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Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2013
Persistent link: https://www.econbiz.de/10009767876
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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - In: Journal of international money and finance 54 (2015), pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
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Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria - 2013
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …
Persistent link: https://www.econbiz.de/10013081704
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - In: Research in international business and finance 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013286262
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Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria - 2014
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …
Persistent link: https://www.econbiz.de/10013063941
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Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2013
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …
Persistent link: https://www.econbiz.de/10009741957
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Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2013
is negative in all countries except Canada (where it is positive) in the case of bond flows. Under the assumption of risk …
Persistent link: https://www.econbiz.de/10009743845
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Economic policy uncertainty : persistence and cross-country linkages
Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2020
This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy Uncertainty (EPU) index constructed by Baker et al. (2016) in six of the biggest economies (Canada, France, Japan, US, Ireland, and Sweden) over the period from January 1985 to October 2019. In particular,...
Persistent link: https://www.econbiz.de/10012219127
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The effects of physical and transition climate risk on stock markets : some multi-country evidence
Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2024
This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in … results suggest a positive impact of transition risk on stock returns and a negative one of physical risk, especially in the … short term. Further, while physical risk appears to have an immediate impact, transition risk is shown to affect stock …
Persistent link: https://www.econbiz.de/10014564303
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Macro-financial linkages in the high-frequency domain : economic fundamentals and the Covid-induced uncertainty channel in US and UK financial markets
Caporale, Guglielmo Maria; Karanasos, Menelaos; Yfanti, … - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1581-1608
Persistent link: https://www.econbiz.de/10014533276