The 4 linked references in paper Maria Sole Pagliari, Swarnali Ahmed Hannan (2017) “The Volatility of Capital Flows in Emerging Markets: Measures and Determinants” / RePEc:rut:rutres:201710

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  2. Byrne, J. P., & Fiess, N. (2016). 'International capital flows to emerging markets: National and global determinants'. Journal of International Money and Finance, 61, 82-100.
  3. Lane, P. R. & Milesi-Ferretti, G. M. (2017), 'International Financial Integration in the Aftermath of the Global Financial Crisis' (May 2017). IMF Working Paper No. 17/115.
  4. Pesaran, M. H. (2015). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117.