Capital‐flow volatility in emerging markets: A panel GARCH approach-Reference-Cited by-同舟云学术

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Capital‐flow volatility in emerging markets: A panel GARCH approach

Published:2022-11-13 Issue: Volume: Page:
ISSN:1367-0271
Container-title:International Finance
language:en
Short-container-title:International Finance

Author:

Kaya Ahmet Ihsan¹²^ORCID,Erden Lutfi²^ORCID

Affiliation:

1. Economics and Prosperity British Embassy Ankara Turkey

2. Department of Economics Hacettepe University Ankara Turkey

Publisher

Wiley

Subject

Finance,Development,Geography, Planning and Development

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/infi.12427

Reference39 articles.

1. Capital flows to emerging market economies: A brave new world?

2. Capital Flows in a Globalized World

3. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

4. Barrot L. D. &Servén L.(2018).Gross capital flows common factors and the global financial cycle [Policy Research Working Paper No. 8354]. World Bank.

5. Emerging equity market volatility

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1. The volatility of capital flows in emerging markets: Measures and determinants;Journal of International Money and Finance;2024-07

2. INTERNATIONAL TRADE: CHALLENGES OF MODERN GEOPOLITICAL CONFLICTS;International Trade and Trade Policy;2024-05-02

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