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