Relevant bibliographies by topics / Portfolio Capital Flows

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Portfolio Capital Flows'

Author: Grafiati
Published: 4 June 2021
Last updated: 15 February 2022

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Journal articles on the topic "Portfolio Capital Flows"

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Loncan, Tiago Rodrigues, and João Frois Caldeira. "Foreign portfolio capital flows and stock returns: a study of Brazilian listed firms." Estudos Econômicos (São Paulo) 45, no. 4 (2015): 859–95. http://dx.doi.org/10.1590/0101-416145456tlj.

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Abstract This study analyzed the effect of foreign portfolio capital flows on stock returns of Brazilian listed firms through a 6-factors APT model, in which an additional risk factor for foreign portfolio capital flows was included. First, an aggregate analysis was conducted. The partial effect of foreign portfolio capital flows on the IBOVESPA index’s returns was statistically significant and positive. Next, a disaggregate analysis was also implemented, in which portfolios of stocks were sorted by sector of economic activity, level of risk and level of corporate governance. Foreign portfolio
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Claessens, Stijn, Michael P. Dooley, and Andrew Warner. "Portfolio Capital Flows: Hot or Cold?" World Bank Economic Review 9, no. 1 (1995): 153–74. http://dx.doi.org/10.1093/wber/9.1.153.

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Cavallino, Paolo. "Capital Flows and Foreign Exchange Intervention." American Economic Journal: Macroeconomics 11, no. 2 (2019): 127–70. http://dx.doi.org/10.1257/mac.20160065.

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I consider a small open economy model where international financial markets are imperfect and the exchange rate is determined by capital flows. I use this framework to study the effects of portfolio flow shocks, derive the optimal foreign exchange intervention policy, and characterize its interaction with monetary policy. I derive the optimal intervention rule in closed form as a function of three implicit targets. Finally, using Swiss data, I estimate the model to quantify the inefficiencies generated by capital flow shocks and the optimal size of the intervention. (JEL E44, E52, E63, F31, F3
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Devereux, Michael B., and Alan Sutherland. "A portfolio model of capital flows to emerging markets." Journal of Development Economics 89, no. 2 (2009): 181–93. http://dx.doi.org/10.1016/j.jdeveco.2008.07.002.

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Rumondor, Bayront Yudit, and Pakasa Bary. "Capital Flows and Bank Risk-Taking Behavior: Evidence From Indonesia." Journal of Central Banking Theory and Practice 9, s1 (2020): 33–53. http://dx.doi.org/10.2478/jcbtp-2020-0022.

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AbstractThis paper investigates the impact of capital flows on bank risk-taking behavior. It undertakes two levels of empirical estimations, namely (i) single-country industry-level; and (ii) multi-country industry-level estimations, covering emerging market economies. The results suggest that capital inflows, in the form of portfolio investment, is significant in raising risk-taking behavior. Large banks are less aggressive in their risk-taking behavior vis-à-vis smaller banks. Such impact of portfolio investment on risk-taking behavior is also shown in the multi-country level estimates.
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Rehman, Muhammad Atiq-ur, Allah Ditta, Muhammad Atif Nawaz, and Furrukh Bashir. "The Lucas Paradox and Institutional Quality: Evidence from Emerging Markets." Review of Economics and Development Studies 6, no. 2 (2020): 561–70. http://dx.doi.org/10.47067/reads.v6i2.223.

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The neoclassical theory illustrates that the capital will flow from the capital-rich economies towards the capital-poor states. However, it is generally observed that the capital does not move from high-income to low-income economies. This contradictory behavior of global capital flows is called the Lucas paradox. According to Alfaro, Kalemli-Ozcan, & Volosovych (AKV) model, the Lucas paradox can be entirely explained by the institutional quality. In the light of AKV notion, this paper examines the role of institutional quality in explaining the Lucas paradox. The empirical analysis involv
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Boero, Gianna, Zeyyad Mandalinci, and Mark P. Taylor. "Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls." Journal of International Money and Finance 90 (February 2019): 142–60. http://dx.doi.org/10.1016/j.jimonfin.2018.09.006.

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Ong’ondo, Wiberforce. "FOREIGN CAPITAL FLOWS AND ECONOMIC GROWTH OF KENYA." International Journal of Finance and Accounting 3, no. 2 (2018): 40. http://dx.doi.org/10.47604/ijfa.752.

