Co-movement of Foreign Direct and Portfolio Investments in Central and Eastern Europe

This paper empirically examines short- and long-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 calculat...

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Bibliographic Details
Main Authors: Yaman O. Erzurumlu, Giray Gozgor
Format: Artigo
Language:Inglês
Published: EconJournals 2014-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
central and eastern european economies
foreign direct investment
foreign portfolio investment
volatility models
panel data estimation techniques
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/31963/352015?publisher=http-www-cag-edu-tr-ilhan-ozturk
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