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Journal articles on the topic 'Foreign Portfolio Investment Exchange Rate'

Author: Grafiati

Published: 7 June 2025

Last updated: 2 August 2025

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1

A. Ogundipe, Adeyemi, Joys Alabi, Abiola J. Asaleye, and Oluwatomisin M. Ogundipe. "Exchange rate volatility and foreign portfolio investment in Nigeria." Investment Management and Financial Innovations 16, no. 3 (2019): 241–50. http://dx.doi.org/10.21511/imfi.16(3).2019.22.

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The study examines the link between exchange rate volatility and foreign portfolio in Nigeria using data that covers the period 1996Q1 to 2016Q4. The theoretical framework used is the return and creditworthiness model, which is based on the push and pull factors theory. In achieving the objective, the study adopted the vector autoregressive model in ascertaining the dynamics between exchange rate volatility and foreign portfolio investment in Nigeria. Also, the study examines the impact of exchange rate innovations (shocks) on foreign portfolio investment and equally assesses how induced varia

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Ikezam, Nwonodi Daniel. "Foreign Portfolio Investment and Performance of the Nigerian Capital Market." Australian Finance & Banking Review 2, no. 1 (2018): 11–25. http://dx.doi.org/10.46281/afbr.v2i1.76.

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This study examined the effect of foreign portfolio investment on the performance of Nigerian capital market. The specific objectives are to investigate the impact of Net Foreign Portfolio Investment, Foreign Portfolio Investment in Equity, Foreign Portfolio Investment in Bonds, Foreign Portfolio in Government Securities and Nigerian Exchange Rate per US Dollar on the performance of Nigerian Capital Market. The required data were sourced from Central Bank of Nigeria (CBN) Statistical Bulletin and Stock Exchange Annual Report. The study has All Share Price Index and Market Capitalization as pro

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Zainuri. "Does Corruption and Government Regulation Matter to Foreign Portfolio Investment: Evidence from Asian and the European Union Countries." International Journal of Management and Economics Invention 07, no. 11 (2021): 2355–61. https://doi.org/10.47191/ijmei/v7i11.05.

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ABSTRACT: Economic integration in various countries impacts fluctuations in and out of capital and multiple economic cooperation between countries. The investment that is one form of implementation of economic integration positively influences a country's capital reserves. The study analyzed the influence of macroeconomic variables and proxied institutions with corruption variables and government regulations on foreign <em>portfolio investment </em>fluctuations in the twenty Asian and EU countries with the largest funds flows. The data used in this study is a data panel with a period

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Agunbiade, Olabode PhD. "Impact of Foreign Direct Investment (FDI) on Economic Growth in Nigeria: 1999 - 2022." African Journal of Business and Economic Development 4, no. 10 (2024): 31–43. https://doi.org/10.5281/zenodo.14265415.

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<em>This study examined the influence of foreign direct investment (FDI) on the economic growth of Nigeria by utilizing secondary data spanning the period from 1990 to 2022. The data were obtained from the World Development Indicator publications of 2022. The variables under investigation include the gross domestic product growth rate (GDPGR), foreign direct investment (FDI), foreign portfolio investment (FPI), exchange rate (EXCHR), and inflation (INF). The Augmented Dickey-Fuller (ADF) test was employed to assess the stationarity of the variables. The result revealed that economic growth and

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Mabwa, Catherine. "Foreign Capital Inflows and the Real Exchange Rate in Kenya." African Journal of Economics and Sustainable Development 7, no. 4 (2024): 129–41. http://dx.doi.org/10.52589/ajesd-zfuj4hov.

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Despite Kenya's efforts to attract foreign capital inflows, the country has faced challenges sustaining the inflow of foreign investments and continued surge in real exchange rate. The purpose of this empirical paper is to highlight the impact of foreign capital inflows (foreign direct investment, foreign portfolio investment and foreign remittances) on the exchange rate in Kenya from 1992 to 2022 as a sample, with a particular focus on disaggregated foreign capital inflows. The study time series methodology improves on previous research on this topic by engaging Autoregressive distributed lag

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Kurdiansyah, Iwan Wisandani, and Agus Ahmad Nasrulloh. "PENGARUH PDB DAN KURS RUPIAH-USD TERHADAP INVESTASI PORTOFOLIO ASING DI INDONESIA." Ekspansi: Jurnal Ekonomi, Keuangan, Perbankan, dan Akuntansi 13, no. 2 (2021): 170–78. http://dx.doi.org/10.35313/ekspansi.v13i2.3456.

