Article ID Journal Published Year Pages File Type
5083889 International Review of Economics & Finance 2012 17 Pages PDF
Abstract
► We examine the nexus between foreign exchange rates and portfolio flows in Africa. ► Relationship between the two variables are country-dependent and time-varying. ► International portfolio flows in Africa are non-persistent and relatively volatile. ► These findings are robust to alternative VAR specifications.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
The dynamic relation between foreign exchange rates and international portfolio flows: Evidence from Africa's capital markets
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