Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries

This study delves into the relationship between Malaysia and several countries—China, Singapore, Japan and the United States of America (USA), through FDI relations using the multivariate GARCH model. The annual time series data was used over the period of 1982 to 2017. The study was able to prove s...

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Veröffentlicht in:	Quality & quantity 2022-02, Vol.56 (1), p.131-148
Hauptverfasser:	Kogid, Mori, Lily, Jaratin, Asid, Rozilee, Alin, James M., Mulok, Dullah
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Developed countries Economic crisis Foreign investment Foreign investments Methodology of the Social Sciences Social Sciences Stochastic models Time series Volatility
Online-Zugang:	Volltext
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