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The influence of foreign investors on the financial sector in Indonesia is still very large. Therefore it is necessary to know the factors that affect the amount of Foreign Portfolio Investment in Indonesia. The aim of this study is to know the effect of the rupiah-usd exchange rate and GDP on Foreign Portfolio Investment in Indonesia in 2007Q1-2020Q4? The research method used is quantitative research. The data used is secondary data with documentation data collection techniques. The data analysis technique uses the Vectorautoregression (VAR) method with Eviews 9. The results of data analysis

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Thi Dieu Chi, Nguyen. "Impact of money supply and macroeconomic indicators on foreign portfolio investment: Evidence from Vietnam." Banks and Bank Systems 18, no. 4 (2023): 94–104. http://dx.doi.org/10.21511/bbs.18(4).2023.09.

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This study examines the relationship between money supply, macroeconomic indicators, and foreign portfolio investment in Vietnam. Using the Autoregressive Distributed Lag Model and Stata 17 software to analyze quarterly data from Q1/2007 to Q4/2022, the analysis reveals strong and enduring correlations. An increase in money supply and economic growth positively influences foreign portfolio investment, with the money supply from the previous quarters significantly impacting foreign portfolio investment (P-value &amp;lt; 0.01). However, foreign exchange rates and foreign direct investment ne

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ARIWA, Florence O., and Victor Ikechukwu OKAFOR. "Empirical Analysis of Effect of Macroeconomic Aggregates on Foreign Portfolio Investment in Nigeria." AKSU Journal of Management Sciences 9, no. 1 (2024): 185–99. http://dx.doi.org/10.61090/aksujomas.9109.

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The study analyzed the effect of macroeconomic aggregates on foreign portfolio investment (FPI) inflows in Nigeria for the period 1986-2022. GDP growth rate, exchange rate, inflation rate and monetary policy rate were adopted as macroeconomic aggregates. Data was sourced from Central Bank of Nigeria (CBN) Statistical Bulletin (various years). Error correction modeling (ECM) technique was employed to analyze the data. Findings revealed that GDP growth rate had positive and significant effect on foreign portfolio investment (FPI) inflows in Nigeria while exchange rate had negative and significan

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Kondo, Talent, Simba Mutsvangwa, Felix Chari, and Sithokozile Bafana. "Foreign portfolio investment, returns, exchange rate and inflation for Zimbabwe: A Granger Causality and EGARCH approach." Accounting 10, no. 4 (2024): 193–206. http://dx.doi.org/10.5267/j.ac.2024.7.003.

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This paper analyses the causal relationship between Foreign Portfolio Investment (FPI), Equities Market Volatility, Exchange Rate and Inflation in Zimbabwe using a monthly time series data between October 2018 and November 2021. The granger causality model was used to present the link between the variables, and EGARCH was used to account for volatility and asymmetric effects on the variables. To incorporate innovations and responses into the Granger model, impulse response functions were used. Links between exchange rate and foreign portfolio investments were found. This only suggests that exc

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10

Chukwudi, Umeh, and Akamobi Anthony. "Foreign Portfolio Investment Flow and Nigerian Stock Exchange Market." Journal of Policy and Development Studies 18, no. 1 (2025): 62–82. https://doi.org/10.4314/jpds.v18i1.5.

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This study examined the influence of foreign portfolio investment on the Nigerian stock market from 1986 to 2023. The analysis employed Augmented Dickey-Fuller (ADF) and Kwiatkowski-Phillips-Schmidt-Shin unit root tests, together with the Autoregressive Distributed Lag (ARDL) method and the ARDL technique. The research findings revealed that trade openness and gross domestic investment has a positive and significant impact on the Nigerian stock market. Foreign Portfolio Investment (FPI) indicators, such as the currency rate, interest rate, and inflation rate, negatively affect the stock market

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11

Dada, Samuel O., O. I. Wale-Awe, and Mercy Femi-Olagundoye. "Exchange Rate Management and Import Financing in Nigeria: An Econometric Analysis." Archives of Business Research 11, no. 11 (2023): 98–113. http://dx.doi.org/10.14738/abr.1111.15934.

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Nigeria relies heavily on imports, requiring considerable foreign exchange to settle its trade obligations. However, the demand for foreign currency far exceeds the available supply, resulting in constant fluctuations in the exchange rate. The study examined the impact of exchange rate management (proxied by the exchange rate, interest rate, inflation rate, foreign direct investment, and foreign portfolio investment) on import financing from 2000 to 2022. The Augmented Dickey-Fuller (ADF) test was used to check the stationarity of the data. Likewise, the Bound Test for Co-integration was used

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12

Aisien, Leonard Nosa. "The Impact of Exchange Rate on Foreign Private Investment in Nigeria." Asian Finance & Banking Review 2, no. 2 (2018): 19–32. http://dx.doi.org/10.46281/asfbr.v2i2.208.

