Contains datasets used in the paper "Extreme Capital Flow Episodes in Emerging Markets: Incidence and Drivers". Also contains a README pdf file that provides a summary of the datasets used in the pape
Using bank-specific data on U.S. bank claims on individual foreign countries since the mid-1980s, this paper: 1) characterizes the size and portfolio diversification patterns of the U.S. banks engagin
This study investigates the impact of oil market uncertainty on the volatility of Chinese sector indexes. We utilize commonly used realized volatility of WTI and Brent oil price along with the CBOE cr
