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Tomas Williams

Personal Details

First Name:Tomas
Middle Name:
Last Name:Williams
Suffix:
RePEc Short-ID:pwi197
http://tomas-williams.com/
Twitter: @twilliams8
Terminal Degree:2017 Departament d'Economia i Empresa; Universitat Pompeu Fabra; Barcelona School of Economics (BSE) (from RePEc Genealogy)

Affiliation

(98%) Department of Economics
George Washington University

Washington, District of Columbia (United States)
https://economics.columbian.gwu.edu/
RePEc:edi:degwuus (more details at EDIRC)

(1%) Institute for International Economic Policy (IIEP)
Elliott School of International Affairs
George Washington University

Washington, District of Columbia (United States)
http://www.gwu.edu/~iiep/
RePEc:edi:iigwuus (more details at EDIRC)

(1%) Elliott School of International Affairs
George Washington University

Washington, District of Columbia (United States)
https://elliott.gwu.edu/
RePEc:edi:sigwuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021. "The Anatomy of Index Rebalancings: Evidence from Transaction Data," CSEF Working Papers 621, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 27 Dec 2021.
  2. Fernando Broner & Alberto Martín & Lorenzo Pandolfi & Tomás Williams, 2020. "Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market," Working Papers 1152, Barcelona Graduate School of Economics.
  3. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," CSEF Working Papers 562, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  4. Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L. & Williams,Tomas, 2019. "Search for Yield in Large International Corporate Bonds : Investor Behavior and Firm Responses," Policy Research Working Paper Series 8890, The World Bank.
  5. Tomas Williams & Pablo Slutzky & Mauricio Villamizar-Villegas, 2019. "Drug Money and Bank Lending: The Unintended Consequences of Anti-Money Laundering Policies," Working Papers 2019-5, The George Washington University, Institute for International Economic Policy, revised May 2020.
  6. Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo LACEA 016200, The Latin American and Caribbean Economic Association - LACEA.
  7. Tomas Williams, 2017. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Working Papers 2017-12, The George Washington University, Institute for International Economic Policy.
  8. Lorenzo Pandolfi & Tomas Williams, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers 487, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  9. Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014. "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series 6866, The World Bank.
  10. Yeyati, Eduardo Levy & Williams, Tomas, 2012. "Emerging economies in the 2000s : real decoupling and financial recoupling," Policy Research Working Paper Series 5961, The World Bank.
  11. Eduardo Levy-Yeyati & Tomas Williams, 2011. "Financial globalization in emerging economies:Much ado about nothing?," Business School Working Papers 2011-01, Universidad Torcuato Di Tella.
  12. Eduardo Levy-Yeyati & Tomás Williams, 2010. "US Rates and Emerging Markets Spreads," Business School Working Papers 2010-02, Universidad Torcuato Di Tella.

Articles

  1. Broner, Fernando & Martin, Alberto & Pandolfi, Lorenzo & Williams, Tomas, 2021. "Winners and losers from sovereign debt inflows," Journal of International Economics, Elsevier, vol. 130(C).
  2. Lorenzo Pandolfi & Tomas Williams, 2020. "Real Effects of Sovereign Debt Inflow Shocks," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 511-515, May.
  3. Pandolfi, Lorenzo & Williams, Tomas, 2019. "Capital flows and sovereign debt markets: Evidence from index rebalancings," Journal of Financial Economics, Elsevier, vol. 132(2), pages 384-403.
  4. Tomas Williams, 2018. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
  5. Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017. "International asset allocations and capital flows: The benchmark effect," Journal of International Economics, Elsevier, vol. 108(C), pages 413-430.
  6. Eduardo Levy Yeyati & Tomas Williams, 2014. "Financial Globalization in Emerging Economies: Much Ado About Nothing?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 91-131, January.
  7. Levy Yeyati, Eduardo & Williams, Tomas, 2012. "Emerging economies in the 2000s: Real decoupling and financial recoupling," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2102-2126.

Chapters

  1. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fernando Broner & Alberto Martín & Lorenzo Pandolfi & Tomás Williams, 2020. "Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market," Working Papers 1152, Barcelona Graduate School of Economics.

    Cited by:

    1. Gianluca Benigno & Luca Fornaro & Martin Wolf, 2019. "The global financial resource curse," Economics Working Papers 1803, Department of Economics and Business, Universitat Pompeu Fabra, revised Dec 2021.

