International Portfolio Flows and Exchange Rate Volatility for Emerging Markets

Research English OPEN
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio; Spagnolo, Nicola;
  • Publisher: Center for Economic Studies and Ifo Institute (CESifo) Munich
  • Subject: regime switching | F32 | F31 | exchange rates | G15 | equity flows | bond flows
    • ddc: ddc:330

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 Phili... View more
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