Global Flow Of Funds Analysis

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Global Flow Of Funds Analysis

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Author : Nan Zhang
language : en
Publisher: Springer Nature
Release Date :

Global Flow Of Funds Analysis written by Nan Zhang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.

Flow Of Funds Analysis

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Author : Nan Zhang
language : en
Publisher: Springer Nature
Release Date : 2020-08-31

Flow Of Funds Analysis written by Nan Zhang and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-31 with Business & Economics categories.

This book discusses the theory, methods, and applications of flow of funds analysis. The book integrates the basic principles of economic statistics, financial accounts, international finance, econometric models, and financial network analysis, providing a systematic and comprehensive introduction to the interconnection between these research fields. It thus provides the reader with the intellectual groundwork indispensable for understanding the workings and interactions of today’s globalized financial markets. The main focus of the book is how to observe the flow of funds in macroeconomics, how to measure the global flow of funds (GFF), and how to use GFF data to carry out an analysis. Based on the statistical framework for measuring GFF under the System of National Accounts, the book identifies the systematic relationship of financial linkages among economic sectors and with the rest of the world while integrating data sources that include stock data, geographically broken down by country–region, and selected financial instruments. It sets out the GFF concept and constructs a GFF matrix (metadata) on a from-whom-to-whom basis within a country-by-country pattern. Lastly, an established GFF matrix table is used to conduct an empirical study including an econometric model and financial network analysis.

Mapping The Shadow Banking System Through A Global Flow Of Funds Analysis

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Author : Mr.Luca Errico
language : en
Publisher: International Monetary Fund
Release Date : 2014-01-24

Mapping The Shadow Banking System Through A Global Flow Of Funds Analysis written by Mr.Luca Errico and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-24 with Business & Economics categories.

This paper presents an approach to understanding the shadow banking system in the United States using a new Global Flow of Funds (GFF) conceptual framework developed by the IMF’s Statistics Department (STA). The GFF uses external stock and flow matrices to map claims between sector-location pairs. Our findings highlight the large positions and gross flows of the U.S. banking sector (ODCs) and its interconnectedness with the banking sectors in the Euro area and the United Kingdom. European counterparties are large holders of U.S. other financial corporations (OFCs) debt securities. We explore the relationship between credit to domestic entities and the growth of non-core liabilities. We find that external debt liabilities of the financial sector are procyclical and are closely aligned with domestic credit growth.

Flow Of Funds Analysis

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Author : John C. Dawson
language : en
Publisher: M.E. Sharpe
Release Date : 1996-06-27

Flow Of Funds Analysis written by John C. Dawson and has been published by M.E. Sharpe this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-06-27 with Business & Economics categories.

This is a collection of articles on the flow of funds that attempts to serve as a reference guide to economists in academia, business, finance and government. Flow of funds analysis is widely used in analysis of financial institutions and markets. In fact, they were largely constructed by the Federal Reserve and other central banks and were the foundations for defining and measuring the various concepts of the monetary aggragates used as key targets by central banks in carrying out monetary policy. The book brings together the scattered articles on the subject and should be useful as a research guide and teaching source.

International Mutual Funds Capital Flow Volatility And Contagion A Survey

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Author : Mr.R. Gelos
language : en
Publisher: International Monetary Fund
Release Date : 2011-04-01

International Mutual Funds Capital Flow Volatility And Contagion A Survey written by Mr.R. Gelos and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-04-01 with Business & Economics categories.

Gaining a better understanding of the behavior of international investors is key for informing the debate about the optimal response to capital flows and about reforms to the international financial architecture. In this context, recent research on the behavior of international mutual funds at the micro level has expanded our knowledge about the drivers of portfolio flows and the mechanisms behind the transmission of financial shocks across countries. This paper provides a brief survey of this literature, with a focus on the empirical evidence for emerging markets. Overall, the behavior of international mutual funds is complex and overly simplistic characterizations are misleading. However, there is broad-based evidence for momentum trading among funds. Moreover, funds tend to avoid opaque markets and assets, and this behavior becomes more pronounced during volatile times. Portfolio rebalancing mechanisms are clearly important in explaining contagion patterns, even in the absence of common macroeconomic fundamentals. From a surveillance point of view, this implies that monitoring the exposures of large investors at a micro level is crucial to assess vulnerabilities.

