---
title: Foreign Portfolio Investment and Index Crash Risk
url: https://www.ml-quant.com/papers/repec/taf-oaefxx-v-12-y-2024-i-1-p-2305481/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2305481
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F23322039.2024.2305481%3Bh%3Drepec%3Ataf%3Aoaefxx%3Av%3A12%3Ay%3A2024%3Ai%3A1%3Ap%3A2305481
featured: 2025-01-15
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F23322039.2024.2305481%3Bh%3Drepec%3Ataf%3Aoaefxx%3Av%3A12%3Ay%3A2024%3Ai%3A1%3Ap%3A2305481
- Identifier: RePEc:taf:oaefxx:v:12:y:2024:i:1:p:2305481
- Released: 2024-02-13
- First featured: Quant Letter No. 82 (2025-01-15): https://www.ml-quant.com/issues/2025-01-15/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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