IDEAS home Printed from https://ideas.repec.org/a/spt/apfiba/v2y2012i5f2_5_12.html
   My bibliography  Save this article

International Portfolio Movements: Panel Data Analysis

Author

Listed:
  • Burhan Kabadayi
  • O. Selcuk Emsen
  • Murat Nisanci

Abstract

In this study, the effects of GDP per capita growth rates, real exchange rates, Standard and Poor’s (S&P) sovereign ratings, the difference between Transition Economies’ (TE) interest rates and USA’s interest rates on TEs’ net portfolio inflows were analyzed. The results showed that GDP per capita growth rates and S&P’s sovereign ratings have positive effects on TEs’ net portfolio inflows. Negative relationship between real exchange rates and TEs’ net portfolio inflows was found. And it was also found that when the positive difference between TEs’ and US interest rates getting increase, net portfolio inflows increase to.

Suggested Citation

  • Burhan Kabadayi & O. Selcuk Emsen & Murat Nisanci, 2012. "International Portfolio Movements: Panel Data Analysis," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 2(5), pages 1-12.
    • Handle: RePEc:spt:apfiba:v:2:y:2012:i:5:f:2_5_12
    as

    Download full text from publisher

    File URL: http://www.scienpress.com/Upload/JAFB%2fVol%202_5_12.pdf
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Burhan Kabadayi & Ahmet Alkan elik, 2015. "Determinants of Sovereign Ratings in Emerging Countries: A Qualitative, Dependent Variable Panel Data Analysis," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 656-662.
    2. Hernandez-Vega, Marco, 2019. "Estimating Capital Flows To Emerging Market Economies With Heterogeneous Panels," Macroeconomic Dynamics, Cambridge University Press, vol. 23(5), pages 2068-2088, July.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spt:apfiba:v:2:y:2012:i:5:f:2_5_12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Eleftherios Spyromitros-Xioufis (email available below). General contact details of provider: http://www.scienpress.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.