  2. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," CSEF Working Papers 562, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

    Cited by:

    1. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
    2. Matteo Maggiori, 2021. "FX policy when financial markets are imperfect," BIS Working Papers 942, Bank for International Settlements.
    3. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
    4. Hagedorn, Marcus, 2021. "An Equilibrium Theory of Nominal Exchange Rates," CEPR Discussion Papers 16517, C.E.P.R. Discussion Papers.

  3. Calomiris,Charles W. & Larrain,Mauricio & Schmukler,Sergio L. & Williams,Tomas, 2019. "Search for Yield in Large International Corporate Bonds : Investor Behavior and Firm Responses," Policy Research Working Paper Series 8890, The World Bank.

    Cited by:

    1. Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2019. "Capital Inflows, Equity Issuance Activity, and Corporate Investment," Mo.Fi.R. Working Papers 156, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    2. Cortina Lorente,Juan Jose & Didier Brandao,Tatiana & Schmukler,Sergio L., 2020. "Global Corporate Debt during Crises : Implications of Switching Borrowing across Markets," Policy Research Working Paper Series 9142, The World Bank.
    3. Kashyap, Anil K & Kovrijnykh, Natalia & Li, Jian & Pavlova, Anna, 2018. "The Benchmark Inclusion Subsidy," CEPR Discussion Papers 13356, C.E.P.R. Discussion Papers.
    4. Philippe Bacchetta & Rachel Cordonier & Ouarda Merrouche, 2020. "The Rise in Foreign Currency Bonds: The Role of US Monetary Policy and Capital Controls," Swiss Finance Institute Research Paper Series 20-51, Swiss Finance Institute.
    5. Didier, Tatiana & Levine, Ross & Llovet Montanes, Ruth & Schmukler, Sergio L., 2021. "Capital market financing and firm growth," Journal of International Money and Finance, Elsevier, vol. 118(C).
    6. Martijn Boermans & John Burger, 2020. "Global and local currency effects on euro area investment in emerging market bonds," DNB Working Papers 676, Netherlands Central Bank, Research Department.
    7. Abraham, Facundo & Cortina, Juan J. & Schmukler, Sergio L., 2021. "The rise of domestic capital markets for corporate financing: Lessons from East Asia," Journal of Banking & Finance, Elsevier, vol. 122(C).
    8. Kashyap, Anil K & Kovrijnykh, Natalia & Li, Jian & Pavlova, Anna, 2021. "The benchmark inclusion subsidy," Journal of Financial Economics, Elsevier, vol. 142(2), pages 756-774.
    9. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019. "Bond risk premia and the exchange rate," BIS Working Papers 775, Bank for International Settlements.

  4. Tomas Williams & Pablo Slutzky & Mauricio Villamizar-Villegas, 2019. "Drug Money and Bank Lending: The Unintended Consequences of Anti-Money Laundering Policies," Working Papers 2019-5, The George Washington University, Institute for International Economic Policy, revised May 2020.

    Cited by:

    1. Senay Agca & Pablo Slutzky & Stefan Zeume, 2021. "Anti-Money Laundering Enforcement, Banks, and the Real Economy," Working Papers 2021-20, The George Washington University, Institute for International Economic Policy.

  5. Nathan Converse & Eduardo Levy-Yeyati & Tomas Williams, 2018. "How ETFs Amplify the Global Financial Cycle in Emerging Markets," Documentos de Trabajo LACEA 016200, The Latin American and Caribbean Economic Association - LACEA.

    Cited by:

