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Online Appendices: Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
Portfolio debt. Ratio to recipient economy GDP. IMF CPIS. FDI. Ratio to recipient economy GDP. ... FDI assets. ECB. 0.00. 0.10. 0.14. 2.6. (0.10). (3.10). (3.07). Fed.
https://www.rba.gov.au/publications/rdp/2019/2019-03/online-appendix.html
Data
23 Apr 2019
RDP
2019-03
We make use of a wide range of data to gauge financial openness, including bilateral and aggregate FDI, portfolio investments, and bank loans, as well as the currency of composition of
https://www.rba.gov.au/publications/rdp/2019/2019-03/data.html
Explaining Monetary Spillovers: The Matrix Reloaded
1 Apr 2019
RDP
2019-03
We make use of a wide range of data to gauge financial openness, including bilateral and aggregate FDI, portfolio investments, and bank loans, as well as the currency of composition of ... either in US dollars or euro), and portfolio debt, portfolio
https://www.rba.gov.au/publications/rdp/2019/2019-03/full.html
What Determines the Strength of Spillovers?
23 Apr 2019
RDP
2019-03
either in US dollars or euro), and portfolio debt, portfolio equity, loans and FDI (all bilateral between the originator and recipient economies, assets and liabilities separately). ... We also use aggregate measures of financial openness: debt assets,
https://www.rba.gov.au/publications/rdp/2019/2019-03/what-determines-the-strength-of-spillovers.html