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The purpose of the study was to establish the effects of foreign capital flows on economic growth of Kenya. The study employed a quantitative research design. The target population of this study was Kenya since it is the Center of analysis. Considering that the population is one country, Kenya, secondary data was collected over a period of 25 years from 1993 to 2017. Therefore, the number of observations was X * 25 = 25. The research conducted a census on Kenya using secondary data from Nairobi Securities Exchange (NSE), Capital Markets Authority (CMA), Kenya National Bureau of Statistics (KNB
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Yupho, Somrasri, and Xianguo Huang. "Portfolio Capital Flows in Thailand: A Bayesian Model Averaging Approach." Emerging Markets Finance and Trade 50, sup2 (2014): 89–99. http://dx.doi.org/10.2753/ree1540-496x5002s206.

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ESEN, Oguz. "PORTFOLIO CAPITAL FLOWS TO DEVELOPING COUNTRIES IN THE GLOBAL ECONOMY." Ekonomik Yaklasim 9, no. 30 (1998): 59. http://dx.doi.org/10.5455/ey.10293.

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Dissertations / Theses on the topic "Portfolio Capital Flows"

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Zhang, Ning. "Essays on international portfolio choices and capital flows." Thesis, University of St Andrews, 2016. http://hdl.handle.net/10023/9489.

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The goal of this thesis is to study the international portfolio choices of countries in an asymmetric world. In practice, this corresponds to the salient facts of country portfolios and the underlying structural asymmetries between developing and developed countries in a financially integrated world. In the three main chapters of the thesis, frameworks are developed to advance our understanding of the way various country asymmetries contribute to the emergence of these persistent phenomena in international capital markets. The first essay studies the question of why developing countries experi
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Mandalinci, Zeyyad. "Determinants, dynamics and implications of international portfolio capital flows." Thesis, University of Warwick, 2014. http://wrap.warwick.ac.uk/64030/.

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This thesis examines the determinants, the dynamics and the implications of international portfolio capital flows (PCF) to Emerging Markets (EM). It consists of 3 separate chapters focussing on different aspects of international PCFs. The literature documents that international portfolio equity investment depends on factors additional to returns and variance/covariances. First chapter presents a portfolio selection problem that takes into account the presence of additional factors and can match the actual United States (US) investment data. A recent series of IMF Staff Discussion Notes warns t
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Senatla, Lesedi S. "The determinants and behaviour of capital flows in emerging market economies." Thesis, University of Nottingham, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.391722.

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Cunha, Raphael C. "Financial Globalization & Democracy: Foreign Capital, Domestic Capital, and Political Uncertainty in the Emerging World." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu149434486657801.

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Gunayer, Elif. "The Determinants Of Portfolio Investments To Turkey: From 1989 To 2008." Thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/3/12611284/index.pdf.

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This thesis analyzes the factors that determine the portfolio investments to Turkey in the period from 1989:04 to 2008:12. The factors that are examined are budget balance, current account balance, nominal exchange rate between the Turkish Lira and the US dollar, Turkish domestic interest rate, US 3-months Treasury Bill rate, annual inflation rate in Turkey and ISE 100 Index. A Vector Autoregressive Model is used for the purpose of examining the impacts of these variables on the level of portfolio investments to Turkey. The results of the model show that the portfolio investment in Turkey was
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Mudyazvivi, Elton. "An analysis of push and pull factors of capital flows in a regional trading bloc." Master's thesis, University of Cape Town, 2018. http://hdl.handle.net/11427/28075.

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Inflows of Foreign Direct Investment (FDI) and Foreign Portfolio Investment (FPI) into Sub Saharan Africa (SSA) between 2000 and 2014 remained a minute fraction (at only 2% and 1% respectively) of global inflows. This study seeks to explain this phenomenon by examining the push (global) and pull (domestic) factors that may help to explain inflows of FDI and FPI in SSA and the mechanisms through which these factors affect inflows (the how). As ongoing regional integration efforts in Africa through trading blocs, the study also discusses the role of regional trading blocs in explaining capital f
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Baggio, Bernardo. "Determinantes do investimento estrangeiro de curto prazo no Brasil de 1999 a 2015." Universidade do Vale do Rio dos Sinos, 2017. http://www.repositorio.jesuita.org.br/handle/UNISINOS/6355.

