Evaluation of Hot Money Drivers in China: A Structural VAR Approach

This paper investigates the drivers of hot money in China. It develops a model based on expectation-variance utility theory in the theoretical analysis section. The model considers a foreign investor who faces the question of how to distribute his wealth between foreign and domestic assets. The mode...

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Détails bibliographiques
Auteurs principaux: Weigang Hu, Yan Zhou, Jun Liu
Format: Article
Langue:English
Publié: Wiley 2022-01-01
Collection:Complexity
Accès en ligne:http://dx.doi.org/10.1155/2022/1066096