Have Institutional Investors Destabilized Emerging Markets? /

In the past few years there has been a large increase in portfolio capital flows into emerging markets, mostly fueled by mutual funds and other institutional investors. Based on a simple variance ratio test, this paper finds that emerging stock markets as a group experienced a sharp increase in auto...

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Détails bibliographiques
Auteur principal: Aitken, Brian
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 1996.
Collection:IMF Working Papers; Working Paper ; No. 1996/034
Accès en ligne:Full text available on IMF