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The study examined the impact of exchange rate on foreign private investment using quarterly time series date from Nigeria for the period 2007 to 2017. Foreign private investment in the study was disaggregated into foreign direct investment and foreign portfolio investment in order to ascertain their separate reactions to changes in the exchange rate of the naira against the US dollars. The empirical analysis was based on the VAR estimation procedure using three lagged periods adopted on the basis of various lag order selection criteria. The empirical result revealed that devaluation/depreciat

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13

Mustafa, Matrodji, and Agustini Hamid. "ANALYZING TIME EFFECT IN THE PUSH AND PULL FACTORS AFFECTING FOREIGN PORTFOLIO INVESTMENT IN INDONESIA STOCK MARKET (CASE STUDY OF FOREIGN BUYING DURING THE PERIOD 2003-2018)." Dinasti International Journal of Management Science 2, no. 5 (2021): 777–94. http://dx.doi.org/10.31933/dijms.v2i5.876.

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This study examined the influence of pull and push factors on foreign portfolio investment in Indonesia Stock Market. Two measures of foreign portfolio investment are foreign investor total buying and foreign investor net buying. The pull factors are represented by Return on Jakarta Composite Index, Jakarta Stock Marker liquidity, IDR Exchange Rate, and Infation Rate. The push factors included are return on Dow Jones Industrial Average, Yield on US Treasury Bill, and return on Gold. This study takes Foreign Investor Total Buying and Foreign Investor Net Buying as dependent variables. To accomo

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14

Tyoga, Mgbangun Samuel, Ene Amanda Lawani, Nasamu Gambo, and Umar Ibrahim Abbas. "Impact of Macroeconomic Determinants on Foreign Portfolio Investment in Nigeria." European Journal of Accounting, Auditing and Finance Research 12, no. 1 (2024): 71–83. http://dx.doi.org/10.37745/ejaafr.2013/vol12n27183.

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Foreign capital inflows, including foreign portfolio investments (FPI), significantly contribute to filling Nigeria's domestic saving gap and are important sources of capital formation, technological development, innovative capacity, skills building, and organizational improvements. However, exchange rate fluctuations have controversially impacted FPI flows. Some studies found exchange rate changes increased Nigerian FPI, while others determined a negative relationship. This study examined macroeconomic determinants of FPI in Nigeria from 2011-2022 using quarterly data. Applying OLS modeling a

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15

Meurer, Roberto. "Portfolio Investment Flows, GDP, and Investment in Brazil." International Journal of Economics and Finance 8, no. 12 (2016): 1. http://dx.doi.org/10.5539/ijef.v8n12p1.

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Foreign portfolio investment (FPI) flows have grown substantially in recent decades, following changes in the international financial system. In Brazil, FPI represented 66% of foreign direct investment between 1995 and 2009, which makes it meaningful to analyze these flows. In this paper, the relationships between FPI flows to Brazil, GDP, investment, and financial variables from 1995 to 2009 are analyzed, employing quarterly data and applying descriptive statistics, correlation coefficients, and Granger causality tests. Results show a positive relationship between flows, GDP, and investment.

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16

Cheong, Calvin W. H. "The Islamic gold dinar: a hedge against exchange rate volatility." Managerial Finance 44, no. 6 (2018): 722–38. http://dx.doi.org/10.1108/mf-12-2016-0351.

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Purpose The purpose of this paper is to investigate the ability of the Islamic gold dinar to hedge against two well-established foreign exchange (FX) risk factors namely, the dollar risk factor and global FX volatility innovations. Design/methodology/approach The paper uses a combination of the Markowitz (1952) portfolio optimization, visual data representations and the classic Fama-Macbeth (1973) two-pass procedure regressions. Findings The findings show that the Islamic gold dinar can serve as a hedge against market volatility, outperforms a diversified currency portfolio, and through its in

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Edafiaje, Aninoritse Lisa, Aguwamba Sunday .M Prof., and Adeghe Raphael Prof. "FDI and Economic Growth in West Africa." Open Access Journal of Management Sciences Research 2, no. 4 (2024): 14–33. https://doi.org/10.5281/zenodo.13999791.

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<em>The Study Examined the Effect of Foreign Private Capital Inflow on Economic Growth in West Africa, Using Panel Data Spanning From 2007 To 2023. The Measures of Foreign Private Capital Inflow used in the Study are Foreign Direct Investment (FDI), Foreign Portfolio Investment (FPI), Exchange Rate, and Interest Rate (INTR).  Data used were collected from World Bank Economic Indicators, 2023.  The study adopted Fully Modified Ordinary Least Square (FMOLS) for the analysis of the data. The study found that Foreign investment inflows foster positive and significant effect on economic g

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18

Mildyanti, Rini, and Mike Triani. "ANALISIS FAKTOR-FAKTOR YANG MEMPENGARUHI CADANGAN DEVISA(STUDI KASUS DI INDONESIA DAN CHINA)." Jurnal Kajian Ekonomi dan Pembangunan 1, no. 1 (2019): 165. http://dx.doi.org/10.24036/jkep.v1i1.5363.

