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Managing Capital Inflows: The Role of Capital Controls and Prudential Policies / Mahvash S. Qureshi, Jonathan D. Ostry, Atish R. Ghosh, Marcos Chamon.

NBER Working papers Available online

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Format:
Book
Author/Creator:
Qureshi, Mahvash S.
Contributor:
National Bureau of Economic Research.
Ostry, Jonathan D. (Jonathan David), 1962-
Ghosh, Atish R.
Chamon, Marcos.
Series:
Working Paper Series (National Bureau of Economic Research) no. w17363.
NBER working paper series no. w17363
Language:
English
Physical Description:
1 online resource: illustrations (black and white);
Place of Publication:
Cambridge, Mass. National Bureau of Economic Research 2011.
Summary:
We examine whether macroprudential policies and capital controls can contribute to enhancing financial stability in the face of large capital inflows. We construct new indices of foreign currency (FX)-related prudential measures, domestic prudential measures, and financial-sector capital controls for 51 emerging market economies over the period 1995-2008. Our results indicate that both capital controls and FX-related prudential measures are associated with a lower proportion of FX lending in total domestic bank credit and a lower proportion of portfolio debt in total external liabilities. Other prudential policies appear to help restrain the intensity of aggregate credit booms. Experience from the global financial crisis suggests that prudential and capital control policies in place during the boom seem to have enhanced economic resilience during the bust.
Notes:
Print version record
August 2011.

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