Erzurumlu, Yaman O.; Gozgor, Giray - In: International Journal of Economics and Financial Issues 4 (2014) 3, pp. 457-464
This paper empirically examines short-andlong-run relationships between foreign direct investments (FDI) and volatility of foreign portfolio investments (FPI) in 12 Central and Eastern European (CEE) countries. We use the Generalized Autoregressive Conditional Heteroskedasticity models to...