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This study aims to determine the factors that influence foreign exchange reserves in Indonesia and China.The research type is descriptive research while the data used is time series data from 1987-2016 obtained from documentation of Bank Indonesia, BPS Indonesia, and International Monetary Fund (IMF). The results of this study indicate that : exchange rate and portfolio investment has a significant positive effect on foreign exchange reserve in Indonesia. Net export has a negatif and not significant effect on foreign exchange reserve in Indonesia. While, exchange rate has a negatif and not sig

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19

Joshua Ugbede Adegbe and Adnan Kummer. "Exchange rate volatility and foreign portfolio investment in emerging and developing economies." World Journal of Advanced Research and Reviews 25, no. 2 (2025): 2408–24. https://doi.org/10.30574/wjarr.2025.25.2.0616.

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Exchange rate volatility remains a critical concern for policymakers and investors, particularly in emerging and developing economies (EDEs), where financial markets are more vulnerable to external shocks. This study explores the impact of exchange rate fluctuations on foreign portfolio investment (FPI) in these economies, emphasizing both the macroeconomic implications and the behavioral responses of investors. In the broader context, exchange rate volatility can create uncertainty in financial markets, influencing capital flows, asset prices, and overall economic stability. Investors, partic

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20

Idehen, Amadin Victor, and Osarumwense Vincent Iguisi. "Effect of Foreign Private Investment on the Development of Small and Medium Enterprises in Nigeria." International Journal of Research in Business and Social Science (2147- 4478) 9, no. 7 (2020): 257–66. http://dx.doi.org/10.20525/ijrbs.v9i7.957.

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This study sought to examine the effect of foreign private investment on the development of small and medium scale enterprises (SME’s) in Nigeria. The study adopted a longitudinal research design which made the use of secondary data imperative. The study employed data on the foreign private investments and development of SMEs in Nigeria covering 1991-2018. The variables used are Net Foreign direct investment, Net Foreign Portfolio investment, percentage of foreign direct investment in Gross Domestic Product (GDP), and development of SMEs in Nigeria. The technique adopted in this study is multi

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Mabinuori, Oladotun, Bibiana Njogo, and Oladele Jaiyeoba. "FOREIGN PORTFOLIO INVESTMENT AND CAPITAL MARKET DEVELOPMENT IN NIGERIA." Caleb International Journal of Development Studies 4, no. 2 (2021): 52–65. http://dx.doi.org/10.26772/cijds-2021-04-02-03.

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The poor performance of Nigeria’s stock market is a source of concern and has generated contentious debates among the stakeholders in the Nigerian Stock Exchange Market (NSE). This study investigates the impact of foreign portfolio investment on the performance of the stock market in Nigeria for the period of 30years (1989-2018). Secondary and time-series data were used and the variables such as; stock market capitalization proxy for capital market performance, portfolio investment, exchange rate and inflation rate were sourced from the Central Bank of Nigeria (CBN) statistical bulletin, 2019

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Anggitawati, Dyah, and Irwan Adi Ekaputra. "Foreign Portfolio Investment Flows and Exchange Rate: Evidence in Indonesia." Emerging Markets Finance and Trade 56, no. 2 (2018): 260–74. http://dx.doi.org/10.1080/1540496x.2018.1496419.

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23

Rachmawati, Dwi, Zalena Mohd, Suci Ayu Sudari, and Cyka Oktaviani. "Influence of Relationship Marketing, And Green Marketing Toward Business Sustainability On Msmes Kab. Bandung." Lead Journal of Economy and Administration 1, no. 3 (2023): 58–65. http://dx.doi.org/10.56403/lejea.v1i3.70.

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Country index Crash risk is part of risk management that is interesting and important to research. Study of country index crash risk helping investors to make better decisions and manage risk. This study aims to determine the effect of Investor Sentiment, Exchange Rate, and Net Foreign Portfolio Investment on the Country Index Crash risk. Novelty This study uses Net Foreign Portfolio Investment as a moderating variable and a sample of all countries. Crash risk research is usually firm, but this study uses the country level. Research Methods this study uses secondary data from the World Bank an

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Schnorrenberger, Richard, and Roberto Meurer. "Determinantes do Investimento Estrangeiro em Carteira e Total para Economias Emergentes de 2007 a 2014." Brazilian Review of Finance 15, no. 4 (2018): 605. http://dx.doi.org/10.12660/rbfin.v15n4.2017.63437.

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Foreign portfolio investment has been growing since the beginning of the 1990's and the fall in portfolio investment stock due to the global financial crisis in 2008 was reverted after two years. The determinants of foreign portfolio investment and foreign total investment are estimated for dynamic panels of emerging economies from 2007 to 2014 using the Generalized Method of Moments (GMM). With respect to movements in portfolio investment, predictors of sovereign risk, U.S. stock market performance, domestic investment and fiscal performance are statistically significant. In regard to foreign

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Subagyo, Herry, Hersugondo Hersugondo, Wijaya Marcellino Candra, Kardison Lumban Batu, and Dwi Eko Waluyo. "Foreign investor portfolio flow and monetary policy response in the Indonesian stock market considering the COVID-19 pandemic." Investment Management and Financial Innovations 21, no. 1 (2024): 88–97. http://dx.doi.org/10.21511/imfi.21(1).2024.08.

