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A cointegration of the exchange rate and macroeconomic fundamentals : the case of the Indonesian Rupiah vis-á-vis currencies of primary trade partners

Salim, Agus; Shi, Kai - In: Journal of risk and financial management : JRFM 12 (2019) 2/87, pp. 1-17

Since the appearance of persistent research finding a disconnection between the exchange rate and its macroeconomic fundamentals, the empirical debate has not stopped. Studies employ various methods to explain the presence of the exchange rate disconnect puzzle, including applying models to the...

Persistent link: https://www.econbiz.de/10012022085

Testing the theory of PPP for emerging market economies that practice flexible exchange rate regimes

Mike, Faruk; Kızılkaya, Oktay - In: Applied economics letters 26 (2019) 17, pp. 1411-1417

Persistent link: https://www.econbiz.de/10012204810

Exchange rate misalignment and total factor productivity growth in case of emerging market economies

Akram, Vaseem; Rath, Badri Narayan - In: International economics and economic policy : IEEP 15 (2018) 3, pp. 547-564

Persistent link: https://www.econbiz.de/10011955330

Remittances and equilibrium real exchange rates in emerging and small open countries

Rey, Serge; Dienesch, Elisa - In: Exchange rates in developed and emerging markets : …, (pp. 201-222). 2013

Persistent link: https://www.econbiz.de/10010212581

Foreign capital in Latin America : a long-run structural global VAR perspective

Boschi, Melisso (contributor) - 2007

Persistent link: https://www.econbiz.de/10003595805

Foreign Capital in Latin America : A Long-Run Structural Global VAR Perspective

Boschi, Melisso - 2007

I study the determinants of capital flows to Argentina, Brazil, and Mexico, assessing the relative importance of domestic and global factors. I estimate six VECM models, one for each Latin American country plus the Euro Area, Japan, and USA, and then embed them in a multi-country Global VAR. The...

Persistent link: https://www.econbiz.de/10012728441

International financial integration and Real Exchange Rate long-run dynamics in emerging countries : some panel evidence

Caporale, Guglielmo Maria; Amor, Thouraya Hadj; Rault, … - 2009

The aim of this paper is to provide new empirical evidence on the impact of international financial integration on the long-run Real Exchange Rate (RER) in 39 developing countries belonging to three different geographical regions (Latin America, Asia and MENA). It covers the period 1979-2004,...