Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Guglielmo Maria Caporale, Faek Menla Ali, Nicola Spagnolo
| Year of publication: |
June 2015
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Ali, Faek Menla ; Spagnolo, Nicola |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 54.2015, p. 70-92
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| Subject: | Exchange rate uncertainty | Equity flows | Bond flows | Causality-in-variance | Volatilität | Volatility | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk | Portfolio-Investition | Foreign portfolio investment | Kapitalmobilität | Capital mobility | ARCH-Modell | ARCH model | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Schwellenländer | Emerging economies | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2015.02.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011476078