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Financial factors in foreign direct investments: A dynamic analysis of international data
Journal article   Open access   Peer reviewed

Financial factors in foreign direct investments: A dynamic analysis of international data

Jongmoo Jay Choi and Bang Nam Jeon
Research in international business and finance, v 21(1), pp 1-18
2007
url
https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1305658_code365382.pdf?abstractid=1305658&mirid=1&type=2View
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Abstract

Cointegration Cost of capital Foreign direct investment Real exchange rates Unit root
In contrast to existing empirical foreign direct investment (FDI) studies that examine the static effects of strategic or real economic variables, this paper focuses on the impacts of financial variables on FDI outflows for four largest industrial countries using dynamic time series methods. The results show that FDI outflows are non-stationary but have a long-run cointegrating relationship with real exchange rates. In addition, there are causal effects of exchange rates on direct investments in the short run. Multivariate cointegration analysis shows the significance of financial channels such as cost of capital and real wealth through which the real exchange rate effects operate. The effects of financial channels are comparable to those of the real wage rate channel. Overall, the present paper provides significant and methodologically consistent international evidence for dynamic interactions between FDIs and financial variables.

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25 citations in Scopus

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Web of Science research areas
Business, Finance
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