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Submitted by JOSIANE SANTOS DE OLIVEIRA (josianeso) on 2017-06-16T14:28:07Z No. of bitstreams: 1 Bernardo Baggio_.pdf: 416360 bytes, checksum: 14a4f642ac9d680221805c10bceda846 (MD5)<br>Made available in DSpace on 2017-06-16T14:28:07Z (GMT). No. of bitstreams: 1 Bernardo Baggio_.pdf: 416360 bytes, checksum: 14a4f642ac9d680221805c10bceda846 (MD5) Previous issue date: 2017-04-28<br>UNISINOS - Universidade do Vale do Rio dos Sinos<br>Os fluxos de capitais globais estão associados tanto a benefícios quanto a malefícios de ordem econômica. Os investimentos de curto prazo em portfólio, em espec
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Wynter, Matthew M. "Three Essays On International Finance." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1397128263.

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Kremer, Andreas [Verfasser], and Jochen [Akademischer Betreuer] Wilhelm. "Delegated Portfolio Management - Optimal Portfolio Policies under Compensation, Capital Flow and Price Influence / Andreas Kremer. Betreuer: Jochen Wilhelm." Passau : Universitätsbibliothek der Universität Passau, 2013. http://d-nb.info/1029869332/34.

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Moussavi, Julien. "Marchés émergents : excès de liquidité mondiale, investissements de portefeuille et prix des actifs." Thesis, Paris Sciences et Lettres (ComUE), 2016. http://www.theses.fr/2016PSLED005/document.

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Cette thèse tente d’analyser qualitativement et quantitativement les impacts, parfois déstabilisateurs, de l’excès de liquidité mondiale sur les prix des actifs des marchés émergents. Cet excès de liquidité mondiale s’est notamment matérialisé par un essor des investissements de portefeuille vers les marchés émergents, essor dont l’étude est devenue un thème central que ce soit pour les décideurs politiques ou pour l’industrie de la gestion d’actifs. A ce titre, nous nous proposons de contourner les faiblesses des données de la Balance des Paiements en construisant un indicateur non-retardé et
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Books on the topic "Portfolio Capital Flows"

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Bleaney, Michael. Portfolio capital flows to emerging markets. University of Nottingham, Centre for Research in Economic Development and International Trade, 1999.

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Gooptu, Sudarshan. Are portfolio flows to emerging markets complementary or competitive? World Bank, International Economics Dept., International Finance Division, 1994.

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Gordon, James P. F. Portfolio flows into India: Do domestic fundamentals matter? International Monetary Fund, Asia and Pacific Department, 2003.

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Fernandez, Lisa O. The environmental effects of international portfolio flows. OECD, 1999.

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Integration, Organisation for Economic Co-operation and Development Working Party on Economic and Environmental Policy. The environmental effects of international portfolio flows. OECD, 1999.

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Fort-Valer, Guillermo Le. A simple general equilibrium model for the open eonomy: Capital flows, portfolio adjustment and absorption. Departamento de Economia, Universidad de Chile, 1985.

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Razin, Assaf. Excessive FDI flows under asymmetric information. National Bureau of Economic Research, 1999.

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Ferreira da Silva, Álvaro, and Pedro Neves. Portugal. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198717973.003.0013.

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Business groups emerged in Portugal in the late nineteenth century amid nascent industrialization and revealing strong ties to colonial business. Economic nationalism, corporatism, and the decreasing importance of colonies nurtured different business groups in the aftermath of the Great Depression: increasingly diversified while oriented to the domestic market; inward-looking and with large capital shares in affiliate firms; internalizing corporate finance in intra-group capital flows. Everything changed dramatically in 1975, when large industrial and financial groups were nationalized. When t
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Farrelly, Caroline, and François-Serge Lhabitant. Event-Driven Hedge Fund Strategies. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0012.

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This chapter explores some of the strategies used by event-driven hedge funds, namely merger arbitrage, trading distressed securities, special situations, and activism. This broad category within the hedge fund space attracts about a quarter of the capital deployed to this part of the alternatives world. Investors are drawn to the idea of uncorrelated returns that can act as a source of diversification for their portfolios as well as the ability to follow the news flow related to their investments. In essence, such trades should have identifiable catalysts and time frames. The chapter offers i
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Book chapters on the topic "Portfolio Capital Flows"

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Maxfield, Sylvia. "3. Effects of International Portfolio Flows on Government Policy Choice." In Capital Flows and Financial Crises, edited by Miles Kahler. Cornell University Press, 2019. http://dx.doi.org/10.7591/9781501731402-006.

