Foreign Portfolio Investment and Index Crash Risk
Research shows that exchange rate fluctuations and investor sentiment significantly impact country index crash risk, while net foreign portfolio investment has minimal effect.
Featured in No. 82 on 15 Jan 2025 ·
- Released
- 13 Feb 2024
- First featured
- No. 82 · 15 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 24
- Identifier
- RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2305481
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).