    1. John Duffy & Jean Paul Rabanal & Olga A. Rud, 2019. "The Impact of ETFs on Asset Markets: Experimental Evidence," Working Papers 154, Peruvian Economic Association.
    2. Fraiberger, Samuel P. & Lee, Do & Puy, Damien & Ranciere, Romain, 2021. "Media sentiment and international asset prices," Journal of International Economics, Elsevier, vol. 133(C).
    3. Kaufmann, Christoph, 2021. "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series 119, European Systemic Risk Board.
    4. Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    5. Gabor, Daniela, 2020. "The Wall Street Consensus," SocArXiv wab8m, Center for Open Science.
    6. Graciela L. Kaminsky, 2019. "Boom-Bust Capital Flow Cycles," NBER Working Papers 25890, National Bureau of Economic Research, Inc.
    7. Marszk, Adam & Lechman, Ewa, 2021. "Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
    8. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
    9. Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021. "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 674-696.
    10. Akdi, Yilmaz & Varlik, Serdar & Berument, M. Hakan, 2020. "Duration of Global Financial Cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 549(C).
    11. Carlos Alba & Gabriel Cuadra & Juan R. Hernández & Raúl Ibarra-Ramírez, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
    12. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    13. Bozhechkova, A.V. (Божечкова, А.В.) & Sinelnikova-Muryleva, Elena Vladimirovna (Синельникова-Мурылева, Елена Владимировна), 2016. "The Impact of Higher Interest Rates on Loans to the Economic Growth of the Russian Federation in the Current Environment [Влияние Высоких Процентных Ставок По Заимствованиям На Экономический Рост Р," Working Papers 21310, Russian Presidential Academy of National Economy and Public Administration.

  6. Tomas Williams, 2017. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Working Papers 2017-12, The George Washington University, Institute for International Economic Policy.

    Cited by:

    1. Tomas Williams & Lorenzo Pandolfi, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers 2017-11, The George Washington University, Institute for International Economic Policy.
    2. Fernando Broner & Alberto Martín & Lorenzo Pandolfi & Tomás Williams, 2020. "Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market," Working Papers 1152, Barcelona Graduate School of Economics.
    3. Tomas Williams & Pablo Slutzky & Mauricio Villamizar-Villegas, 2019. "Drug Money and Bank Lending: The Unintended Consequences of Anti-Money Laundering Policies," Working Papers 2019-5, The George Washington University, Institute for International Economic Policy, revised May 2020.
    4. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, June.
    5. Vargas-Herrera, Hernando & Cardozo, Pamela & Romero, Jose Vicente & Murcia, Andrés, 2020. "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Working papers 44, Red Investigadores de Economía.
    6. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," CSEF Working Papers 562, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    7. José Vicente Romero & Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2020. "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 83-119, Bank for International Settlements.
    8. Margherita Bottero & Simone Lenzu & Filippo Mezzanotti, 2014. "Sovereign Debt Exposure and the Bank Lending Channel: Impact on Credit Supply and the Real Economy," Working Paper 220976, Harvard University OpenScholar.
    9. Ocampo, José Antonio & Orbegozo, German D. & Villamizar-Villegas, Mauricio, 2020. "Post-graduation from the original sin problem The effects of market participation on sovereign debt markets," Working papers 39, Red Investigadores de Economía.
    10. Daniel Carvalho & Etienne Lepers & Rogelio Jr Mercado, 2021. "Taming the "Capital Flows-Credit Nexus": A Sectoral Approach," Trinity Economics Papers tep0921, Trinity College Dublin, Department of Economics.
    11. Masahiro Inoguchi, 2021. "The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 268-295, May.

  7. Lorenzo Pandolfi & Tomas Williams, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," CSEF Working Papers 487, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

    Cited by:

    1. Fernando Broner & Alberto Martín & Lorenzo Pandolfi & Tomás Williams, 2020. "Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market," Working Papers 1152, Barcelona Graduate School of Economics.
    2. Escobar,Mariana,Pandolfi,Lorenzo,Pedraza Morales,Alvaro Enrique,Williams,Tomas, 2021. "The Anatomy of Index Rebalancings : Evidence from Transaction Data," Policy Research Working Paper Series 9770, The World Bank.
    3. Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    4. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, June.
    5. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
    6. Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020. "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, vol. 109(C).
    7. Matteo Maggiori, 2021. "FX policy when financial markets are imperfect," BIS Working Papers 942, Bank for International Settlements.
    8. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," CSEF Working Papers 562, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    9. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
    10. Bayront Yudit Rumondor & Pakasa Bary, 2020. "Capital Flows and Bank Risk-Taking Behavior: Evidence From Indonesia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 9(special i), pages 33-53.
    11. Masahiro Inoguchi, 2021. "The impact of foreign capital flows on long‐term interest rates in emerging and advanced economies," Review of International Economics, Wiley Blackwell, vol. 29(2), pages 268-295, May.

  8. Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomas, 2014. "International asset allocations and capital flows : the benchmark effect," Policy Research Working Paper Series 6866, The World Bank.

