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direct investment (FDI) inflows in India using quarterly data from 1990:II to 2008:I. Generalized Auto Regressive Conditional … run relationship among FDI, RER and the GARCH measure of exchange rate volatility, and also a short run causality flow … from RER and its volatility to FDI. However, we find no discernible link from FDI to RER and its volatility in the short …
Persistent link: https://www.econbiz.de/10013082549
This paper tries to investigate the Long Term and Short term casual relationship between Foreign Direct Investment (FDI … Direct Investment (FDI) and Foreign exchange rates (FX) expect for YEN/INR. The Short-term relationship test confirms that … there exists a uni-directional relationship between the FX and FDI. Therefore FX has stronger ability to predict subsequent …
Persistent link: https://www.econbiz.de/10012953137
affected by the flows of FDI, GDP per capita, Capital formulation and House hold consumption. The results have profound …
Persistent link: https://www.econbiz.de/10012933942
and foreign direct investment (FDI) inflows in China. The justification is that the undertaken topic is preeminent for … of China are analyzed. The main empirical results indicate that a change in exchange rates negatively affects FDI inflows … fluctuations and FDI inflows. Furthermore, a structural break occurs during the 2007-2009 global financial crisis shock to FDI …
Persistent link: https://www.econbiz.de/10012237231
The paper examines the impact of exchange rates on foreign direct investment (FDI) inflows into the United States in … the context of a model that allows for the interdependence of FDI over time. Interdependence is modeled as a two …-state Markov process where the two states can be interpreted as either a favorable or an unfavorable environment for FDI in an …
Persistent link: https://www.econbiz.de/10013143281
The exchange rate between the Naira and other currencies has continued to witness variability with depreciation. This variability makes it difficult to predict returns. Against this background, this paper examines the naira exchange rate vis-a-vis four other currencies. The impact of exogenous...
Persistent link: https://www.econbiz.de/10011661515
Aim/purpose - The aim of this paper is to present two cases of crises in Greece and Italy and to evaluate the shadow exchange rates of hypothetical new currencies (re)introduced after Grexit and Italexit. Design/methodology/approach - Both shadow exchange rates are estimated using speculative...
Persistent link: https://www.econbiz.de/10013166669
By exploiting the information in a panel data set, this paper is able to construct more powerful tests of various hypotheses on the determinants of real exchange rates than would be possible with single-country time-series data. Focusing on annual data for 20 industrial countries from 1973...
Persistent link: https://www.econbiz.de/10014179688
We propose a model with mean-variance foreign investors who exhibit a convex disutility associated to brown bond holdings. The model predicts that bond green premia should be smaller in economies with a closer financial account and highly volatile exchange rates. This happens because foreign...
Persistent link: https://www.econbiz.de/10014441622
This study examines the dynamic interactions among foreign direct investment (FDI), economic growth (GDPG), and real … causal shock flows from both FDI and RER to GDPG. Also, the response of FDI to the shock in RER is positive. Therefore, it is …
Persistent link: https://www.econbiz.de/10014500390