Portfolio flows and exchange rate volatility : an empirical estimation for BRICS countries
Year of publication: |
July 2023
|
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Authors: | Chaudhari, Dipak R. ; Trivedi, Pushpa L. ; Kumar, Prabhat |
Publisher: |
[Mumbai] : Reserve Bank of India, Department of Economic and Policy Research |
Subject: | Portfolio flows | bond | equity | exchange rate volatility | BRICS countries | currency appreciation | GARCH (1, 1) | granger causality | Wechselkurs | Exchange rate | Volatilität | Volatility | BRICS-Staaten | Kausalanalyse | Causality analysis | Schwellenländer | Emerging economies | Schätzung | Estimation | Portfolio-Investition | Foreign portfolio investment | Kapitalmobilität | Capital mobility | ARCH-Modell | ARCH model | Welt | World | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (circa 34 Seiten) Illustrationen |
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Series: | RBI working paper series. - Mumbai : Reserve Bank of India, ZDB-ID 2979836-X. - Vol. WPS (DEPR) 2023, 08 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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