    Cited by:

    1. Tomas Williams & Lorenzo Pandolfi, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers 2017-11, The George Washington University, Institute for International Economic Policy.
    2. Sebastián García-Andrade, 2019. "Efectos del rebalanceo de los índices de J.P. Morgan en 2014 sobre los rendimientos de los TES en moneda local," Borradores de Economia 1094, Banco de la Republica de Colombia.
    3. Mr. Stijn Claessens & Mr. Eugenio M Cerutti & Mr. Damien Puy, 2015. "Push Factors and Capital Flows to Emerging Markets: Why Knowing Your Lender Matters More Than Fundamentals," IMF Working Papers 2015/127, International Monetary Fund.
    4. Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler, 2019. "Capital Inflows, Equity Issuance Activity, and Corporate Investment," Mo.Fi.R. Working Papers 156, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    5. Jorge Lorca, 2021. "Capital Flows and Emerging Markets Fluctuations," Working Papers Central Bank of Chile 898, Central Bank of Chile.
    6. Tomas Williams, 2018. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
    7. Fernando Eguren Martin & Mark Joy & Claudia Maurini & Alessandro Moro & Valerio Nispi Landi & Alessandro Schiavone & Carlos van Hombeeck, 2020. "Capital flows during the pandemic: lessons for a more resilient international financial architecture," Questioni di Economia e Finanza (Occasional Papers) 589, Bank of Italy, Economic Research and International Relations Area.
    8. Fernando Broner & Alberto Martín & Lorenzo Pandolfi & Tomás Williams, 2020. "Winners and Losers from Sovereign Debt Inflows: Evidence from the Stock Market," Working Papers 1152, Barcelona Graduate School of Economics.
    9. Mercedes Alda, 2021. "The dilemma between fund‐style consistency and active management over the economic cycle. Evidence from pension funds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2219-2240, April.
    10. Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose, 2020. "Costly index investing in foreign markets," Journal of Financial Markets, Elsevier, vol. 51(C).
    11. Fichtner, Jan & Heemskerk, Eelke & Petry, Johannes, 2021. "The new gatekeepers of financial claims: States, passive markets, and the growing power of index providers," SocArXiv x45j3, Center for Open Science.
    12. Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
    13. Charles W. Calomiris & Mauricio Larrain & Sergio L. Schmukler & Tomas Williams, 2020. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Mo.Fi.R. Working Papers 165, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    14. Gelos, Gaston & Gornicka, Lucyna & Koepke, Robin & Sahay, Ratna & Sgherri, Silvia, 2022. "Capital flows at risk: Taming the ebbs and flows," Journal of International Economics, Elsevier, vol. 134(C).
    15. Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
    16. Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 042015, Hong Kong Institute for Monetary Research.
    17. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, June.
    18. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
    19. Georgia Bush & Carlos Iván Cañón Salazar & Daniel Gray, 2021. "Emerging market capital flows: the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
    20. Marcet, Francisco, 2017. "Analyst coverage network and stock return comovement in emerging markets," Emerging Markets Review, Elsevier, vol. 32(C), pages 1-27.
    21. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," CSEF Working Papers 562, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    22. José Vicente Romero & Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2020. "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," BIS Papers chapters, in: Bank for International Settlements (ed.), Financial market development, monetary policy and financial stability in emerging market economies, volume 113, pages 83-119, Bank for International Settlements.
    23. Bárbara Ulloa & Carlos Saavedra & Carola Moreno, 2015. "A Microstructure Approach to Gross Portfolio Inflows. The Case of Chile," Working Papers Central Bank of Chile 760, Central Bank of Chile.
    24. Biagio Bossone, 2022. "A Modigliani-Miller Theorem for the Public Finances of Globalized Economies: Theory, Policy Implications, and Keynesian Reflections," Working Papers PKWP2202, Post Keynesian Economics Society (PKES).
    25. Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2015. "Investor redemptions and fund manager sales of emerging market bonds: how are they related?," BIS Working Papers 509, Bank for International Settlements.
    26. Danny Cassimon & Dennis Essers & Karel Verbeke, 2016. "The changing face of Rwanda's public debt," BeFinD Working Papers 0114, University of Namur, Department of Economics.
    27. Cenedese, Gino & Elard, Ilaf, 2018. "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England working papers 705, Bank of England.
    28. Carlos Alba & Gabriel Cuadra & Juan R. Hernández & Raúl Ibarra-Ramírez, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
    29. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    30. Bannier, Christina E. & Heyden, Thomas & Tillmann, Peter, 2019. "Rating changes and portfolio flows to emerging markets: Evidence from active and passive funds," Economics Letters, Elsevier, vol. 178(C), pages 37-45.
    31. Bhatta, Bibek & Marshall, Andrew & Thapa, Chandra, 2017. "Cost of sovereign debt and foreign bias in bond allocations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 75-91.
    32. Amr Hosny, 2020. "Nonresident holdings of domestic debt in Nigeria: Internal or external driven?," African Development Review, African Development Bank, vol. 32(3), pages 472-485, September.
    33. Ken Miyajima & Ilhyock Shim, 2014. "Asset managers in emerging market economies," BIS Quarterly Review, Bank for International Settlements, September.
    34. Mr. Serkan Arslanalp & Mr. Takahiro Tsuda, 2015. "Emerging Market Portfolio Flows: The Role of Benchmark-Driven Investors," IMF Working Papers 2015/263, International Monetary Fund.

