References
Aizenman, J. (1992), Exchange rate flexibility, volatility, and the patterns of domestic and foreign direct investment. National Bureau of Economic Research (NBER), Working Paper No. 3953.
Arbatli, E. (2011), Economic policies and FDI inflows to emerging market economies. IMF Working Paper, WP/11/192.
Barrell, R., S. G. Hall and S. D. Gottschalk (2003), Foreign direct investment and exchange rate volatility in imperfectly competitive markets. National Institute of Economic and Social Research (NIESR), Discussion Papers.
Becker, B. and Stephen G. Hall (2003), Foreign direct investment in industrial R&D and exchange rate uncertainty in the UK. National Institute of Economic and Social Research (NIESR) Discussion Papers.
Blonigen, B. A. (1997), Firm-specific assets and the link between exchange rates and foreign direct investment. The American Economic Review, Volume 87(3), pp. 447-465. http://www.jstor.org/stable/2951354
Bollerslev, T. (1986), Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, Volume 31(3), pp. 307-326.
http://dx.doi.org/10.1016/0304-4076(86)90063-1
Bouoiyour, J. and Serge Rey (2005), Exchange Rate Regime, Real Exchange Rate, Trade Flows and Foreign Direct Investments: The Case of Morocco. African Development Bank.
Brozozowski, M. (2003), Exchange rate variability and foreign direct investment: Consequences of EMU enlargement. Centre of Social and Economic Research, Case Study No. 258.
Caporale, G. M., Thouraya Hadg Amor and Christophe Rault (2009), Sources of exchange rate volatility and international financial integration: A dynamic GMM panel data approach. Brunel University West London, Economics and Finance Working Paper Series, Working Paper No. 21.
Economist Intelligence Unit (2011), World investment prospects to 2011: FDI and the challenge of political risk. The Economist.
Engle, Robert F. (1982), Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, Volume 50(4), pp. 987-1007. http://www.jstor.org/stable/1912773
Engle, Robert F. and C. W. J. Granger (1987), Co-integration and error correction: Representation, estimation, and testing. Econometrica, Volume 55(1), pp. 251-276. http://www.jstor.org/stable/1913236
Esquivel, G. and Larrain B. Felipe (2002), The impact of G-3 exchange rate volatility on developing countries. UNCTAD, G-24 Discussion Paper Series, DP 02/16.
Froot, K. A. and Jeremy C. Stein (1991), Exchange rates and foreign direct investment: An imperfect capital markets approach. The Quarterly Journal of Economics, Volume 196(4), pp. 1191-1218.
http://dx.doi.org/10.2307/2937961
Furceri, D. and Sara Borelli (2008), Foreign direct investment and exchange rate volatility in the EMU neighbourhood countries. Journal of International and Global Economic Studies, Volume 1(1), pp. 42-59.
Goldberg, L. S. and Charles D. Kolstad (1994), Foreign direct investment, exchange rate variability and demand uncertainty. National Bureau of Economic Research, NBER Working Paper Series, Working Paper No. 4815.
Granger, C. W. J. (1969), Investigating the causal relations by econometric models and cross-spectral methods. Econometrica, Volume 37(3), pp. 424-438. http://www.jstor.org/stable/1912791
Khan, A. H. and Yun-Hwan Kim (1999), Foreign direct investment in Pakistan: Policy issues and operational implications. Asian Development Bank, EDRC Report Series No. 66.
Osinubi, T. S. and Lloyd A. Amaghionyeodiwe (2009), Foreign direct investment and exchange rate volatility in Nigeria. International Journal of Applied Econometrics and Quantitative Studies, Volume 6(2), pp. 1-13.
Qin, J. (2000), Exchange rate risk and two-way foreign direct investment. International Journal of Finance and Economics, Volume 5(3), pp. 221-231. http://dx.doi.org/10.1002/1099-1158(200007)5:3<221::AID-IJFE126>3.0.CO;2-J
Rashid, A. and Fazal Hussain (2010), Capital inflows, inflation and exchange rate volatility: An investigation for linear and non-linear causal linkages. PIDE Working Paper # 63.
Salike, N. (2009), Is China taking away foreign direct investment from other Asian economies? An analysis of Japanese, US and Korean FDI. Munich Personal Repec Archive (MPRA) Paper No. 26583.
Udomkerdmongkol, M., Oliver Morrissey and Holger Görg (2009), Exchange rates and outward foreign direct investment: US FDI in emerging economies. Review of Development Economics, Volume 13(4), pp. 754-764.
http://dx.doi.org/10.1111/j.1467-9361.2009.00514.x
United Nations Conference on Trade and Development (2009), Assessing the Impact of Current Economic and Financial Crisis on Global FDI Flows.
United Nations Conference on Trade and Development (2011), World Investment Report.
World Economic Forum (2011), The Global Competitiveness Report 2010-2011.
Author(s):
SAMI ULLAH
Lecturer in EconomicsUniversity of Gujrat, Gujrat
Pakistan
SYED ZEESHAN HAIDER
Graduate Student of EconomicsUniversity of Gujrat, Gujrat
Pakistan
PARVEZ AZIM
Professor of EconomicsDepartment of Economics, Government College University, Faisalabad
Pakistan
Details:
Type: | Articles |
Volume: | 50 |
Issue: | 2 |
Language: | English |
Id: | 60812ea805484 |
Pages | 121 - 138 |
Published | December 31, 2012 |

Copyrights
The research published by Pakistan Economic and Social Review (PESR) is licensed under Creative Commons Attribution 4.0 International License. It allows readers to Share_ copy and redistribute, Adapt_ remix and transform. PESR offers free full text downloading to its online contents to all readers. No subscription fee is required to read and download online articles. |
---|

This work is licensed under a Creative Commons Attribution 4.0 International License.