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Gruben, William C., David M. Gould, and Carlos E. Zarazaga. "International Capital Flows: Direct vs. Portfolio Investment." In Exchange Rates, Capital Flows, and Monetary Policy in a Changing World Economy. Springer US, 1997. http://dx.doi.org/10.1007/978-1-4615-6175-0_6.

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Chang, Chia-Ying. "Short-term portfolio flows and economic growth." In Capital Flows, Financial Markets and Banking Crises. Routledge, 2017. http://dx.doi.org/10.4324/9781315469416-3.

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Asada, Toichiro, Peter Flaschel, Tarik Mouakil, and Christian Proaño. "International Capital Flows: Two Extensions of the MFTobin Model." In Asset Markets, Portfolio Choice and Macroeconomic Activity. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307773_6.

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Gumata, Nombulelo, and Eliphas Ndou. "Capital Flow Surges, Sudden Stops and Elevated Portfolio Inflow Volatility Shocks: What is the Nature of Their Interaction with GDP Growth and Credit?" In Capital Flows, Credit Markets and Growth in South Africa. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-30888-9_11.

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Terra, Cristina. "Portfolio Diversification and Capital Flows." In Principles of International Finance and Open Economy Macroeconomics. Elsevier, 2015. http://dx.doi.org/10.1016/b978-0-12-802297-9.00008-7.

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Balashova, Svetlana, Vladimir Matyushok, and Inna Petrenko. "Modern Trends in Capital Flows in Emerging Markets." In Regaining Global Stability After the Financial Crisis. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-4026-7.ch010.

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This chapter provides an evaluation of the influence of the most significant external and internal factors on international capital flows in the form of direct and portfolio investments for 24 developing countries during the period 1990–2015. The authors have adopted the partial adjustment model and the feasible generalized least squares estimator for panel data. Results show that the determinants of capital flow for foreign direct and portfolio investments differ. The impact of political risks on cross-border capital flows has been identified.
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Ghosh, Atish R., and Mahvash S. Qureshi. "Capital Flow Surges and Consequences." In Macroeconomic Shocks and Unconventional Monetary Policy. Oxford University Press, 2019. http://dx.doi.org/10.1093/oso/9780198838104.003.0002.

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This chapter examines whether the source or the type of inflow of the capital inflow to emerging economies makes any difference to the consequences of the capital flow. Our results, based on a sample of 53 emerging markets over 1980–2013, show that when it comes to the source of the inflow, the macroeconomic and financial-stability consequences of flows driven by residents (asset flows) and nonresidents (liability flows) are broadly similar in economic terms. Formal statistical tests, however, suggest that liability flows are more prone to causing economic overheating and domestic credit expansion than asset flows. On the types of inflows, we find that compared to direct investment, portfolio debt and other investment flows are associated with larger macroeconomic imbalances and financial vulnerabilities. We conclude that policy should try to mitigate the untoward consequences of inflows, and shift their composition from risky to safer forms of liabilities.
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D’arista, Jane W., and Stephany Griffith-Jones. "The Boom of Portfolio Flows to ‘Emerging Markets’ and its Regulatory Implications." In Short-Term Capital Flows and Economic Crises. Oxford University Press, 2001. http://dx.doi.org/10.1093/acprof:oso/9780198296867.003.0003.

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Ghosh, Atish R., Jonathan D. Ostry, and Mahvash S. Qureshi. "Consequences and Crashes." In Taming the Tide of Capital Flows. The MIT Press, 2018. http://dx.doi.org/10.7551/mitpress/9780262037167.003.0004.