  9. Yeyati, Eduardo Levy & Williams, Tomas, 2012. "Emerging economies in the 2000s : real decoupling and financial recoupling," Policy Research Working Paper Series 5961, The World Bank.

    Cited by:

    1. Tomas Williams & Lorenzo Pandolfi, 2017. "Capital Flows and Sovereign Debt Markets: Evidence from Index Rebalancings," Working Papers 2017-11, The George Washington University, Institute for International Economic Policy.
    2. Suxiao Li & Jakob de Haan & Bert Scholtens, 2019. "Sudden stops of international fund flows: Occurrence and magnitude," Review of International Economics, Wiley Blackwell, vol. 27(1), pages 468-497, February.
    3. Suxiao Li & Jakob de Haan & Bert Scholtens, 2018. "Are International Fund Flows Related to Exchange Rate Dynamics?," Open Economies Review, Springer, vol. 29(1), pages 31-48, February.
    4. Tomas Williams, 2018. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
    5. Armagan Turk & Rengin Ak & Berna Ak Bingul, 2017. "Decoupling and Re-coupling Hypothesis During EU Financial Crises," The Journal of European Theoretical and Applied Studies, The Center for European Studies at Kirklareli University - Turkey, vol. 5(1), pages 11-24.
    6. Ludovic Gauvin & Cyril C. Rebillard, 2018. "Towards recoupling? Assessing the global impact of a Chinese hard landing through trade and commodity price channels," The World Economy, Wiley Blackwell, vol. 41(12), pages 3379-3415, December.
    7. Krzysztof Malik & Anna Jasińska-Biliczak, 2018. "Innovations and Other Processes as Identifiers of Contemporary Trends in the Sustainable Development of SMEs: The Case of Emerging Regional Economies," Sustainability, MDPI, vol. 10(5), pages 1-17, April.
    8. Trancoso, Tiago, 2014. "Emerging markets in the global economic network: Real(ly) decoupling?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 395(C), pages 499-510.
    9. Fatma Erdem & Erdal Özmen, 2015. "Exchange Rate Regimes and Business Cycles: An Empirical Investigation," Open Economies Review, Springer, vol. 26(5), pages 1041-1058, November.
    10. Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
    11. Cesa-Bianchi, Ambrogio, 2012. "Housing Cycles and Macroeconomic Fluctuations: A Global Perspective," IDB Publications (Working Papers) 4085, Inter-American Development Bank.
    12. Claudio Raddatz & Sergio L. Schmukler & Tomas Williams, 2015. "International Asset Allocations and Capital Flows: The Benchmark Effect," Working Papers 042015, Hong Kong Institute for Monetary Research.
    13. Semih Emre Cekin & Menelik S. Geremew & Hardik Marfatia, 2019. "Monetary policy co-movement and spillover of shocks among BRICS economies," Applied Economics Letters, Taylor & Francis Journals, vol. 26(15), pages 1253-1263, September.
    14. Aizenman, Joshua & Dekle, Robert & Lothian, James R., 2012. "Overview of the special issue on “Policy Implications of and Lessons from the Global Financial Crisis”," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 1971-1975.
    15. Antoniades, Andreas, 2015. "The New Resilience of Emerging and Developing Countries: Systemic Interlocking, Currency Swaps and Geoeconomics," MPRA Paper 68181, University Library of Munich, Germany.
    16. Shen, Pei-Long & Li, Wen & Wang, Xiao-Ting & Su, Chi-Wei, 2015. "Contagion effect of the European financial crisis on China's stock markets: Interdependence and pure contagion," Economic Modelling, Elsevier, vol. 50(C), pages 193-199.
