Essays about: "bilateral FDI intensity"

Found 1 essay containing the words bilateral FDI intensity.

  1. 1. The dynamic evolution of stock market integration between China, Japan and South Korea. What are the key determinants of regional stock market integration between these countries?

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Heinz Munzinger; Shangjie Liu; [2013]
    Keywords : China; Japan; South Korea; stock market integration; DCC- MGARCH model; bilateral FDI intensity; bilateral trade intensity; interest rate; inflation.; Business and Economics;

    Abstract : This paper investigates the dynamic evolution of the conditional correlation between the stock markets of China, Japan and South Korea by using the DCC-MGARCH model and investigates the key determinants of regional stock market integration by using a linear equation framework. The sample period is from January 1995 until December 2012. READ MORE