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Moderation Model on the Fed Funds Rate on Portfolio Equity Flows in Southeast Asia

In: Proceedings of the 8th Global Conference on Business, Management, and Entrepreneurship (GCBME 2023)

Author

Listed:
  • Wilman San Marino

    (Siliwangi University)

  • S. Ignatia Bintang Filia Dei

    (Siliwangi University)

  • Tine Badriatin

    (Siliwangi University)

Abstract

The impact of globalization on cross-country portfolio investment is the high flow of stocks and bonds with the primary goal of taking high yields from rising prices without aiming to own a company. Emerging market have generally been net recipients of foreign capital in recent decades, including the countries in Southeast Asia consisting of Indonesia, the Philippines, Malaysia, Singapore, and Thailand. The Fed Fund Rate is believed to be the most influential factor in portfolio flows to various emerging market countries. This study will model portfolio equity flows to Southeast Asia over the last 20 years. Model testing uses moderation analysis process model 4 by Andrew F. Hayes. The findings of this study indicate that the Fed Funds Rate has a greater effect on Southeast Asia’s Equity Flows Portfolio than Internal Gross Domestic Product, which indicates the economic strength of a country in Southeast Asia.

Suggested Citation

  • Wilman San Marino & S. Ignatia Bintang Filia Dei & Tine Badriatin, 2024. "Moderation Model on the Fed Funds Rate on Portfolio Equity Flows in Southeast Asia," Advances in Economics, Business and Management Research, in: Ratih Hurriyati & Lili Adi Wibowo & Sulastri Sulastri & Lisnawati Lisnawati (ed.), Proceedings of the 8th Global Conference on Business, Management, and Entrepreneurship (GCBME 2023), pages 94-101, Springer.
    • Handle: RePEc:spr:advbcp:978-94-6463-443-3_15
    DOI: 10.2991/978-94-6463-443-3_15
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