Use this URL to cite or link to this record in EThOS: | https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.702594 |
![]() |
|||||||
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 | ||||||
Availability of Full Text: |
|
||||||
Abstract: | |||||||
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: | uk.bl.ethos.702594 | DOI: | Not available | ||||
Share: |