BoE paper outlines ‘capital flows-at-risk’ framework

global34

A team of economists has outlined a framework for exploring the factors that drive potentially destabilising capital flows worldwide.

In the Bank of England working paper, Fernando Eguren-Martin, Cian O’Neill, Andrej Sokol and Lukas von dem Berge outline the quantile regression methodology that underpins their ‘capital flows-at-risk’ framework.

The quantile regression approach lets them explore the full distribution of risks for different types of capital flow, and to see how these evolve over

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: