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Exchange rate volatility and foreign portfolio investment in Nigeria
11 references·0 citing·41 second hop
Exchange rate volatility and foreign portfolio investment in Nigeria (2019)Exchange rate volatility and foreign port…Determinants of Exchange Rate Volatility: New Estimates from Nigeria (2017)Determinants of Exchange Rate…U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing? (2016)U.S. Equity Investment in For…Does the Volatility of Exchange Rate Affect the Economic Performance of Countries in the West African Monetary Zone? A Case of Nigeria and Ghana (2015)Does the Volatility of Exchan…Exchange–Rates Volatility in Nigeria: Application of GARCH Models with Exogenous Break (2013)Exchange–Rates Volatility in …Modelling the Long Run Determinants of Foreign Portfolio Investment in Nigeria (2012)Modelling the Long Run Determ…Modelling the Long Run Determinants of Domestic Private Investment in Nigeria (2012)Modelling the Long Run Determ…The Legacy of Modern Portfolio Theory (2002)The Legacy of Modern Portfoli…Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995 (2002)Modelling the determinants of…Modelling fundamentals for forecasting capital flows to emerging markets (2001)Modelling fundamentals for fo…Capital Flows to Developing Countries: Long- and Short-Term Determinants (1997)Capital Flows to Developing C…Multinational Enterprises and the Global Economy. (1995)Multinational Enterprises and…International Portfolio Choice and Corporation Finance: A Synthesis (1983)An Intertemporal General Equilibrium Model of Asset Prices (1985)The World Price of Covariance Risk (1991)Equity and bond flows to Latin America and Asia: the role of global and country factors (1998)Foreign portfolio investors before and during a crisis (2002)What Segments Equity Markets? (2011)Macroeconomics and Reality (1980)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Impact of Capital Inflows on Economic Growth of Developing Countries (2015)Determinants of Foreign Portfolio Investment and Its Effects on China (2016)Portfolio diversification between developed and developing stock markets: The case of US and UK investors in Nigeria (2017)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)ESTIMATES OF HOUSEHOLD SECTOR WEALTH FOR SOUTH AFRICA, 1970-2003 (2006)Measurement of Capital Flight: Methodology and Results for Sub‐Saharan African Countries* (2010)China's capital flight: Pre- and post-crisis experiences (2015)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Evaluating the influence of green growth, institutional quality and financial inclusion on financial stability: evidence by sustainable finance theory (2023)Credit Rationing in Markets with Imperfect Information (1981)What Kind of Capital Flows Does the IMF Catalyze and When? (2006)Bonds or Loans? The Effect of Macroeconomic Fundamentals (2007)Co-Integration and Error-Correction: Representation, Estimation, and Testing (2010)Macroeconomic factors and foreign portfolio investment volatility: A case of South Asian countries (2015)Portfolio Selection (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Robust portfolios: contributions from operations research and finance (2009)Decision-making for financial trading: A fusion approach of machine learning and portfolio selection (2018)Portfolio optimization with return prediction using deep learning and machine learning (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Testing for a Unit Root in Time Series Regression (1988)Modeling and forecasting exchange rate volatility in Bangladesh using GARCH models: a comparison based on normal and Student’s t-error distribution (2017)Control on capital inflows: do they work? (2000)Globalization and the Decline of the Welfare State in Less-Developed Countries (2002)Comparative assessment of macroprudential policies (2016)Relationships between operational practices and performance among early adopters of green supply chain management practices in Chinese manufacturing enterprises (2004)The Uppsala internationalization process model revisited: From liability of foreignness to liability of outsidership (2009)World Investment Report (2017)Does Exchange Rate Have Asymmetric Impact on Trade Balance? Fresh Insights from Combined Cointegration (2020)
this work references cited by second hop

References

  • 1995Multinational Enterprises and the Global Economy.3,887 cited
  • 2016U.S. Equity Investment in Foreign Markets: Portfolio Rebalancing or Return Chasing?433 cited
  • 1997Capital Flows to Developing Countries: Long- and Short-Term Determinants337 cited
  • 2002The Legacy of Modern Portfolio Theory335 cited
  • 2002Modelling the determinants of capital flows and capital flight: with an application to South African data from 1960 to 1995112 cited
  • 2001Modelling fundamentals for forecasting capital flows to emerging markets108 cited
  • 2013Exchange–Rates Volatility in Nigeria: Application of GARCH Models with Exogenous Break51 cited
  • 2012Modelling the Long Run Determinants of Domestic Private Investment in Nigeria40 cited
  • 2012Modelling the Long Run Determinants of Foreign Portfolio Investment in Nigeria36 cited
  • 2017Determinants of Exchange Rate Volatility: New Estimates from Nigeria30 cited
  • 2015Does the Volatility of Exchange Rate Affect the Economic Performance of Countries in the West African Monetary Zone? A Case of Nigeria and Ghana29 cited

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