Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea
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DOI: 10.1016/j.econmod.2024.106913
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More about this item
Keywords
Economic policy uncertainty; Capital flows; Financial globalisation; Emerging markets; Bootstrap rolling window granger causality; Time-varying;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G01 - Financial Economics - - General - - - Financial Crises
- D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
Statistics
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