Modelling short-run and long-run predictors of foreign portfolio investment volatility in low-income Southern African Development Community countries

Modelling short-run and long-run predictors of foreign portfolio investment volatility in low-income Southern African Development Community countries

Orientation: This study examined the main predictors of net foreign portfolio investment volatility in low-income Southern African Development Community (SADC) countries. Based on the World Bank data (July 2014), the selected countries are Zimbabwe, Zambia, Malawi, Lesotho, Madagascar, Mozambique, D...

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Bibliographic Details
Main Authors: Kuziva Mamvura, Mabutho Sibanda
Format: Article
Language:English
Published: AOSIS 2020-08-01
Series:Journal of Economic and Financial Sciences
Subjects:
foreign portfolio flows
low-income countries
p-ardl
volatility
international investment flows
international interest rates
money supply
Online Access:https://jefjournal.org.za/index.php/jef/article/view/559

Internet

https://jefjournal.org.za/index.php/jef/article/view/559

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