Dynamics of floating exchange rate: How important are capital flows relative to macroeconomic fundamentals?

Wei Sun; Lian An

doi:10.1007/s12197-009-9103-5

Dynamics of floating exchange rate: How important are capital flows relative to macroeconomic fundamentals?

Coggin College of Business

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	456-472
Number of pages	17
Journal	Journal of Economics and Finance
Volume	35
Issue number	4
DOIs	https://doi.org/10.1007/s12197-009-9103-5
State	Published - Oct 2011
Externally published	Yes

ASJC Scopus Subject Areas

Finance
Economics and Econometrics

Keywords

Capital Flows
Direct Investment
Exchange Rate
Portfolio Investment
Structural VAR

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10.1007/s12197-009-9103-5

Cite this

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title = "Dynamics of floating exchange rate: How important are capital flows relative to macroeconomic fundamentals?",

keywords = "Capital Flows, Direct Investment, Exchange Rate, Portfolio Investment, Structural VAR",

author = "Wei Sun and Lian An",

year = "2011",

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journal = "Journal of Economics and Finance",

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KW - Portfolio Investment

KW - Structural VAR

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Dynamics of floating exchange rate: How important are capital flows relative to macroeconomic fundamentals?

ASJC Scopus Subject Areas

Keywords

Access to Document

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