The non-persistent relationship between foreign equity flows and emerging stock market returns across quantiles
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DOI: 10.1016/j.intfin.2018.03.002
Abstract: We compare the performance of two state-of-the-art predictive regression methods of IVX-Wald (Kostakis et al., 2015), IVX-Quantile regression (Lee, 2016) with the traditional OLS in examining the relationship between foreign equity flows and emerging stock… read more here.
Keywords: equity; foreign equity; emerging stock; equity flows ... See more keywords