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Fire-sale FDI

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Author Info
Acharya, Viral V
Shin, Hyun Song
Yorulmazer, Tanju

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Abstract

Capital flight associated with the onset of a financial crisis in a country is often accompanied by an inflow of capital associated with foreign direct investment (FDI). Our paper provides a theoretical framework for this puzzle, and draws wider conclusions on the welfare effects of foreign takeovers. When fundamentals deteriorate, the return that can be pledged to portfolio investors is limited by the incentive constraints of the managers. Only with direct control by investors can the surplus in the project be unlocked. It is precisely during crises that there is the conjunction of the loss of control by incumbent domestic managers, and the lack of domestic capital to take over failing firms. Foreign investors can take over failing firms and capture the surplus, even though they value the assets less. Our theory is consistent with FDI inflows during financial crises being associated with the acquisition of stakes that grant control, rather than simply being acquisitions of cashflow stakes, and is also consistent with the subsequent 'flipping' of the FDI assets, where the asset is sold to investors with higher valuations once the crisis abates.

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Paper provided by C.E.P.R. Discussion Papers in its series CEPR Discussion Papers with number 6319.

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Date of creation: May 2007
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Handle: RePEc:cpr:ceprdp:6319

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Related research
Keywords: capital flight; FDI flows; financial crises; fire sales; foreign takeovers;

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Find related papers by JEL classification:
D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Acharya, Viral V. & Bharath, Sreedhar T. & Srinivasan, Anand, 2007. "Does industry-wide distress affect defaulted firms? Evidence from creditor recoveries," Journal of Financial Economics, Elsevier, vol. 85(3), pages 787-821, September. [Downloadable!] (restricted)
  2. Goldstein, Itay & Razin, Assaf, 2006. "An information-based trade off between foreign direct investment and foreign portfolio investment," Journal of International Economics, Elsevier, vol. 70(1), pages 271-295, September. [Downloadable!] (restricted)
    Other versions:
  3. Per Strömberg, 2000. "Conflicts of Interest and Market Illiquidity in Bankruptcy Auctions: Theory and Tests," Journal of Finance, American Finance Association, vol. 55(6), pages 2641-2692, December. [Downloadable!] (restricted)
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  4. Viral Acharya & Tanju Yorulmazer, . "Cash-in-the-market pricing and optimal resolution of bank failures," Bank of England working papers 328, Bank of England. [Downloadable!]
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  5. Shleifer, Andrei & Vishny, Robert W, 1992. " Liquidation Values and Debt Capacity: A Market Equilibrium Approach," Journal of Finance, American Finance Association, vol. 47(4), pages 1343-66, September. [Downloadable!] (restricted)
  6. Berger, Philip G. & Ofek, Eli & Swary, Itzhak, 1996. "Investor valuation of the abandonment option," Journal of Financial Economics, Elsevier, vol. 42(2), pages 257-287, October. [Downloadable!] (restricted)
  7. Albuquerque, Rui, 2003. "The composition of international capital flows: risk sharing through foreign direct investment," Journal of International Economics, Elsevier, vol. 61(2), pages 353-383, December. [Downloadable!] (restricted)
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  8. Franklin Allen & Douglas Gale, 1998. "Optimal Financial Crises," Journal of Finance, American Finance Association, vol. 53(4), pages 1245-1284, 08. [Downloadable!] (restricted)
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  9. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire Sales, Foreign Entry and Bank Liquidity," CEPR Discussion Papers 6309, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Silvio Contessi & Pierangelo DePace, 2008. "Do European capital flows comove?," Working Papers 2008-042, Federal Reserve Bank of St. Louis. [Downloadable!]
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