---
title: Time-Variation in Effects on Portfolio Flows
url: https://www.ml-quant.com/papers/repec/eee-dyncon-v-156-y-2023-i-c-s0165188923001628/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001628
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165188923001628%3Bh%3Drepec%3Aeee%3Adyncon%3Av%3A156%3Ay%3A2023%3Ai%3Ac%3As0165188923001628
featured: 2023-11-08
citations: unknown
topic: Portfolio & Allocation
---


# Time-Variation in Effects on Portfolio Flows

The research examines the relative significance of push and pull factors for portfolio flows during financial crises, finding that the importance of push factors has increased over time, especially for EU countries.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS0165188923001628%3Bh%3Drepec%3Aeee%3Adyncon%3Av%3A156%3Ay%3A2023%3Ai%3Ac%3As0165188923001628
- Identifier: RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001628
- Released: 2023-11-08
- First featured: Quant Letter No. 25 (2023-11-08): https://www.ml-quant.com/issues/2023-11-08/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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