Article ID Journal Published Year Pages File Type
5089718 Journal of Banking & Finance 2012 11 Pages PDF
Abstract
► We assess decoupling in emerging market economies with a Bayesian dynamic common factor model. ► The model is applied to real exchange rate appreciation and reserve growth. ► We do not find evidence of emerging market decoupling.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Are emerging market indicators of vulnerability to financial crises decoupling from global factors?
Authors
, ,