Exchange rate uncertainty and international portfolio flows: A multivariate GARCH-in-mean approach
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DOI: 10.1016/j.jimonfin.2015.02.020
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More about this item
Keywords
Exchange rate uncertainty; Equity flows; Bond flows; Causality-in-variance;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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