    17. Dilip Nachane & Amlendu Dubey, 2018. "India in the globalized economy : Growth spillovers & business cycle synchronization," International Economics and Economic Policy, Springer, vol. 15(1), pages 89-115, January.
    18. Olga V. Mezentceva & Ann V. Mezentceva, 2015. "Hodrick-Prescott filtering of Large, emerging Economies and Analysis of Russian GDP Growth," Athens Journal of Business & Economics, Athens Institute for Education and Research (ATINER), vol. 1(4), pages 287-298, April.
    19. Lillie Lam & James Yetman, 2013. "Asia's Decoupling: Fact, Fairytale or Forecast?," Pacific Economic Review, Wiley Blackwell, vol. 18(3), pages 321-344, August.
    20. Narayan, Seema & Doytch, Nadia & Nguyen, Tri Tung & Kluegel, Karl, 2016. "Trade of goods and services and risk sharing ability in international equity markets: Are these substitutes or complements?," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 485-503.
    21. International Monetary Fund, 2018. "Chile: Selected Issues Paper," IMF Staff Country Reports 2018/312, International Monetary Fund.
    22. Doytch, Nadia, 2021. "Do FDI inflows to Eastern Europe and Central Asia respond to the business cycle? A sector level analysis," The Journal of Economic Asymmetries, Elsevier, vol. 23(C).
    23. Jasinska-Biliczak Anna, 2020. "Endogenous Innovation Potential: Regional SMEs’ Perspective in Emerging Economies," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(4), pages 435-449.
    24. Floros, Christos & Kizys, Renatas & Pierdzioch, Christian, 2013. "Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 166-173.
    25. Chakraborty, Sandip & Kakani, Ram Kumar, 2016. "Institutional investment, equity volume and volatility spillover: Causalities and asymmetries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 44(C), pages 1-20.
    26. Edgardo Cayón, 2014. "The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2014, March.
    27. Renatas Kizys & Christian Pierdzioch, 2013. "A note on decoupling, recoupling and speculative bubble: some empirical evidence for Latin America," Applied Financial Economics, Taylor & Francis Journals, vol. 23(13), pages 1057-1065, July.
    28. Emawtee Bissoondoyal-Bheenick & Robert Brooks & Wei Chi & Hung Xuan Do, 2018. "Volatility spillover between the US, Chinese and Australian stock markets," Australian Journal of Management, Australian School of Business, vol. 43(2), pages 263-285, May.
    29. Andreas Antoniades, 2017. "The New Resilience of Emerging and Developing Countries: Systemic Interlocking, Currency Swaps and Geoeconomics," Global Policy, London School of Economics and Political Science, vol. 8(2), pages 170-180, May.
    30. Mr. Serkan Arslanalp & Mr. Takahiro Tsuda, 2015. "Emerging Market Portfolio Flows: The Role of Benchmark-Driven Investors," IMF Working Papers 2015/263, International Monetary Fund.
    31. Lillie Lam & James Yetman, 2013. "Asia’s decoupling: fact, forecast or fiction?," BIS Working Papers 438, Bank for International Settlements.

  10. Eduardo Levy-Yeyati & Tomas Williams, 2011. "Financial globalization in emerging economies:Much ado about nothing?," Business School Working Papers 2011-01, Universidad Torcuato Di Tella.

