Nominal and real volatility as determinants of FDI

C-Tier
Journal: Applied Economics
Year: 2013
Volume: 45
Issue: 18
Pages: 2603-2610

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This article examines the role of country-specific sources of output and interest rate or exchange rate volatility in driving Foreign Direct Investment (FDI) activities. Building on a dataset with bilateral FDI flows among 24 Organization for Economic Co-operation and Development (OECD) economies over the period 1985--2007, we find that nominal and real volatility strongly deter foreign investments. Output and exchange rate volatility matter in particular for the decision whether to invest in a foreign country in the first place. Interest rate volatility mainly influences the amount of foreign investments.

Technical Details

RePEc Handle
repec:taf:applec:v:45:y:2013:i:18:p:2603-2610
Journal Field
General
Author Count
2
Added to Database
2026-01-25