Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries

• Main Authors: Mori Kogid, Jaratin Lily, Rozilee Asid, James M. Alin, Dullah Mulok
• Format: Article
• Language: English; English
• Published: Springer Nature Switzerland AG. 2022
• Subjects: HG4501-6051 Investment, capital formation, speculation; HJ9701-9940 Public accounting. Auditing
• Online Access: https://eprints.ums.edu.my/id/eprint/32974/1/Volatility%20spillover%20and%20dynamic%20co-movement%20of%20foreign%20direct%20investment%20between%20Malaysia%20and%20China%20and%20developed%20countries.pdf; https://eprints.ums.edu.my/id/eprint/32974/3/Volatility%20spillover%20and%20dynamic%20co%20movement%20of%20foreign%20direct%20investment%20between%20Malaysia%20and%20China%20and%20developed%20countries.pdf; https://eprints.ums.edu.my/id/eprint/32974/; https://link.springer.com/article/10.1007/s11135-021-01123-9; https://doi.org/10.1007/s11135-021-01123-9

This study delves into the relationship between Malaysia and several countries—China, Singapore, Japan and the United States of America (USA), through FDI relations using the multivariate GARCH model. The annual time series data was used over the period of 1982 to 2017. The study was able to prove s...