An Empirical Analysis of the Relationship Between Foreign Direct Investment, Stock Returns, and the Wider Economy in Brazil.
This paper tests the impact of foreign direct investment on stock returns in Brazil over the period 2003–2019, using quarterly data on a range of metrics. Structural breaks are identified and controlled for within a single-equation and system- based cointegration framework, whilst (Vector) Error Cor...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English English English English English English English English English English English English English English English English English English English English English English English English English English English English English English English English English English |
| Published: |
2022
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| Online Access: | https://eprints.nottingham.ac.uk/72127/ |