This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …

This paper investigates the effects of equity and bond portfolio in.ows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …

Capital flow volatility is a concern for macroeconomic and financial stability. Nonetheless, literature is scarce in … period 1970Q1-2016Q1, we construct three measures of volatility, for total capital flows and key instruments. Second, we … perform panel regressions to understand the determinants of volatility. The measures show that the volatility of all …

This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …

This paper investigates the effects of equity and bond portfolio inflows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …

capital flow volatility in emerging Asian economies over the period 1999 to 2020. Using a panel analysis and impulse response … emerging economies in terms of capitalization helps to mitigate against capital flow volatility, while foreign investor …

in capital flow volatility in emerging Asian economies over the period 1999 to 2020. Using a panel analysis and impulse … ten Asian emerging economies in terms of capitalization helps to mitigate against capital flow volatility, while foreign …

Capital flow volatility is a concern for macroeconomic and financial stability. Nonetheless, literature is scarce in … developing economies over the period 1970Q1-2016Q4, we construct three measures of volatility, for total capital flows and key … instruments. Second, we perform panel regressions to understand the determinants of volatility. The measures show that, after a …

This paper analyzes the determinants of the volatility of different types of capital inflows to emerging countries …. After calculating a variable that proxies capital flows volatility, we study its possible causality relations with a set of …, various factors exhibit a non-robust effect on the volatility of the three different categories of capital flows, which poses …