Revisiting portfolio flows – exchange rate nexus in emerging markets: a Markov Regime Switching MGARCH approach

Autor:	Gülin Vardar, Tezer Yelkenci, Berna Aydoğan
Rok vydání:	2020
Předmět:	Economics and Econometrics 050208 finance Markov chain Financial economics 05 social sciences Regime switching Exchange rate 0502 economics and business Economics Portfolio 050207 economics Emerging markets Nexus (standard) Finance
Zdroj:	Macroeconomics and Finance in Emerging Market Economies. 14:219-240
ISSN:	1752-0851 1752-0843
DOI:	10.1080/17520843.2020.1814376
Popis:	This paper focuses on the role of exchange rate uncertainty on the net portfolio flows using a bilateral monthly data for the US vis-a-vis six emerging countries (E-6) (India, Brazil, Mexico, Russi...
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::ba272be578b27bef1dc2c4d47960e1bf https://doi.org/10.1080/17520843.2020.1814376 Zobrazit plný text záznamu