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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://www.econbiz.de/10012616041
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International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015
Persistent link: https://www.econbiz.de/10011448184
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International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015
This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …
Persistent link: https://www.econbiz.de/10011382694
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International portfolio flows and exchange rate volatility for emerging markets
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015
This paper investigates the effects of equity and bond portfolio in.ows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …
Persistent link: https://www.econbiz.de/10011387464
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Local Currency Bond Markets, Foreign Investor Participation, and Capital Flow Volatility in Emerging Asia
Beirne, John; Renzhi, Nuobu; Volz, Ulrich - 2021
capital flow volatility in emerging Asian economies over the period 1999 to 2020. Using a panel analysis and impulse response … emerging economies in terms of capitalization helps to mitigate against capital flow volatility, while foreign investor …
Persistent link: https://www.econbiz.de/10013222008
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Capital flow surges and economic growth in sub-Saharan Africa : any role for capital controls?
Alley, Ibrahim - 2017
Persistent link: https://www.econbiz.de/10011811113
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The determinants of cross-border portfolio equity flows : new evidence from emerging markets
Alderighi, Stefano; Cleary, Siobhan; Varanasi, Padmasai - University of Essex / Department of Economics - 2018
Persistent link: https://www.econbiz.de/10013162729
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Analysis of international capital inflows and institutional quality in emerging markets
Nxumalo, Immaculate Simiso; Makoni, Patricia Lindelwa - In: Economies : open access journal 9 (2021) 4, pp. 1-16
This study investigates the cointegrating and causality relationships between foreign direct investment (FDI), foreign portfolio investment (FPI) and institutional quality in a sample of 12 emerging market economies for the period from 2007 to 2017. A composite index for institutional quality...
Persistent link: https://www.econbiz.de/10012799984
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Bilateral international investments : the big sur?
Broner, Fernando; Didier, Tatiana; Schmukler, Sergio L.; … - 2020
Persistent link: https://www.econbiz.de/10012820721
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Bilateral international investments: the Big Sur?
Broner, Fernando; Didier, Tatiana; Schmukler, Sergio L.; … - 2020
Using country-to-country data, this paper documents a set of novel stylized facts about the rise of the South in global finance. The paper assembles comprehensive bilateral data on cross-border bank loans and deposits, portfolio investment in debt and equity, foreign direct investment, and...
Persistent link: https://www.econbiz.de/10012387053