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International Portfolio Movements: Panel Data Analysis

Author

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  • 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
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    Cited by:

    1. 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.
    2. 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.

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