    Cited by:

    1. Yeyati, Eduardo Levy & Williams, Tomas, 2012. "Emerging economies in the 2000s : real decoupling and financial recoupling," Policy Research Working Paper Series 5961, The World Bank.
    2. Joyce, Joseph, 2016. "Partners, Not Debtors: The External Liabilities of Emerging Market Economies," MPRA Paper 73880, University Library of Munich, Germany.
    3. LUCHIAN, Ivan & FILIP, Angela, 2015. "Globalization As Financial Crises Premise," Journal of Financial and Monetary Economics, Centre of Financial and Monetary Research "Victor Slavescu", vol. 2(1), pages 127-134.
    4. Bruno Bonizzi, 2015. "Capital Market Inflation in Emerging Markets: the Cases of Brazil and South Korea," PSL Quarterly Review, Economia civile, vol. 68(273), pages 115-150.
    5. Hadj Fraj, Salma & bouchoucha, Najeh & Maktouf, Samir, 2020. "Political stability and economic growth: the role of exchange rate regime," MPRA Paper 104586, University Library of Munich, Germany.
    6. Kyunghun Kim & Ju Hyun Pyun & Jiyoun An, 2017. "Does Credit Market Integration Amplify the Transmission of Real Business Cycle During Financial Crisis?," 2017 Meeting Papers 1236, Society for Economic Dynamics.
    7. Francisco Ceballos & Tatiana Didier & Sergio L. Schmukler, 2012. "Financial Globalization in Emerging Countries : Diversification vs. Offshoring," Finance Working Papers 23350, East Asian Bureau of Economic Research.
    8. Mpoha, Salifya & Bonga-Bonga, Lumengo, 2021. "Spillover effects from China and the US to global emerging markets: a dynamic analysis," MPRA Paper 109349, University Library of Munich, Germany.
    9. Hadj Fraj, Salma & Hamdaoui, Mekki & Maktouf, Samir, 2018. "Governance and economic growth: The role of the exchange rate regime," International Economics, Elsevier, vol. 156(C), pages 326-364.
    10. Duygu Yolcu Karadam & Nadir Ocal, 2014. "Financial Integration and Growth: A Nonlinear Panel Data Analysis," ERC Working Papers 1415, ERC - Economic Research Center, Middle East Technical University, revised Nov 2014.
    11. Malik, Samreen, 2014. "Ex-ante implications of sovereign default," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 386-397.
    12. Philip Lane, 2013. "International Capital Flows and Domestic Financial Conditions: Lessons for Emerging Asia," The Institute for International Integration Studies Discussion Paper Series iiisdp438, IIIS.
    13. Philip R. Lane, 2013. "Cross-Border Financial Integration in Asia and the Macro-Financial Policy Framework," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 14(2), pages 37-52, April.
    14. Sèna Kimm Gnangnon, 2018. "Multilateral Trade Liberalisation and Financial Openness," Economic Affairs, Wiley Blackwell, vol. 38(3), pages 325-338, October.
    15. Kuziva Mamvura & Mabutho Sibanda & Rajendra Rajaram, 2020. "Causal Dynamics among Foreign Portfolio Investment Volatility, Financial Deepening and Capital Markets in Low Income Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 70(1-2), pages 20-38, January-J.
    16. Salma Hadj Fraj & Mekki Hamdaoui & Samir Maktouf, 2018. "Governance and economic growth: The role of the exchange rate regime," International Economics, CEPII research center, issue 156, pages 326-364.
    17. Yilmaz Akyüz, 2014. "Internationalization of Finance and Changing Vulnerabilities in Emerging and Developing Economies," UNCTAD Discussion Papers 217, United Nations Conference on Trade and Development.
    18. Duygu Yolcu Karadam & Nadir Öcal, 2022. "Analysis of distinct asymmetries in financial integration‐growth nexus for industrial, emerging and developing countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2326-2344, April.
    19. Jesús Crespo Cuaresma & Martin Feldkircher, 2012. "Drivers of Output Loss during the 2008–09 Crisis: A Focus on Emerging Europe," Focus on European Economic Integration, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 46-64.

  11. Eduardo Levy-Yeyati & Tomás Williams, 2010. "US Rates and Emerging Markets Spreads," Business School Working Papers 2010-02, Universidad Torcuato Di Tella.

