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Full-Text Articles in International Economics
The Volatility Comovement Among Stock Markets In East Asian Countries, Weijie Yu
The Volatility Comovement Among Stock Markets In East Asian Countries, Weijie Yu
Chulalongkorn University Theses and Dissertations (Chula ETD)
Using daily indices for several East Asian and Asian emerging stock markets from 5 January 1995 to 31 December 2018, this study investigates the volatility comovement of the stock market returns in using the DCC-MGARCH model. The empirical results depict that the volatility comovement among East Asian stock markets have increased in recent years. Moreover, this correlation is stronger in the developed markets of Singapore, Hong Kong, Japan and Korea. Volatility comovement across emerging countries, namely, China, India, Thailand, Indonesia, Malaysia and Philippines, has also increased. This study also examines the volatility spillover effects in East Asia at different stages …
Determinants Of Inward Foreign Direct Investment From China, South Korea And Japan And Its Contribution To Economic Growth In Cambodia, Puthi Phan Kan
Determinants Of Inward Foreign Direct Investment From China, South Korea And Japan And Its Contribution To Economic Growth In Cambodia, Puthi Phan Kan
Chulalongkorn University Theses and Dissertations (Chula ETD)
Foreign direct investment (FDI) has increased globally since the late 1980s. It increased rapidly in Cambodia in the past two decades. This paper aims to examine the determinants of inward FDI from China, South Korea and Japan and its contribution to economic growth in Cambodia during 1994-2014, using both time series analysis by country and the panel data analysis. The results on the determinants of FDI show that real GDP, bilateral trade between the countries, exchange rate, inflation rate, and relative labor productivity are statistically significant and have positive impact on inward FDI flows into Cambodia, and inward FDI from …