International portfolio flows and exchange rate volatility in emerging Asian markets
Guglielmo Maria Caporale, Faek Menla Ali, Fabio Spagnolo, Nicola Spagnolo
| Year of publication: |
September 2017
|
|---|---|
| Authors: | Caporale, Guglielmo Maria ; Ali, Faek Menla ; Spagnolo, Fabio ; Spagnolo, Nicola |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 76.2017, p. 1-15
|
| Subject: | Bond flows | Equity flows | Exchange rates | GARCH | Regime switching | Wechselkurs | Exchange rate | Kapitalmobilität | Capital mobility | Volatilität | Volatility | Schwellenländer | Emerging economies | Portfolio-Investition | Foreign portfolio investment | ARCH-Modell | ARCH model | Asien | Asia | Währungsrisiko | Exchange rate risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2017.03.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011788040