    Cited by:

    1. Erdal Özmen & Özge Doğanay Yaşar, 2015. "Emerging Markets Sovereign Bond Spreads, Credit Ratings and Global Financial Crisis," ERC Working Papers 1510, ERC - Economic Research Center, Middle East Technical University, revised Nov 2015.
    2. Belyakov, Igor (Беляков, Игорь), 2017. "On the Determinants of Sovereign Eurobond Spreads in Russia [О Факторах, Определяющих Спрэды Суверенных Еврооблигаций России]," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 200-225, February.
    3. Csontó, Balázs, 2014. "Emerging market sovereign bond spreads and shifts in global market sentiment," Emerging Markets Review, Elsevier, vol. 20(C), pages 58-74.
    4. Patricia Gómez-González, 2015. "Financial innovation in sovereign borrowing and public provision of liquidity," Working Papers 1511, Banco de España.
    5. Özmen, Erdal & Doğanay Yaşar, Özge, 2016. "Emerging market sovereign bond spreads, credit ratings and global financial crisis," Economic Modelling, Elsevier, vol. 59(C), pages 93-101.

Articles

  1. Broner, Fernando & Martin, Alberto & Pandolfi, Lorenzo & Williams, Tomas, 2021. "Winners and losers from sovereign debt inflows," Journal of International Economics, Elsevier, vol. 130(C).
    See citations under working paper version above.
  2. Lorenzo Pandolfi & Tomas Williams, 2020. "Real Effects of Sovereign Debt Inflow Shocks," AEA Papers and Proceedings, American Economic Association, vol. 110, pages 511-515, May.

    Cited by:

    1. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
    2. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," CSEF Working Papers 562, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.

  3. Pandolfi, Lorenzo & Williams, Tomas, 2019. "Capital flows and sovereign debt markets: Evidence from index rebalancings," Journal of Financial Economics, Elsevier, vol. 132(2), pages 384-403.
    See citations under working paper version above.
  4. Tomas Williams, 2018. "Capital Inflows, Sovereign Debt and Bank Lending: Micro-Evidence from an Emerging Market," Review of Financial Studies, Society for Financial Studies, vol. 31(12), pages 4958-4994.
    See citations under working paper version above.
  5. Raddatz, Claudio & Schmukler, Sergio L. & Williams, Tomás, 2017. "International asset allocations and capital flows: The benchmark effect," Journal of International Economics, Elsevier, vol. 108(C), pages 413-430.
    See citations under working paper version above.
  6. Eduardo Levy Yeyati & Tomas Williams, 2014. "Financial Globalization in Emerging Economies: Much Ado About Nothing?," Economía Journal, The Latin American and Caribbean Economic Association - LACEA, vol. 0(Spring 20), pages 91-131, January.
    See citations under working paper version above.
  7. Levy Yeyati, Eduardo & Williams, Tomas, 2012. "Emerging economies in the 2000s: Real decoupling and financial recoupling," Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2102-2126.
    See citations under working paper version above.

Chapters

  1. Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020. "Winners and Losers from Sovereign Debt Inflows," NBER Chapters, in: NBER International Seminar on Macroeconomics 2020, National Bureau of Economic Research, Inc.
    See citations under working paper version above.Sorry, no citations of chapters recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-OPM: Open Economy Macroeconomics (11) 2011-03-26 2011-04-16 2011-10-09 2014-05-24 2015-02-22 2017-10-08 2017-11-19 2020-02-10 2020-05-04 2020-05-18 2020-09-28. Author is listed
  2. NEP-IFN: International Finance (10) 2011-03-26 2011-04-16 2014-05-24 2015-02-22 2017-10-08 2017-11-19 2018-02-05 2018-04-23 2020-05-04 2021-05-17. Author is listed
  3. NEP-FMK: Financial Markets (5) 2018-02-05 2018-04-23 2020-02-10 2020-05-04 2021-05-17. Author is listed
  4. NEP-CFN: Corporate Finance (2) 2020-02-10 2020-02-24
  5. NEP-FDG: Financial Development & Growth (2) 2019-09-09 2021-05-17
  6. NEP-BAN: Banking (1) 2019-09-09
  7. NEP-CBA: Central Banking (1) 2010-02-13
  8. NEP-CWA: Central & Western Asia (1) 2021-05-17
  9. NEP-DEV: Development (1) 2019-09-09
  10. NEP-EEC: European Economics (1) 2020-05-18
  11. NEP-ISF: Islamic Finance (1) 2021-08-30
  12. NEP-MAC: Macroeconomics (1) 2010-02-13
  13. NEP-MON: Monetary Economics (1) 2010-02-13
  14. NEP-ORE: Operations Research (1) 2020-08-24
  15. NEP-RMG: Risk Management (1) 2020-03-09

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