799
Views
6
CrossRef citations to date
0
Altmetric
Symposium: Recent Development in Finance and Banking in Emerging Markets

Foreign Portfolio Investment Flows and Exchange Rate: Evidence in Indonesia

& ORCID Icon

References

  • Cenedese, G., R. Payne, L. Sarno, and G. Valente. 2016. What do stock markets tell us about exchange rates? Review of Finance 20(3):1045–80. doi:10.1093/rof/rfv032.
  • Curcuru, S. E., C. P. Thomas, F. E. Warnock, and J. Wongswan. 2014. Uncovered equity parity and rebalancing in international portfolios. Journal of International Money and Finance 47. Elsevier Ltd: 86–99. doi:10.1016/j.jimonfin.2014.04.009.
  • Engle, R. 2002. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business and Economic Statistics 20(3):339–50. doi:10.1198/073500102288618487.
  • Filipe, S. F. 2012. Equity order flow and exchange rate dynamics. Journal of Empirical Finance 19 (3). Elsevier B.V.: 359–81. doi: 10.1016/j.jempfin.2012.03.002.
  • Gabaix, X., and M. Maggiori. 2015. International liquidity and exchange rate dynamics. The Quarterly Journal of Economics 130(3):1369–420. doi:10.1093/qje/qjv016.Advance.
  • Granger, C. W. J., B.-N. Huang, and C.-W. Yang. 2000. A bivariate causality between stock prices and exchange rates: Evidence from recent Asianflu. The Quarterly Review of Economics and Finance 40:337–54. doi:10.1016/S1062-9769(00)00042-9.
  • Gujarati, D. N. 2004. Basic econometrics. New York. New York: McGraw-Hill International Edition. doi:10.1126/science.1186874.
  • Hau, H., and H. Rey. 2006. Exchange rates, equity prices, and capital flows. Review of Financial Studies 19(1):273–317. doi:10.1093/rfs/hhj008.
  • Killeen, W. P., R. K. Lyons, and M. J. Moore. 2006. Fixed versus flexible: Lessons from EMS order flow. Journal of International Money and Finance 25(4):551–79. doi:10.1016/j.jimonfin.2005.11.011.
  • Tsai, I. C. 2012. The relationship between stock price index and exchange rate in Asian markets: A quantile regression approach. Journal of International Financial Markets, Institutions and Money 22 (3). Elsevier B.V.: 609–21. doi: 10.1016/j.intfin.2012.04.005.
  • Wong, H. T. 2017. Real exchange rate returns and real stock price returns. International Review of Economics and Finance 49(February):340–52. doi:10.1016/j.iref.2017.02.004.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.