Revisiting portfolio flows : exchange rate nexus in emerging markets : a Markov Regime Switching MGARCH approach
Berna Aydoğan, Gülin Vardar and Tezer Yelkenci
| Year of publication: |
2021
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| Authors: | Aydoğan, Berna ; Vardar, Gülin ; Yelkenci, Tezer |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 14.2021, 3, p. 219-240
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| Subject: | CCC GARCH | exchange rate uncertainty | International Portfolio Flows | Markov Switching Regime Shifts | nonlinear dependence | Schwellenländer | Emerging economies | Markov-Kette | Markov chain | Volatilität | Volatility | Schätzung | Estimation | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Portfolio-Investition | Foreign portfolio investment | Kapitalmobilität | Capital mobility | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2020.1814376 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012649576