Dal Bianco, Silvia; Nguyen Cong To Loan - In: International Journal of Financial Studies : open … 5 (2017) 1, pp. 1-17
volatility series are estimated through the Generalized Autoregressive Conditional Heteroscedasticity model (GARCH). Our results …This paper investigates the impact of price and real exchange rate volatility on Foreign Direct Investment (FDI … statistically significant negative effect of exchange rate volatility on FDI is found. Price volatility, instead, turns out to be …