The asymmetric impacts of international portfolio flows on Australian dollar returns
Year of publication: |
2023
|
---|---|
Authors: | Chang, Jui-chuan Della ; Chang, Kuang-Liang |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 4, p. 478-483
|
Subject: | asymmetric effect | exchange rate | International portfolio flows | Markov-switching jump | Wechselkurs | Exchange rate | Portfolio-Investition | Foreign portfolio investment | Australien | Australia | Kapitaleinkommen | Capital income | Welt | World | Schätzung | Estimation | Kapitalmobilität | Capital mobility |
-
Aydoğan, Berna, (2021)
-
Equity order flow and exchange rate dynamics
Ferreira Filipe, Sara, (2012)
-
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria, (2017)
- More ...
-
Dynamic dependence between U.S. inbound visits and exchange rate
Chang, Kuang-Liang, (2020)
-
Chang, Jui-chuan Della, (2018)
-
Tsai, Wen-hsien, (2015)
- More ...