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Foreign portfolio investment in developing countries, including Indonesia, plays a crucial role in the economy, where this fund flow can influence exchange rates and stimulate price increases in the stock market. During the COVID-19 pandemic, the volatility of foreign portfolio flows by investors has significantly increased. To anticipate these conditions, the monetary authorities in Indonesia have implemented various monetary policies to address the possibility of more adverse situations. This study examines the impact of the inflow or outflow of foreign portfolio investments and the monetary

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Ifeanyi, Ogbebor, Peter, Akande, Folorunso Ilesami, and Oliyide, Roseline Oluyomi. "Foreign Exchange Management Regime and Stock Market Capitalisation in Nigeria." International Journal of Applied Economics, Finance and Accounting 22, no. 2 (2025): 15–25. https://doi.org/10.33094/ijaefa.v22i2.2297.

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Exchange rate continue to be a significant macroeconomic factors in any economy. The exchange rate has consistently become more volatile despite multiple attempts to stabilise the Naira's value, mostly through monetary policy tools. Therefore, the study examined the effect of foreign exchange management regimes on stock market capitalization (SMC) in Nigeria from 1986 to 2022. An ex-post factor research design was adopted while the estimation techniques for the study was Autoregressive Distributed Lag (ARDL). Findings revealed that during the floating exchange rate period, exchange rate, balan

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Adumah, P. C., Uchenna Nnanna Anyanwu, and Nwokoye, M. "Foreign Portfolio Investment and Capital Market Development in Nigeria." African Journal of Management and Business Research 17, no. 1 (2024): 1–17. http://dx.doi.org/10.62154/ajmbr.2024.017.010461.

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This study investigates the impact of foreign portfolio investment (FPI) on the development of the Nigerian capital market from 1986 to 2023, addressing challenges such as exchange rate volatility and inadequate technological advancement. The research aims to explore the following questions: What is the relationship between foreign portfolio investments and capital market development in Nigeria? How do exchange rate volatility influence the capital market development in Nigeria? What role do technological advancements play in enhancing market performance and attracting foreign investors? Data

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Ighoroje, James Ese, and Akpokerere Othuke Emmanuel. "Foreign Portfolio Investment And Human Capital Development In Nigeria 2005-2019." Archives of Business Research 8, no. 10 (2020): 83–101. http://dx.doi.org/10.14738/abr.810.9193.

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Following the saving – investment gap resulting from shortfalls of savings suffered by developing economies it has become fashionable to embrace foreign capital inflow as an essential complementing alternative supply of funds for domestic investment. This study investigates the effect of foreign portfolio investment on human capital development in Nigeria covering the period 2005-2019. Foreign portfolio investment, the explanatory variable is disaggregated intoforeign portfolio equity (FPIE) and foreign portfolio bonds (FPIB), while exchange rate is included as the control variable. The Human

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Kenga, Dominic, and Abdulkadir Banafa. "Investment Portfolio Diversification and Financial Performance of Retirement Benefits Schemes in Kenya." Journal of Investment and Management 14, no. 1 (2025): 1–9. https://doi.org/10.11648/j.jim.20251401.11.

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The general objective of the study was to investigate the effect of investment portfolio diversification on the financial performance of retirement benefits schemes in Kenya. The study further examined the moderating effect of foreign exchange rate on the relationship between the variables under inquiry. The study adopted the descriptive research design. The population of study comprised of 87 schemes. The sample size of the study was 72 units and it was determined using the she stratified random sampling technique. The study used both primary and secondary data. The statistical package for so

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Ishwar, Sharma, Sushant Yadav, Ruhee Mittal, and Ajay Yadav. "Causal Interaction between Foreign Portfolio Investment, Service Trade, Currency Value & Economic Growth: An Empirical Study of India." Review of Finance and Banking 16, no. 2 (2024): 217–30. https://doi.org/10.24818/rfb.24.16.02.03.

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Foreign Portfolio Investment (FPI) is important for emerging economies and has the potential to boost investment, liquidity, and stability. The relationship between FPI, service trade, and economic growth is complex, and understanding it is crucial for developing effective policies. Monthly data from January 2012 to December 2022 were examined using Auto Regressive Distributed Lag (ARDL) and Granger Causality Toda-Yamamoto to analyse the dynamic relationship between FPI, service trade, and economic growth in India. The findings suggest that the Indian service trade does not significantly impac

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Chandra, Kristian, Wahyuni Rusliyana Sari, Dwi Yantik Sriwulan, and Muhammad Raditya Adhimukti. "Effect of Yield Spreads (State Bonds) on Economic Growth Performance in Indonesia." Journal of Risk and Financial Management 16, no. 3 (2023): 175. http://dx.doi.org/10.3390/jrfm16030175.

