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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Detalhes bibliográficos
Main Authors: Yaman O. Erzurumlu, Giray Gozgor
Formato: Artigo
Idioma:Inglês
Publicado em: EconJournals 2014-09-01
Colecção:International Journal of Economics and Financial Issues
Assuntos:
central and eastern european economies
foreign direct investment
foreign portfolio investment
volatility models
panel data estimation techniques
Acesso em linha:https://dergipark.org.tr/tr/pub/ijefi/issue/31963/352015?publisher=http-www-cag-edu-tr-ilhan-ozturk
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