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


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

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