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This research analyzes the effect of the government bond yield curve spread on economic growth performance in Indonesia using the indicators of exchange rate, inflation, BI rate, foreign investment, portfolio investment, current account, and government accounts. Furthermore, it aims to prove the accuracy of the vector autoregression (VAR) or vector autoregression model in predicting economic growth from Q1 2010 to Q3 2020. The results showed that the yield curve spread has a significant effect on economic growth. Meanwhile, the exchange rate, inflation, and the BI rate have a negative effect o

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Borochkin, A. A. "Investment portfolio Forex risk hedging in the international stock market." Finance and Credit 26, no. 3 (2020): 644–72. http://dx.doi.org/10.24891/fc.26.3.644.

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Subject. Investment management on the international financial market necessitates a special approach to foreign currency hedging. The majority of international investors fully eliminate risk associated with their foreign-exchange holdings, seeking profits only from stock price differentials. In certain circumstances, a correlation between local currency exchange rate and local stock index may provide additional opportunities for profit generation. Objectives. The aim of the study is to test the hypothesis that partial currency risk-taking may reduce the total portfolio risk and increase return

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Bhana, N. "International share portfolio diversification: Possible benefits for South African investors." South African Journal of Business Management 17, no. 3 (1986): 162–68. http://dx.doi.org/10.4102/sajbm.v17i3.1051.

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The De Kock Commission has recommended that exchange control regulations be relaxed so that South African investors may acquire foreign securities. The possible gains accruing to South African investors from international share portfolios representing 18 different countries for the period 1969-1983 were investigated. The inclusion of foreign securities results in superior portfolio returns when compared with returns derived from exclusive investment in South African securities. Furthermore, the South African investor accomplishes significant risk reduction when several foreign countries are in

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Novella, Sera, and Syofriza Syofyan. "PENGARUH SEKTOR MONETER TERHADAP STABILITAS SISTEM KEUANGAN DI INDONESIA." Media Ekonomi 26, no. 2 (2019): 89. http://dx.doi.org/10.25105/me.v26i2.5211.

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<em>The Research aims to determine whether there is influence of the monetary sector on financial system stability (SKK) in Indonesia. <em>The method used in this study is the error corrections model (ECM) method. The data used in the study are Credit, Foreign Direct Investments, Portfolio Investment and Gross Domestic Product, Net Performing Loans, Exchange Rates, Inflation and Bi Rate. <em>The results showed that foreign direct investment instruments, net performing loans, exchange rates and inflation affect the stability of the financial system in Indonesia. Then simultane

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B., El-Yaqub Ahmad. "Analysis of the Impact of Exchange Rate Dynamics on Foreign Direct Investment in Nigeria." Scholars Journal of Economics, Business and Management 11, no. 07 (2024): 223–33. http://dx.doi.org/10.36347/sjebm.2024.v11i07.006.

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This study examined the Analysis of the Impact of Exchange Rate Dynamics on Foreign Direct Investment in Nigeria using ex-post facto research design. Findings from the study reveal that there is a causality between foreign direct investment and international trade since the P-value (0.0008) is statistical significally significant at a 5% level of significance. Additionally, a statistically a significant relationship between foreign direct investment and international trade is observed at two (2) lags. Therefore, they study recommends the central bank of Nigeria should explore the implementatio

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., Mardiansyah, and Dian Octaviani, ME. "ANALISIS SIMULTAN ANTARA ALIRAN MODAL, NILAI TUKAR DAN INFLASI DI INDONESIA PERIODE 2000.01 – 2012.09." Media Ekonomi 21, no. 1 (2017): 42. http://dx.doi.org/10.25105/me.v21i1.792.

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<p>Globalization and the open economic enchanced the integration of financial market and the economic condition in several countries. The effects of such integration shows in the movement of capital flows between countries. The potential risks of the capital flows, such as sudden reversal, the pressure on the exchange rate and high inflation and the susceptibility on financial sector, might be be arised. The goal of this research is to analyze the relationship between capital flows, exchange rates and inflation in Indonesia period 2000.01 – 2012.09. The method used in this research is si

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Gupta, Kirti, and Shahid Ahmed. "Determinants of foreign portfolio flows to Indian debt market." Journal of Indian Business Research 12, no. 4 (2020): 459–79. http://dx.doi.org/10.1108/jibr-01-2019-0024.

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Purpose The volatile nature of foreign portfolio flows, especially flows into debt market, has large implications on financial and macroeconomic stability in recipient countries. It is necessary to identify the main drivers of portfolio investments in bond market of developing economies to design effective policies to enhance resilience of the economy and help in managing capital flow volatility. The determinants of foreign portfolio investment to Indian equity market have been examined in literature, but flows to bond market remain unexplored. Thus, the purpose of this paper is to identify th

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Onour, Ibrahim A., and Bruno S. Sergi. "The impact of a political shock on foreign exchange markets in a small and open economy: A dynamic modelling approach." Journal of Central Banking Theory and Practice 10, no. 3 (2021): 137–52. http://dx.doi.org/10.2478/jcbtp-2021-0028.