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This chapter explores the macroeconomic and financial-stability consequences of capital inflows in emerging market economies (EMEs), and how these translate into greater risk of crisis, both generally and particularly after surge episodes. Capital inflows can lead to macroeconomic imbalances—positive output gaps and overheating of the economy, currency appreciation, and excessive credit growth—as well as to balance-sheet vulnerabilities. Domestic credit expansion and currency overvaluation are the principal macroeconomic imbalances that raise the risk of a subsequent financial crisis. Meanwhile, there are also risks that are likely related to balance-sheet vulnerabilities. In this regard, other investment flows and portfolio debt appear to be the most risky types of inflows, while foreign direct investment (FDI) seems to be the safest. As such, policy should try to shift the composition of inflows away from the relatively risky flows toward safer types of liabilities.
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Conference papers on the topic "Portfolio Capital Flows"

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Uygur, Ercan. "Capital Flows and Growth in Emerging Market Economies: The Case of Turkey." In International Conference on Eurasian Economies. Eurasian Economists Association, 2013. http://dx.doi.org/10.36880/c04.00834.

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Since May 2013, we have witnessed sudden stops and large reversals in the flow of capital to the emerging market economies (EMEs). What we have witnessed is the reversal of the surge of capital that started in 2009 from the advanced economies to the emerging ones, as has been expected. The episodes of capital surges and retrenchments have been observed repeatedly in the last three decades. In this period, capital flows across countries have increased dramatically, but their fluctuations and volatility have been even more dramatic. Furthermore, these flows have played an increasingly important
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Keleman, Michael P. "Economics of Wastewater Treatment Codigestion." In ASME 2010 4th International Conference on Energy Sustainability. ASMEDC, 2010. http://dx.doi.org/10.1115/es2010-90397.

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Wastewater treatment is the method by which sewage of both residential and industrial sources is processed to promote public health and reduce environmental impacts on receiving waters. This physical and biological process generates sludge, which after being treated to reduce pathogens, is referred to as biosolids. In the US there are over 16,000 wastewater treatment plants (WWTP), and every year they produce approximately 7 million tons of biosolids according to the EPA.1 These biosolids are handled differently depending upon local conditions, but most are either buried in landfills, land app
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Ransome, Cherise M., and Randell T. Jackman. "Applying Front End Loading FEL Approach to Rationalizing Heritage Petroleum Company Limited Forward Development Strategy." In SPE Trinidad and Tobago Section Energy Resources Conference. SPE, 2021. http://dx.doi.org/10.2118/200891-ms.

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Abstract This paper presents the methodology used by the Offshore Business Unit of Heritage Petroleum Company Limited (HPCL), to reorganize its future development portfolio. This methodology enabled us to re-organize and rank future projects in order of 1) Developability, 2) Subsurface, Drilling, Flow Assurance and HSSE risks, 3) Financial indicators such as CAPEX and $/BOE, as an approach to maximizing return on investment whilst maintaining the stated goals of the company of monetizing our oil reserves and resources. Following the incorporation of HPCL, the organization attempted to embark o
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Davidov, Robin, Larry Plitch, and Chris Pollatos. "What’s Happening With Green Power Marketing and the Latest on Renewable Energy Credits: How Much Are They Worth and Who Owns Them?" In 11th North American Waste-to-Energy Conference. ASMEDC, 2003. http://dx.doi.org/10.1115/nawtec11-1663.

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The subject of the presentation is Green Power Marketing for Waste To Energy Facilities. Many WTE projects signed long term energy contracts under the rules of PURPA. Several projects signed short term agreements. In other cases, power contacts were sold or assigned by the original purchaser or the project voluntarily agreed to a buy out. In any case, power markets have changed and are continuing to change. One of the most significant changes is the deregulation of the electricity market. WTE projects are no longer required to sell power to a captive utility. While electricity continues to flo
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Reports on the topic "Portfolio Capital Flows"

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Pecchenino, Rowena A., and Patricia S. Pollard. A Simple Model of International Capital Flows, Exchange Rate Risk, and Portfolio Choice. Federal Reserve Bank of St. Louis, 2000. http://dx.doi.org/10.20955/wp.2000.009.

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Financial Stability Report - Second Semester of 2020. Banco de la República de Colombia, 2021. http://dx.doi.org/10.32468/rept-estab-fin.sem2.eng-2020.

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The Colombian financial system has not suffered major structural disruptions during these months of deep economic contraction and has continued to carry out its basic functions as usual, thus facilitating the economy's response to extreme conditions. This is the result of the soundness of financial institutions at the beginning of the crisis, which was reflected in high liquidity and capital adequacy indicators as well as in the timely response of various authorities. Banco de la República lowered its policy interest rates 250 points to 1.75%, the lowest level since the creation of the new ind
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