Portfolio investment
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Foreign Direct Investment Inflows and Financial Development in Central and Eastern European Union Countries: A Panel Cointegration and Causality Open
Foreign direct investment (FDI) inflows have increased considerably in the globalized world as of the mid-1980s. The main objective of this research is to analyze interactions between FDI inflows and financial sector development in Central…
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Globalization and the Geography of Capital Flows Open
In this note, we document the large and growing distortions in official capital flows and investment statistics as a result of globalization. We provide a series of stylized facts about the extent and causes of these distortions, and also …
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Are Capital Flows Fickle? Increasingly? And Does the Answer Still Depend on Type? Open
According to conventional wisdom, capital flows are fickle. Focusing on emerging markets, we ask whether this conventional wisdom still holds in our contemporary world. Our results show that, despite recent structural and regulatory change…
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Global Standards in the Asian Infrastructure Investment Bank: The Contribution of the European Members Open
In 2015, seventeen European states joined the Asian Infrastructure Investment Bank ( AIIB ) as Founding Members. France, Germany, Italy and the United Kingdom, among the group, have the largest share of capital and votes, giving them signi…
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Determinants of foreign portfolio investment: the case of Jordan Open
This study investigates the determinants of foreign portfolio investment in Jordan using series of data covering the period from 2000 to 2016. Eight independent variables were employed. They are: aggregate economic activity, inflation, int…
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DAMPAK INKLUSI KEUANGAN TERHADAP STABILITAS SISTEM KEUANGAN DI ASIA Open
Financial inclusion is one of strategy to increase inclusive growth in Asian countries. However, it may cause either stability or instability in the financial system. Therefore, this research aimed to analyze the relationship between finan…
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THEORETICAL ASPECTS OF THE ENTERPRISE INVESTMENT PORTFOLIO SET-UP Open
Б а с р е д а к т о р ҚР ҰҒА құрметті мүшесі Балықбаев Т.О.Р е д а к ц и я а л қ а с ы:
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Using Grey Incidence Analysis Approach in Portfolio Selection Open
Due to the development of financial markets, products, financial and mathematical models, portfolio selection today represents a comprehensive set of activities. Investors take into consideration many different factors, such as the market …
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A Study of the Factors Affecting the Choice of Investment Portfolio by Individual Investors in Singapore Open
Singapore being an island economy and a financial hub with residents from diverse backgrounds, huge ethnic diversity, coming from different part of the world. This study aims to gain insights and information into the factors that affect in…
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UK investment trust portfolio strategies before the First World War† Open
UK investment trust companies were at the forefront of financial innovation during the so‐called first globalization era before the First World War. This study examines their portfolio strategies in detail, using a unique dataset of 115 po…
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Exchange rate volatility and foreign portfolio investment in Nigeria Open
The study examines the link between exchange rate volatility and foreign portfolio in Nigeria using data that covers the period 1996Q1 to 2016Q4. The theoretical framework used is the return and creditworthiness model, which is based on th…
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International Capital Flows at the Security Level – Evidence from the ECB’s Asset Purchase Programme Open
We analyse euro area investors' portfolio rebalancing during the ECB's Asset Purchase Programme at the security level. Our empirical analysis shows that euro area investors (in particular investment funds and households) actively rebalance…
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Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets Open
In the contemporary world bustling with global trade, a natural disaster or financial crisis in one country (or region) can cause substantial economic losses and turbulence in the local financial markets, which may then affect the economic…
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Determinants of Foreign Portfolio Investment and Its Effects on China Open
Foreign portfolio investment consists of securities and other capital inflows of assets possibly held by other foreign countries. Foreign Portfolio Investment (FPI) provides the investor with indirect ownership of financial assets. This st…
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Home country interest rates and international investment in U.S. bonds Open
We analyze how interest rates affect cross-border portfolio investments. Data on U.S. bond holdings by foreign investors from 31 countries for the period 2003–2016 and a large variety in movements in interest rates in these countries provi…
