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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

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 bilateral data for the US vis-a-vis eight Asian developing and emerging countries (India, Indonesia, South Korea, Pakistan, Hong Kong, Thailand, the Philippines, and Taiwan) over...

Persistent link: https://www.econbiz.de/10011382694

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 bilateral data for the US vis-a-vis eight Asian developing and emerging countries (India, Indonesia, South Korea, Pakistan, Hong Kong, Thailand, the Philippines, and Taiwan) over...

Persistent link: https://www.econbiz.de/10011387464

Real exchange rates in Latin America : the PPP hypothesis and fractional integration

Caporale, Guglielmo Maria (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003769811

Testing PPP for the South African rand/US dollar exchange rate at different frequencies

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010

Persistent link: https://www.econbiz.de/10003979854

Real exchange rates in Latin America : the PPP hypothesis and fractional integration

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - In: Journal of economic development 35 (2010) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10003988042

Exchange Rate Parities and Taylor Rule Deviations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

January 1993 to December 2020 for five inflation-targeting countries (the UK, Canada, Australia, New Zealand and Sweden) and … speed is twice as fast when deviations are small and the credibility of the central bank is higher. Third, inflation …

Persistent link: https://www.econbiz.de/10013236279

Exchange rate parities and taylor rule deviations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

Persistent link: https://www.econbiz.de/10012491545

Exchange rate parities and Taylor rule deviations

Anderl, Christina; Caporale, Guglielmo Maria - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 1809-1835

Persistent link: https://www.econbiz.de/10013440437

Testing for UIP : nonlinearities, monetary announcements and interest rate expectations

Anderl, Christina; Caporale, Guglielmo Maria - 2021

. The analysis is conducted for five inflation targeting countries (the UK, Canada, Australia, New Zealand and Sweden) and … near future, namely central banks are perceived as more credible when sticking to their goal of keeping inflation at a low …, UIP holds better in inflation targeting countries, where monetary authorities appear to achieve a higher degree of …

Persistent link: https://www.econbiz.de/10012508617

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