help explain home bias in portfolio in a partial equilibrium setup. The recent studies on international portfolio includes Evans and Hnatkovska (2005, 2006, Devereux and Sutherland(2006, 2007a, 2007b, Ghironi, Lee and Rebucci (2007), Tille and van Wincoop (2007).…”

Section: Introductionmentioning

confidence: 99%

The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice

Matsumoto

2007

SSRN Journal

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Section: Introductionmentioning

confidence: 99%

The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice

Matsumoto

2007

SSRN Journal

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Financial Markets and International Risk Sharing

Schmitz

2008

Open Econ Rev

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Development threshold, capital flows, and financial turbulence

Ding

Jinjarak

2012

The North American Journal of Economics and Finance

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a b s t r a c tWe study capital flows in a panel of 130 countries, and derive the implications for the observed patterns of capital flows and capital controls before and into the crisis of 2008-11. We find that the size of capital flows is positively correlated with country's income level. In addition, capital flight has a non-linear relationship with the income level. Using the Hansen threshold estimation, we identify a three-stage threshold effect: for low-income countries (GDP per capita below US$ 3,000), capital flight increases as the income level rises; and only after the economy passes a threshold level (GDP per capita above US$ 5,000), capital flight declines with income. We conclude with a case study of Brazil and Korea, observing that the decisions to implement capital control measures tend to be pushed around by the feedbacks among economic growth, currency appreciation, and the global financial conditions.

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International Capital Flows

Cited by 18 publications

References 37 publications

The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice

The Role of Nonseparable Utility and Nontradeables in International Business Cycle and Portfolio Choice

Financial Markets and International Risk Sharing

Development threshold, capital flows, and financial turbulence

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