Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14365/1780
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dc.contributor.authorAydogan, Berna-
dc.contributor.authorVardar, Gulin-
dc.contributor.authorYelkenci, Tezer-
dc.date.accessioned2023-06-16T14:24:54Z-
dc.date.available2023-06-16T14:24:54Z-
dc.date.issued2021-
dc.identifier.issn1752-0843-
dc.identifier.issn1752-0851-
dc.identifier.urihttps://doi.org/10.1080/17520843.2020.1814376-
dc.identifier.urihttps://hdl.handle.net/20.500.14365/1780-
dc.description.abstractThis paper focuses on the role of exchange rate uncertainty on the net portfolio flows using a bilateral monthly data for the US vis-a-vis six emerging countries (E-6) (India, Brazil, Mexico, Russia, Indonesia and Turkey) over the period 1993:01-2017:12. Employing Markov Regime Switching CCC GARCH model, the results suggest that exchange rate volatility affects both net bond and net equity flows for whole sample. The correlation evidence between net portfolio flows and exchange rate uncertainty is stronger in the cases of Brazil and Mexico, in terms of supporting these countries' bond and equity home bias in high volatility regime.en_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofMacroeconomıcs And Fınance in Emergıng Market Economıesen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectInternational Portfolio Flowsen_US
dc.subjectexchange rate uncertaintyen_US
dc.subjectMarkov Switching Regime Shiftsen_US
dc.subjectnonlinear dependenceen_US
dc.subjectCCC GARCHen_US
dc.subjectHome Biasen_US
dc.subjectCapital Flowsen_US
dc.subjectInvestmenten_US
dc.subjectModelen_US
dc.subjectDiversificationen_US
dc.subjectSegmentationen_US
dc.subjectPreferenceen_US
dc.subjectReturnsen_US
dc.subjectPricesen_US
dc.subjectDollaren_US
dc.titleRevisiting portfolio flows - exchange rate nexus in emerging markets: a Markov Regime Switching MGARCH approachen_US
dc.typeArticleen_US
dc.identifier.doi10.1080/17520843.2020.1814376-
dc.identifier.scopus2-s2.0-85090138645en_US
dc.departmentİzmir Ekonomi Üniversitesien_US
dc.authorscopusid54946151900-
dc.authorscopusid57209829415-
dc.authorscopusid56455368000-
dc.identifier.volume14en_US
dc.identifier.issue3en_US
dc.identifier.startpage219en_US
dc.identifier.endpage240en_US
dc.identifier.wosWOS:000758865000001en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ3-
item.grantfulltextreserved-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextWith Fulltext-
item.languageiso639-1en-
item.cerifentitytypePublications-
crisitem.author.dept03.04. International Trade and Finance-
crisitem.author.dept03.04. International Trade and Finance-
Appears in Collections:Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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