2015
DOI: 10.1016/j.fbj.2015.11.002
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Macroeconomic factors and foreign portfolio investment volatility: A case of South Asian countries

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Cited by 55 publications
(57 citation statements)
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References 31 publications
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“…Also for a country which has both export and import components can gain from appreciation of home currency if the negative effects of currency appreciation on exports is offset by the positive effect of increase in imports due to currency appreciation. Estimated results of exchange rate are consistent with Waqas et al (2015). Waqas et al (2015) conducted research on economic factors impact on stock returns in Pakistan, by using secondary data from 1981 to 2013.…”
Section: Empirical Results and Discussionsupporting
confidence: 56%
See 1 more Smart Citation
“…Also for a country which has both export and import components can gain from appreciation of home currency if the negative effects of currency appreciation on exports is offset by the positive effect of increase in imports due to currency appreciation. Estimated results of exchange rate are consistent with Waqas et al (2015). Waqas et al (2015) conducted research on economic factors impact on stock returns in Pakistan, by using secondary data from 1981 to 2013.…”
Section: Empirical Results and Discussionsupporting
confidence: 56%
“…Estimated results of exchange rate are consistent with Waqas et al (2015). Waqas et al (2015) conducted research on economic factors impact on stock returns in Pakistan, by using secondary data from 1981 to 2013. Their results indicated that exchange rate have positive impact on stock return in Pakistan.…”
Section: Empirical Results and Discussionsupporting
confidence: 56%
“…At the cross country level, Waqas et al (2015) investigated the relationship between macroeconomic variables and FPI volatility in four South Asian countries, which are India, China, Pakistan and Sri Lanka. They found a significant and nega-tive relationship between inflation and volatility of FPI in China and India.…”
Section: Previous Researchmentioning
confidence: 99%
“…Tabachnick and Fidell (1983) emphasis the ISSN 1946-052X 2017 existence of multicollinearity problem if the correlation between variables is more than 0.9 percent. Since the highest values are less than 0.9 percent, indicating un-existence of multicollinearity.…”
Section: Correlations Matrix and Multicollinearitymentioning
confidence: 99%
“…Foreign ownership is defined as the percentage of shareholding of non-resident foreign investors and foreign portfolio equity investors (Bokpin, Isshaq&Nyarko, 2015;Mangena&Tauringana, 2007;Waqas, Hashmi &Nazir, 2015).Participation of foreign investors in domestic financial markets has increased over the last few years in the developing countries (Ramaswamy&Li, 2001). Foreign capital inflow has become more significant in developing countries.…”
Section: Introductionmentioning
confidence: 99%