Foreign portfolio investment and economic growth : an asymmetric cointegration approach.

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Foreign portfolio investment and economic growth : an asymmetric cointegration approach.

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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Bibliographic Details
Main Authors:	Duasa, Jarita, Kassim, Salina
Format:	Monograph
Language:	English
Published:	International Islamic University 2009
Subjects:	HB Economic Theory HG3810 Foreign exchange
Online Access:	http://irep.iium.edu.my/427/ http://irep.iium.edu.my/427/1/salina.pdf

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