Volatility spillover and dynamic co-movement of foreign direct investment between Malaysia and China and developed countries
Bibliographic Data
| ID | 21377366 |
|---|---|
| Authors | Mori Kogid (0000-0002-7519-1193, Universiti of Malaysia Sabah, corresponding author), Jaratin Lily (0000-0001-6384-6562, Universiti of Malaysia Sabah), Rozilee Asid (0000-0001-5415-7079, Universiti of Malaysia Sabah), James Alin (0000-0001-9619-0731, Universiti of Malaysia Sabah), James M Alin, Dullah Mulok (Universiti of Malaysia Sabah) |
| Year | 2022 |
| Volume | 56 |
| Issue | 1 |
| Pages | 131-148 |
| Publication date | 2022-02-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Quality & Quantity (JOURNAL) |
| Journal identifiers | ISSN: 0033-5177 • E-ISSN: 1573-7845 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s11135-021-01123-9 |
| OpenAlex | W3135342742 |
| Language | EN |
| Citations received | 1 |
| References cited | 52 |
Autoregressive conditional heteroskedasticity · Business · China · Development economics · Economics · Financial crisis · Financial economics · Foreign direct investment · Geography · International economics · Macroeconomics · Spillover effect · Volatility (finance) · Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Monetary Policy and Economic Impact
Multivariate GARCH models
Multivariate Simultaneous Generalized ARCH
Identifying FDI spillovers
Dynamic impact of fdi inflows on poverty reduction
Dynamic Conditional Correlation
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
Foreign Direct Investment and Trade Openness
| Unique citing works | 1 |
|---|---|
| Citations per year | 1 |
| Citation span | 2025 - 2025 (1) |
| Citation velocity | recent |
| Highly cited | No |
| Citation types | Neutral: 1 |