This paper studies the dynamics of volatility transmission between Central European currencies and euro/dollar foreign … exchange using model-free estimates of daily exchange rate volatility based on intraday data. We formulate a flexible yet … parsimonious parametric model in which the daily realized volatility of a given exchange rate depends both on its own lags as well …

. Fractional integration or I(d) models are estimated with a variety of specifications for the error term. In brief, we find … evidence that a lower degree of integration is associated with lower data frequencies. In particular, when the data are …

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 … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility …

The paper investigates the impact of exchange rate volatility on growth in Emerging Europe and East Asia. Exchange … panel estimations provide evidence for a negative impact of exchange rate volatility on growth both in Emerging Europe and …

news and communication along with the estimated exchange rate misalignment on exchange rate as well as its volatility …

(GTD) we show a decrease in FDI as a consequence of terrorism. We also find evidence that FDI flows are more sensitive to … spill-over effects on FDI flows into neighboring countries and find evidence that cultural but not geographical closeness …

performance to vary with foreign direct investment (FDI) and shows that the foreign expansion itself is the dominant explanatory … outward FDI would lead to more domestic worker separations. FDI raises domestic-worker retention more pronouncedly among …

analyze a firm-level data set on German outbound FDI and innovate on previous studies by controlling for the mode of entry and …