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Revisiting the long-run relationship between real exchange rates and real interest differentials : a productivity differential approach
Caporale, Guglielmo Maria; Pittis, Nikitas - 1998
Persistent link: https://www.econbiz.de/10000667260
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Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria - 2013
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01-2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it …
Persistent link: https://www.econbiz.de/10013081704
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Exchange Rate Uncertainty and International Portfolio Flows
Caporale, Guglielmo Maria - 2014
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01-2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it …
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
Persistent link: https://www.econbiz.de/10009767876
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Exchange rate uncertainty and international portfolio flows
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Nicola - 2013
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01- 2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it …
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
, the UK, Japan, Canada, the euro area, and Sweden over the period 1988:01-2011:12. The results indicate that the effect of … exchange rate uncertainty on equity flows is negative in the euro area, the UK and Sweden, and positive in Australia, whilst it …
Persistent link: https://www.econbiz.de/10009743845
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International capital markets structure, preferences and puzzles : a “US-China World”
Caporale, Guglielmo Maria; Donadelli, Michael; Varani, … - In: Journal of international financial markets, … 36 (2015), pp. 85-99
Persistent link: https://www.econbiz.de/10011474910
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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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Geopolitical risk and cross-border portfolio flows : effects and Channels
Caporale, Guglielmo Maria; Ali, Faek Menla - 2024
This paper analyses the short- and long-term effects of geopolitical uncertainty on cross-border portfolio flows between the US and 41 developed and emerging economies over the period January 1992-November 2022. We find that geopolitical uncertainty decreases equity inflows from other countries...
Persistent link: https://www.econbiz.de/10015065292
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Cross-border portfolio flows and news media coverage
Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2020
This paper investigates the dynamic linkages between portfolio flows and various news indices (based on both "positive" and "negative" news headlines collected from Bloomberg), whilst also controlling for a comprehensive set of push and pull factors. The monthly panel examined comprises 49...
Persistent link: https://www.econbiz.de/10012171852