Abstract:

Capital flows, Financial risk, Emerging markets, Asset prices, Stock prices, Bond yields, Exchange rates, Asset markets, Spillovers, Econometric models, portfolio flows, global risk aversion, exchange rate, bond, bond flows, risk aversion, stock market, bond yield, stock returns, bond market, bond yield volatility, capital flow, equity market, financial markets, stock market volatility, international capital, bonds, flexible exchange rate, foreign equity, term bond, portfolio investment, bond returns, bond markets, bond prices, international finance, current account balance, equity returns, capital outflow, capital flow reversals, high-yield corporate bond, stock market indexes, foreign bond