Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim

This paper examines the relationship between Foreign Direct Investment (FDI) and selected macroeconomic determinants such as Exchange Rate Volatility, Inflation Rate and Trade Openness. It is found that exchange rate volatility and trade openness have significant relationships towards FDI meanwhil...

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Main Author: Abd Rahim, Muhammad Nurulhakim
Format: Student Project
Language:English
Published: Faculty of Business Management 2017
Subjects:
Online Access:http://ir.uitm.edu.my/id/eprint/23618/
http://ir.uitm.edu.my/id/eprint/23618/1/PPb_MUHAMMAD%20NURULHAKIM%20ABD%20RAHIM%20J%20BM%2017_5.pdf
id uitm-23618
recordtype eprints
spelling uitm-236182019-04-07T07:51:22Z http://ir.uitm.edu.my/id/eprint/23618/ Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim Abd Rahim, Muhammad Nurulhakim Foreign investments. Country risk This paper examines the relationship between Foreign Direct Investment (FDI) and selected macroeconomic determinants such as Exchange Rate Volatility, Inflation Rate and Trade Openness. It is found that exchange rate volatility and trade openness have significant relationships towards FDI meanwhile inflation rate shows insignificant relationship towards FDI. Secondary data was collected from World Development Indicator (WDI) website from year 2006 to 2014 which contain annually data from four East Asian countries namely Malaysia, China, Thailand and the Philippines. The sample data comprises of total 36 observations in this paper. The researcher used the well-known software Eviews8 in order to run the model and estimate the regression. Besides, this paper also employed the Breusch- Godfrey Serial Correlation LM test, Autoregressive Conditional Hetroscedasticity (ARCH) test, Jarque- Bera test, Normality test and more thus encountered that there is no serious multicollinearity problem, no autocorrelation, no heteroscedasticity, and error term is normally distributed hence model is correctly specified. These practical results help potential investors to correlate the relationships of selected macroeconomic variables proxy to FDI and assisting in their decision making. Faculty of Business Management 2017 Student Project NonPeerReviewed text en http://ir.uitm.edu.my/id/eprint/23618/1/PPb_MUHAMMAD%20NURULHAKIM%20ABD%20RAHIM%20J%20BM%2017_5.pdf Abd Rahim, Muhammad Nurulhakim (2017) Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim. [Student Project] (Submitted)
repository_type Digital Repository
institution_category Local University
institution Universiti Teknologi MARA
building UiTM Institutional Repository
collection Online Access
language English
topic Foreign investments. Country risk
spellingShingle Foreign investments. Country risk
Abd Rahim, Muhammad Nurulhakim
Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim
description This paper examines the relationship between Foreign Direct Investment (FDI) and selected macroeconomic determinants such as Exchange Rate Volatility, Inflation Rate and Trade Openness. It is found that exchange rate volatility and trade openness have significant relationships towards FDI meanwhile inflation rate shows insignificant relationship towards FDI. Secondary data was collected from World Development Indicator (WDI) website from year 2006 to 2014 which contain annually data from four East Asian countries namely Malaysia, China, Thailand and the Philippines. The sample data comprises of total 36 observations in this paper. The researcher used the well-known software Eviews8 in order to run the model and estimate the regression. Besides, this paper also employed the Breusch- Godfrey Serial Correlation LM test, Autoregressive Conditional Hetroscedasticity (ARCH) test, Jarque- Bera test, Normality test and more thus encountered that there is no serious multicollinearity problem, no autocorrelation, no heteroscedasticity, and error term is normally distributed hence model is correctly specified. These practical results help potential investors to correlate the relationships of selected macroeconomic variables proxy to FDI and assisting in their decision making.
format Student Project
author Abd Rahim, Muhammad Nurulhakim
author_facet Abd Rahim, Muhammad Nurulhakim
author_sort Abd Rahim, Muhammad Nurulhakim
title Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim
title_short Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim
title_full Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim
title_fullStr Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim
title_full_unstemmed Foreign direct investment end exchange rate volatility: evidence from four East Asian country / Muhammad Nurulhakim Abd Rahim
title_sort foreign direct investment end exchange rate volatility: evidence from four east asian country / muhammad nurulhakim abd rahim
publisher Faculty of Business Management
publishDate 2017
url http://ir.uitm.edu.my/id/eprint/23618/
http://ir.uitm.edu.my/id/eprint/23618/1/PPb_MUHAMMAD%20NURULHAKIM%20ABD%20RAHIM%20J%20BM%2017_5.pdf
first_indexed 2023-09-18T23:11:03Z
last_indexed 2023-09-18T23:11:03Z
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