What Drives Global Capital Flows

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Author : Brendan Brown
language : en
Publisher: Palgrave Macmillan
Release Date : 2006-09-05

What Drives Global Capital Flows written by Brendan Brown and has been published by Palgrave Macmillan this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-09-05 with Business & Economics categories.

The flows of capital from East and South East Asia into the US challenge many assumptions of international financial analysis. This book presents a novel geography of these flows, revealing the driving forces behind them and the crucial turntable roles played by Europe. The market mechanisms necessary for a smooth global flow of funds are shown to be robust but vulnerable to short-circuits triggered by monetary disequilibrium, especially deflation. The game of currency diplomacy, as played between Paris, Washington, Tokyo, and Beijing, largely disregards this danger.

The Drivers Of Capital Flows In Emerging Markets Post Global Financial Crisis

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Author : Swarnali Ahmed Hannan
language : en
Publisher: International Monetary Fund
Release Date : 2017-03-13

The Drivers Of Capital Flows In Emerging Markets Post Global Financial Crisis written by Swarnali Ahmed Hannan and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-13 with Business & Economics categories.

Using a sample of 34 emerging markets and developing economies over the period 2009Q3-2015Q4, the paper employs a panel framework to study the determinants of capital flows, both net and gross, across a wide range of instruments. The baseline regressions are then extended to focus on high and low episodes – quarters with flows one standard deviation above/below mean. Overall, the results suggest that the capital flow slowdown witnessed in recent years is due to a combination of lower growth prospects of recipient countries and worse global risk sentiment. However, the determinants of flows can be considerably different across instruments and across the type of flows considered, net or gross. The sensitivity of certain types of flows, towards push and pull factors, increases during periods of high and low capital flows. Moreover, some variables may not necessarily be significant during normal times, but can be important drivers during such episodes, and vice versa. Indicators like the gap between the U.S. long- and short-term maturity bond yields – not significant during normal times – can be an important driver during high episodes.

Global Capital Flows

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Author : Stephany Griffith-Jones
language : en
Publisher: Springer
Release Date : 1998-11-12

Global Capital Flows written by Stephany Griffith-Jones and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998-11-12 with Business & Economics categories.

The book examines the rapid growth and dramatic changes in capital flows globally and to emerging markets. In the context of relevant economic theory, it analyses benefits and costs of large and volatile capital flows to developing countries; the latter includes damaging currency crises as the Mexican and East Asian economies. The book makes innovative proposals on how best national governments - and especially - international organisations can avoid such crises.

Following The Money

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Author : National Research Council
language : en
Publisher: National Academies Press
Release Date : 1995-10-12

Following The Money written by National Research Council and has been published by National Academies Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995-10-12 with Political Science categories.

Many questions have been raised about America's status in the increasingly interconnected global economy. Yet key factsâ€"such as the amount of foreign assets abroad owned by U.S. citizensâ€"are not known. The crucial data needed to assess the U.S. position are unavailable. This volume explores significant shortcomings in U.S. data on international capital transactions and their implications for policymakers. The volume offers clearcut recommendations for U.S. agencies to bring data collection and analyses of the global economy into the twenty-first century. The volume explores: How factors emerging since the early 1980s have shaped world financial markets and revealed shortcomings in data collection and analysis. How the existing U.S. data system works and where it fails how measurements of international financial transactions are recorded; and how swaps, options, and futures present special reporting problems. How alternative methods, such as collecting data, from sources such as global custodians and international clearinghouses, might improve coverage and accuracy.

The Volatility Of Capital Flows In Emerging Markets

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Author : Maria Sole Pagliari
language : en
Publisher: International Monetary Fund
Release Date : 2017-03-07

The Volatility Of Capital Flows In Emerging Markets written by Maria Sole Pagliari and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-03-07 with Business & Economics categories.

Capital flow volatility is a concern for macroeconomic and financial stability. Nonetheless, literature is scarce in this topic. Our paper sheds light on this issue in two dimensions. First, using quarterly data for 65 countries over the period 1970Q1-2016Q1, we construct three measures of volatility, for total capital flows and key instruments. Second, we perform panel regressions to understand the determinants of volatility. The measures show that the volatility of all instruments is prone to bouts, rising sharply during global shocks like the taper tantrum episode. Capital flow volatility thus remains a challenge for policy makers. The regression results suggest that push factors can be more important than pull factors in explaining volatility, illustrating that the characteristics of volatility can be different from those of the flows levels.