Dynamic association of stock market volatility, foreign portfolio investment and macroeconomic indicators by taking the impact of structural breaks

In an asymmetric information environment, investors diversify their investments to minimize risk and maximize their wealth. Such diversification ranges from one market to another market and from one country to another country. Investors prefer foreign portfolio investment over foreign direct investm...

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Hlavní autoři:	Sayyed Sadaqat Hussain Shah, Muhammad Yaqub, Muhammad Asif Khan, Hossam Haddad, Nidal Mahmoud Al-Ramahi, Abrish Zaheer, Mohammed Arshad Khan, Mário Nuno Mata
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Elsevier 2023-08-01
Edice:	Heliyon
Témata:	Stock market volatility Foreign portfolio investment Macroeconomic indicators Structural breaks ARDL model
On-line přístup:	http://www.sciencedirect.com/science/article/pii/S2405844023063235
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