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Record Nr. |
UNINA9910461997203321 |
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Autore |
Hashimoto Yuko |
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Titolo |
The role of risk and information for international capital flows [[electronic resource] ] : new evidence from the SDDS / / prepared by Yuko Hashimoto and Konstantin M. Wacker |
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Pubbl/distr/stampa |
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Washington, DC, : International Monetary Fund, 2012 |
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ISBN |
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1-4755-1263-5 |
1-4755-6866-5 |
1-4755-1262-7 |
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Descrizione fisica |
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1 online resource (82 p.) |
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Collana |
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IMF working paper ; ; 12/242 |
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Altri autori (Persone) |
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Soggetti |
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Capital movements |
Macroeconomics |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Cover Page; Title Page; Copyright Page; Contents; Appendices; Tables; Figures; I. Introduction; 1. Capital Flows (% of GDP) prior to and after SDDS Subscription; II. Information and Investment: A Literature Review; III. Investment: Model and Data; A. Portfolio and foreign direct investment; B. Econometric model; C. Determinants of international investment flows; D. Risk; E. Information; F. Spatial interdependencies; IV. Main Empirical Results; 1. FDI determinants; 2. Portfolio determinants; V. Robustness and Further Results; 2. Plots for normality of residuals from model (3a) |
3. Kernel density estimate for residuals from model (3a) with corresponding normal distribution 3. Different time trends between SDDS subscribers and non-subscribers?; 4. Parameter robustness; 4. Dynamic effects of SDDS subscription; 5. Smoothing spline estimate of spatial correlation in FDI flow residuals with 90 percent pointwise confidence bands based on 1,000 bootstrap replications; VI. Discussion and Conclusion; A. Main findings; B. Relation to other findings in the literature; C. Further results; D. Perspectives on further research and policy issues; A. Information on SDDS |
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