Keywords: Equity flows
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Journal Articles
Studies in Economics and Finance (2013) 30 (1): 4–21.
Published: 01 March 2013
...Joseph J. French; Vijay Kumar Vishwakarma Purpose The purpose of this paper is to dissect the dynamic linkages between foreign equity flows, exchange rates and equity returns in the Philippines. Design/methodology/approach Using a parsimonious SVARX‐GARCH model and unique daily equity flow...

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