The Instability of the Emerging Market Assets Demand Schedule

Valpy Fitzgerald

No DP2002-80, WIDER Working Paper Series from World Institute for Development Economic Research (UNU-WIDER)

Abstract: This paper addresses the nature of the demand schedule for emerging market assets in both its macroeconomic and microeconomic dimensions. The former is usually analysed in terms of the 'push factors' (such as interest rates or contagion) determining international capital flows; while the latter is normally approached through the portfolio composition decisions (such as herding or risk appetite) of investment managers.

Keywords: Capital investments; Capital market; International agencies; International finance; Supply and demand (search for similar items in EconPapers)
Date: 2002
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