Update on SEACEN Working Paper 4/2022 co-authored by Dr. Mangal Goswami, Dr. Victor Pontines and Mr. Yassier Mohammed
A revised version of SEACEN Working Paper No. 04/2022 co-authored by Dr. Mangal Goswami, Dr. Victor Pontines and Mr. Yassier Mohammed, is now accepted for publication at the International Review of Financial Analysis published by Elsevier. Using high-frequency, proprietary data on daily net non-resident portfolio flows to emerging markets, our study employs time and frequency domain connectedness techniques to examine the net transmission of the broad US dollar exchange rate index to debt and equity portfolio flows of EM economies.
