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...
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| 格式: | Article |
| 語言: | English |
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Serials Publications (New Delhi, India)
2011
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| 在線閱讀: | 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 |
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