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Abstract This paper aims to analyse the dynamics of foreign exchange markets in a country facing political uncertainty that prompt capital outflow from the country1. The economic environment under investigation is characterized by dual foreign exchange markets: a formal or official market for foreign exchange with insufficient and volatile foreign exchange flows, and a strong and thriving informal market, with a higher exchange rate2. The findings in the paper indicate a necessary condition for stabilization of the exchange rate system and that is that the return on investment should exceed th

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Stanley, Darrol J., Levan Efremidze, and Jannie Rossouw. "Entropy Risk Factor Model of Exchange Rate Prediction." International Journal of Financial Research 8, no. 3 (2017): 51. http://dx.doi.org/10.5430/ijfr.v8n3p51.

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We investigate the predictability of an exchange rate with entropy risk factor model, as there is growing evidence that financial markets behave as complex systems. The model is tested on the data of South African Rand (ZAR) exchange rate for the period of 2004-2015. We calculate sample entropy based on the daily data of the exchange rate and conduct empirical implementation of several market timing rules based on these entropy signals. The dynamic investment portfolio based on entropy signals produces better risk adjusted performance than a buy and hold strategy. The returns are estimated on

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Kwarah, Abdullahi Murtala, Irrshad Kaseeram, and Aliyu Sanusi Rafindadi. "The Capital Flow Volatility Spillover in Some Selected African Economies." Finance & Economics Review 3, no. 1 (2021): 1–22. http://dx.doi.org/10.38157/finance-economics-review.v3i1.272.

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Purpose: The study conducted an empirical examination of the link between capital flows and exchange rate by examining the relative influence of FDI and FPI on the exchange rates.  Method: The study proceeded with the EGARCH model and the data sample covering the period from 1990-2016. The data were subjected to cross-country screening. The screening criteria are such that all the data that constitute capital in all sampled countries must have equal sample sizes. The measurement of capital flow in each of the sampled countries was restricted to two categories capital, namely, foreign por

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Kenga, Dominic, Abdulkadir Banafa, and Abdullah Ali. "Effect of Investment Diversification in Real Estate on the Financial Performance of Retirement Benefits Schemes in Kenya." International Journal of Finance and Accounting 9, no. 1 (2024): 21–32. http://dx.doi.org/10.47604/ijfa.2409.

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Purpose: Prudence investment calls for investment diversification so as to subvert the tendon of subpar performances. The study investigated the effect of investment diversification in real estate on the financial performance of the retirement benefits schemes in Kenya. The study further investigated the moderating effect of the foreign exchange rate on the relationship between the independent and the dependent variable. Methodology: The study embraced a descriptive research design and the study population constituted of 87 retirement benefits schemes. The stratified random sampling tech

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Yousef, Samih Mohammad Yousef. "Foreign Investments and Stock Market: Evidence From Palestine." International Journal of Professional Business Review 8, no. 12 (2023): e04189. http://dx.doi.org/10.26668/businessreview/2023.v8i12.4189.

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Purpose: This study aims to examine the association between the different forms of inbound foreign investments and the Palestine Exchange (PEX) index to shed light on the nature of that impact.  Theoretical Framework: Several academic studies have examined stock market index factors. Chen, Roll, and Ross's (1986) seminal study on macroeconomic conditions and U.S. stock returns provides an example. Interest rate, inflation, industrial production, risk premium movements, and dividend yield positively explain expected stock return. Abusharbeh and Karim (2016) found that interest and c

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Nwankpa, Ejike. "Effect of Macroeconomic Variables on Share Price Movement in the Banking Sector in Nigeria." International Journal of Advanced Research in Statistics, Management and Finance 8, no. 2 (2021): 1–15. http://dx.doi.org/10.48028/iiprds/ijarsmf.v8.i2.01.

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This study was to carried out to investigate empirically the effect of macroeconomic variables on share price movement in Nigerian Banking Industry within the periods from 2010 to 2019. Three macroeconomic variables were chosen as the independent indices; including the exchange rate, inflation rate, and foreign portfolio investment. For the movement of the share prices, the Nigerian banking sector index was used as proxy. Information from the annual time series covering the period between Q1 2010 and Q4 2019 was used. Analysis from the study showed that foreign exchange rate, and foreign portf

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Jude Onyinye Okonkwo, Thaddeus Oforegbunam Ebiringa, Baldwin Chukwunanu Asiegbu, Jisike Jude Okonkwo, Okechukwu Nma Okoronji, and Nonso John Okoye. "EFFECTS OF EXCHANGE RATE ON JOB CREATION IN NIGERIA." Finance & Accounting Research Journal 5, no. 2 (2023): 29–43. http://dx.doi.org/10.51594/farj.v5i2.445.

