The 3 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

  1. Boot, J., Feibes, W., & Lisman, J. (1967). Further Methods of Derivation of Quarterly Figures from Annual Data. Journal of the Royal Statistical Society. Series C (Applied Statistics), 16(1), 65-75. doi:10.2307/2985238
  2. 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.
  3. Pesaran, M. H. (2015). Testing weak cross-sectional dependence in large panels. Econometric Reviews, 34(6-10), 1089-1117.