While several indices of economy-wide capital controls have been put forward in the recent literature, composite measures of financial sectorspecific capital controls, and prudential regulations for a wide range of emerging market economies, have hitherto been unavailable. Using information from the International Monetary Fund's (IMF) Annual Report on Exchange Arrangements and Exchange Restrictions (AREAER), we construct new indices for the regulation of FX transactions in the domestic financial sector, and for financial-sector specific capital controls. We also construct an index of domestic prudential regulations based on a survey of IMF desk economists. These three indices, together with Schindler's (2009) index of economy-wide controls on inflows, are used in our empirical analysis