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Job Creation has been the source of social and human engineering towards economic development. Creation of Jobs remains crucial in eradicating social menace, thereby bringing strong connection between macro and micro economic space. The study used annual observation time frame of 2000 to 2018, to reveal effects of exchange rates on job creation. A developing country (Nigeria) was selected as a case study due to its high level of jobless growth, inspite of currency depreciation of Naira against Dollar. The study employed the unit root test, co-integration test, error correction model and the gr

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Muntasir, Al. "Cross Border Portfolio Investment and The Volatility of Stock Market Index and Rupiah's Rate." Buletin Ekonomi Moneter dan Perbankan 17, no. 4 (2015): 403–32. http://dx.doi.org/10.21098/bemp.v17i4.504.

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This paper use daily data during the period 2010-2014 to analyse the impact of foreign capital inflows on capital market volatility and on the volatility of Rupiah’s rate. The results shows the flow of foreign capital positively affect the Jakarta Composite Index (JCI) but not the rate of Rupiah. Using Vector Error Correction Model, this paper finds a cointegrated and dynamic relationship between the changes in foreign capital flow in Indonesia, with the JCI and the exchange rate of Rupiah against USD. Changes in the Rupiah’s rate significantly affect the foreign capital flow and the JCI, whil

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Anisa Sanas Nalamjra, Nur Aini Simbolon, Sasmi Ebigael Sinaga, and Hasyim. "Analysis Of The Influence Of Domestic Investment, Foreign Investment On The Rate Of Economic Growth In North Sumatra Period (2001-2020)." Jurnal Manajemen Bisnis Eka Prasetya Penelitian Ilmu Manajemen 9, no. 2 (2023): 123–30. http://dx.doi.org/10.47663/jmbep.v9i2.315.

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The phenomenon in this research is that when economic growth experiences an increase, domestic investment, foreign investment and the labor force experience fluctuations over several years. The aim of this research is to analyze the influence of Domestic Investment, Foreign Investment and Labor Force on the Economic Growth of North Sumatra Province. PMDN has an effect on economic growth because domestic investment can provide various benefits, including being able to save foreign exchange and reducing dependence on foreign products. Foreign Investment (PMA) and Domestic Investment (PMDN) is an

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O., Olaolu, and Nwankpa C. "MACROECONOMIC VARIABLES AND STOCK MARKET MOVEMENT IN NIGERIA (1988 – 2019)." International Journal of Advanced Research in Statistics, Management and Finance 8, no. 1 (2021): 86–95. http://dx.doi.org/10.48028/iiprds/ijarsmf.v8.i1.07.

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The goal of this study was to analyse empirically the effect on the stock market movement of five selected macro-economic variables, including the exchange rate, inflation rate, interest rate, crude oil price, and foreign portfolio investment. For the movement of the stock market, stock market capitalizations were used as a reference. Information from the annual time series covering the period between 1988 and 2019 was used. The analysis started with examining stochastic characteristics of each time series by testing their stationarity using Augmented Dickey Fuller (ADF) test. The findings sho

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Mercurio, Peter Joseph, Yuehua Wu, and Hong Xie. "Portfolio Optimization for Binary Options Based on Relative Entropy." Entropy 22, no. 7 (2020): 752. http://dx.doi.org/10.3390/e22070752.

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The portfolio optimization problem generally refers to creating an investment portfolio or asset allocation that achieves an optimal balance of expected risk and return. These portfolio returns are traditionally assumed to be continuous random variables. In An Entropy-Based Approach to Portfolio Optimization, we introduced a novel non-parametric optimization method based on Shannon entropy, called return-entropy portfolio optimization (REPO), which offers a simple and fast optimization algorithm for assets with continuous returns. Here, in this paper, we would like to extend the REPO approach

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M. Karimo, Tari. "Impact of Interest Rate Differential and Exchange Rate Movement on the Dynamics of Nigeria’s International Private Capital Flows." Central Bank of Nigeria Journal of Applied Statistics, Vol. 11 No. 2 (April 8, 2021): 29–63. http://dx.doi.org/10.33429/cjas.11220.2/8.

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The study examines the impact of interest rate differential and exchange rate movement on the dynamics of Nigeria’s international private capital flows from 2010Q1 to 2019Q4. It uses the interest rate parity theory and the Markov Switching Time Varying Transition Probability Modelling approach. Findings show that interest rate differential does not explain the dynamics of aggregate capital and Foreign Direct Investment (FDI) flows, but significantly explains Foreign Portfolio Investment (FPI) flows. Also, Movement in real exchange rate is significant in explaining outflows and inflows in FPI,

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KWONTAEKHO and 주경원. "International Portfolio Investment and Differences of Foreign Exchange Rate Exposure between Foreign Investors and Local Investors." Korean Journal of Financial Engineering 7, no. 4 (2008): 1–30. http://dx.doi.org/10.35527/kfedoi.2008.7.4.001.

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