body {overflow: hidden;} .js-needed-message {position: fixed; z-index: 999; width: 100%; height: 100%; background-color: rgba(0, 0, 0, 0.5); } .js-needed-message p {color: #444; width: 50%; padding: 30px; position: relative; top: 40%; left: 25%; pointer-events: auto; background-color: #fff; background-clip: padding-box; border: 1px solid rgba(0, 0, 0, 0.2); border-radius: 0.3rem; outline: 0; }

Habilita JavaScript en tu navegador para poder visualizar esta web correctamente.

Cerrar panel

EN
ES

Compartir RRSS Cerrar RRSS

Publicada el viernes, 4 de noviembre de 2016

Harness Investor Forum: EM's portfolio flows in a low interest rates context in DM

The implications of non-standard measures in emerging markets focus on portfolio flows. EM´s portfolio flows highly dependent on G10 monetary policies (QE and low interest rates) and global risk aversion.