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Title: Essays on international capital flows
Author: Wang, Xichen
ISNI:       0000 0004 6058 3535
Awarding Body: Lancaster University
Current Institution: Lancaster University
Date of Award: 2017
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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.
Supervisor: Paya, Ivan ; Peel, David Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available