The impact of exchange rate volatility on capital flows in BRICS economies
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More about this item
Keywords
Exchange rate volatility; multivariate GARCH; BRICS;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2018-03-26 (Confederation of Independent States)
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