An asymmetric cointegration approach of foreign portfolio investment-growth nexus

The present study attempts to analyze the long-run equilibrium relationship between foreign portfolio investment (FPI) and real Gross Domestic Product (GDP) by cointegration tests assuming asymmetric adjustment. Following Enders and Siklos (2001), the Engle-Granger two-step cointegration test is exp...

Full description

Saved in:
Bibliographic Details
Main Author: Duasa, Jarita
Format: Article
Language:English
Published: Serials Publications (New Delhi, India) 2011
Subjects:
Online Access:http://irep.iium.edu.my/31554/1/An_Asymmetric_Cointegration.pdf
http://irep.iium.edu.my/31554/
http://www.serialspublications.com/journals1.asp?jid=388
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items