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dc.contributor.authorGhosh, Saurabhen
dc.contributor.authorReitz, Stefanen
dc.date.accessioned2012-08-16-
dc.date.accessioned2012-09-13T11:50:44Z-
dc.date.available2012-09-13T11:50:44Z-
dc.date.issued2012-
dc.identifier.urihttp://hdl.handle.net/10419/62345-
dc.description.abstractIn this paper we empirically investigate the relationship between capital flows and exchange rates in India based on a new index of real effective exchange rates for the Indian Rupiah. Instead of using consumer price indices we deflate exchange rates by MSCI asset price indices. The cointegration analysis indicates a long-run equilibrium relationship between our real financial market exchange rate and the net outstanding equity investment in India. In the short run capital inflows are accompanied by an appreciation of real financial exchange rate of the Rupiah.en
dc.language.isoengen
dc.publisher|aKiel Institute for the World Economy (IfW) |cKielen
dc.relation.ispartofseries|aKiel Advanced Studies Working Papers |x461en
dc.subject.jelF31en
dc.subject.jelG15en
dc.subject.jelE58en
dc.subject.ddc330en
dc.subject.keywordReal Exchange Rateen
dc.subject.keywordCapital Flowsen
dc.subject.keywordFinancial Asset Pricesen
dc.subject.keywordEmerging Financial Marketsen
dc.subject.keywordIndiaen
dc.titleCapital flows, financial asset prices and real financial market exchange rate: A case study for an emerging market, India-
dc.typeWorking Paperen
dc.identifier.ppn72134822Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen
dc.identifier.repecRePEc:zbw:ifwasw:461en

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