search query: @author Bekaert, G. / total: 14
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| Author: | Bekaert, G. Harvey, C.R. Lumsdaine, R.L. |
| Title: | The dynamics of emerging market equity flows |
| Journal: | Journal of International Money and Finance
2002 : JUN, VOL. 21:3, p. 295-350 |
| Index terms: | CAPITAL FLOWS DIVIDENDS EMERGING MARKETS INTEREST RATES RETURN ON INVESTMENT |
| Language: | eng |
| Abstract: | The authors study the interrelationship between capital flows, returns, dividend yields and world interest rates in 20 emerging markets. They estimate a vector autoregression with these variables to measure the degree to which lower interest rates contribute to increased capital flows and shocks in flows affect the cost of capital among other dynamic relations. |
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