Foreign portfolio investment and the US macroeconomic conditions
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DOI: 10.1016/j.najef.2023.101964
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More about this item
Keywords
Foreign portfolio investment; Debt; Equity; Dynamic factor model; VAR; Bayesian; MCMC;All these keywords.
JEL classification:
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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