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International portfolio flows and exchange rate volatility for emerging markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015

Persistent link: https://www.econbiz.de/10011448184

International portfolio flows and exchange rate volatility for emerging markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015

This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly bilateral data for the US vis-a-vis eight Asian developing and emerging countries (India, Indonesia, South Korea, Pakistan, Hong Kong, Thailand, the Philippines, and Taiwan) over...

Persistent link: https://www.econbiz.de/10011382694

International portfolio flows and exchange rate volatility for emerging markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015

This paper investigates the effects of equity and bond portfolio in.ows on exchange rate volatility, using monthly bilateral data for the US vis-a-vis eight Asian developing and emerging countries (India, Indonesia, South Korea, Pakistan, Hong Kong, Thailand, the Philippines, and Taiwan) over...

Persistent link: https://www.econbiz.de/10011387464

Capital flows, asset prices and output in emerging market economies : a theoretical analysis

Nag, Ranjanendra Narayan; Baksi, Sayan; Majumder, … - In: Foreign trade review : quarterly journal of Indian … 50 (2015) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011412012

Monetary policy spillovers under intermediate exchange rate regimes

Ahmed, Rashad - In: Journal of international money and finance 112 (2021), pp. 1-36

Persistent link: https://www.econbiz.de/10012797669

Global financial uncertainty shocks and external monetary vulnerability : the role of dominance, exposure, and history

Kohler, Karsten; Bonizzi, Bruno; Kaltenbrunner, Annina - In: Journal of international financial markets, … 88 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014482973

Transmission of monetary policy through capital inflows to emerging markets

Olani, Adugna - 2016

In this paper, I examine the effects of advanced economies' conventional monetary policy on gross foreign direct and portfolio investment inflows to emerging economies. I use structural vector autoregressions to analyse and compare the response of each inflow category to world interest rate and...

Persistent link: https://www.econbiz.de/10011443289

An extended model of currency options applicable as policy tool for central banks with inflation targeting and dollarized economies

Arizmendi Echecopar, Luis F. - In: Theoretical economics letters 3 (2013) 3, pp. 164-167

Persistent link: https://www.econbiz.de/10010239690

An empirical investigation on dollarization and currency devaluation : a case study of Tanzania

Musoke, Zakia - 2017

preferably USD. This paper’s main focus is dollarization and currency devaluation; of which are yet unresolved both theoretically … models to examine the relationship between dollarization and exchange rate. The Autoregressive Conditional Heteroscedasticity … models indicate that dollarization does indeed induce currency depreciation as well as exchange rate volatility. Based on the …

Persistent link: https://www.econbiz.de/10011609303

An empirical examination of the currency denomination of trade

Witte, Mark; Ventura, Luigi - In: International economic journal 30 (2016) 1, pp. 87-107

Persistent link: https://www.econbiz.de/10011704443