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The Coming Wave: Where Do Emerging Market Investors Put Their Money? Open
Using country- and institution-level data, we find that the “coming wave” of emerging- market (EM) investors systematically over- or underweight their equity portfolio holdings in a way that reflects the influences of past capital and trad…
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Portfolio Optimization for Defence Applications Open
The problem of designing an effective future defense force is quite complex and challenging. One methodology that is often employed in this domain is portfolio optimization, whereby the objective is to select a diverse set of assets that m…
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Outward FDI: Determinants and Flows in Emerging Economies: Evidence from China Open
Outward Foreign Direct Investment (OFDI) is the cross-border capital flow with the objective of the long-term association having at least a ten percent stake in the equity of the host country firm.In the case of new investment, the total e…
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Dynamic Effects of Foreign Portfolio Investment on Economic Growth in Nigeria Open
The slow growth rate and the deficit of full-fledged financial security have created the preconditions for studying the relationship between foreign investment and economic growth. In previous literature, key emphases on this issue were st…
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The Impact of Stock Market Performance on Foreign Portfolio Investment in China Open
The research is aimed at investigating the impact of stock market performance and inflation on foreign portfolio investment (FPI) in China. For this purpose, time series quarterly data from 2007Q1 to 2015Q4 is used. On the basis of station…
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Capital Flow Data – A Guide for Empirical Analysis and Real-Time Tracking Open
This paper provides an analytical overview of the most widely used capital flow datasets. The paper is written as a guide for academics who embark on empirical research projects and for policymakers who need timely information on capital f…
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Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis Open
The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.
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PORTFOLIO DIVERSIFICATION OPPORTUNITIES WITHIN EMERGING AND FRONTIER STOCK MARKETS: EVIDENCE FROM TEN ASIAN COUNTRIES Open
In this paper, we take the case of Asian investors in any one out of ten emerging and frontier Asian (EFA) nations with an investment portfolio comprising of the MSCI of the home country, MSCIs of nine other Asian countries and stock marke…
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Crypto market relationships with bric countries' uncertainty – A wavelet-based approach Open
This study focuses on exploring the relationships between different categories of crypto assets and measures of uncertainty in BRIC countries, specifically examining geopolitical risk (GPR) and economic policy uncertainty (EPU). Our findin…
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Does Patent Help to Build Investment Portfolio of China A-Shares under China-US Trade Conflict? Open
Patent, a legal representation of innovation achievement, is strongly meaningful for almost every country’s economic growth and technology development. China, the world’s no. 2 stock market, is the world’s largest patent application countr…
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Foreign Portfolio Investments, Exchange Rates and Capital Openness: A Panel Data Approach Open
Purpose: The aim of this paper is to examine the effect of real exchange rate and capital openness on foreign portfolio investments, using a panel of nine African countries, after the global financial crisis in the period 2009 -2016. Desig…
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The Comparation of Foreign Financial Investment and Human Investment Effect on Economic in Indonesia Base on Macro Economic Point of View Open
The purpose of this study is to compare the impact of the direction of the relationship between education and health investment with economic growth in Indonesia, with the impact and direction of the relationship of foreign direct investme…
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Stock Portfolio Optimization Using Pythagorean Fuzzy Numbers Open
Linear programming problems (LPP) have been widely used to address real-world problems, including the stock portfolio problem. In this study, an approach is proposed that incorporates Pythagorean fuzzy numbers (PFN) in the rate of risked r…
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Current Account Deficits During Heightened Risk: Menacing or Mitigating?* Open
Large current account deficits, and the corresponding reliance on capital flows from abroad, can increase a country’s vulnerability to periods of heightened risk. We develop a framework to evaluate such vulnerabilities and clarify which ch…
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Financial globalisation and the labour share in developing countries: The type of capital matters Open
In this paper, we investigate how de facto financial globalisation has influenced the labour share in developing countries. Our main argument is the need to distinguish between different types of capital in this context as they differ in t…