Skip to main content

Foreign Direct Investment (FDI) and Exchange Rate Uncertainty in Imperfectly Competitive Industries

  • Chapter

Part of the book series: Contributions to Economics ((CE))

This is a preview of subscription content, log in via an institution.

Buying options

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Reference

  • Arrellano, M., Bond, S.R., (2001) Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations, Review of Economic Studies, Vol.58, pp. 277-297.

    Google Scholar 

  • Bènassy-Quèrè,A., Fontagnè,L., Lahréche-Rèvil, A. (2001) Exchange-rate strategies in the competition for attracting foreign direct investment Journal of the Japanese and international Economies, vol.15, $n^o$2, pp. 178-198.

    Article  Google Scholar 

  • Bollerslev,T., R.F. Engle, J.M. Wooldridge, (1988) A capital asset pricing model with time varying covariances, Journal of Political Economy, Vol. 96, pp. 116-131.

    Article  Google Scholar 

  • Campa, J.M., Goldberg, L. (1995), Investment in manufacturing, exchange rates and external exposure, Journal of International Economics, Vol.38, pp. 297-320.

    Article  Google Scholar 

  • Cushman, D.O. (1985), Real exchange rate risk, expectations and the level of direct investment, Review of Economics and Statistics, Vol. 67, 297-307.

    Article  Google Scholar 

  • Cushman, D.O. (1988), Exchange rate uncertainty and foreign direct investment in the United States, Weltwirtschaftliches Archiv, Vol. 124, pp. 322-336.

    Google Scholar 

  • Domowitz, I, Hubbard, R.G., Petersen, C. (1996),Business cycles and the relationship between concentration and profit margins, Rand Journal of Economics, vol.17, pp. 1-17.

    Article  Google Scholar 

  • Engle, R., Kroner, (1995), Multivariate simultaneous generalized ARCH, Econometric Theory, Vol. 11, pp. 122-150.

    Article  Google Scholar 

  • Hall,S.G., D.K. Miles, M.P. Taylor (1990), A multivariate GARCH in mean estimation of the capital asset pricing model, in K. Patterson and S.G. B. Henry (eds.) Economic modelling at the Bank of England, Chapman and hall, London.

    Google Scholar 

  • Hall, S.G., D.K. Miles (1992), An empirical study of recent trends in world bond markets, Oxford Economic Papers, Vol.44, pp. 559-625.

    Google Scholar 

  • Hayashi, F. (1982), Tobin’s marginal and average q: A noeclassical interpretation, Econometrica, Vol. 50, pp. 213-224.

    Article  Google Scholar 

  • Hsiao, C. (2003) Analysis of panel data, Second edition, Cambridge University Press.

    Google Scholar 

  • Kraft, D.F., R.F. Engle (1982), Autoregressive conditional heteroskedasticity in multiple time series, UCSD Manuscript.

    Google Scholar 

  • Nucci, A., Pozzolo, A.F. (2001) Investment and the exchange rate: An analysis with firm-level panel data, European Economic Review, vol.45, pp. 259-283.

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2007 Physica-Verlag Heidelberg

About this chapter

Cite this chapter

Barrell, R., Gottschalk, S.D., Hall, S.G. (2007). Foreign Direct Investment (FDI) and Exchange Rate Uncertainty in Imperfectly Competitive Industries. In: Korres, G.M. (eds) Regionalisation, Growth, and Economic Integration. Contributions to Economics. Physica-Verlag HD. https://doi.org/10.1007/978-3-7908-1925-0_5

Download citation

Publish with us

Policies and ethics