Chen, Mei-Ling; Wang, Kai-Li; Sung, Ya-Ching; Lin, Fu-Lai; … - In: Review of Pacific Basin Financial Markets and Policies … 10 (2007) 03, pp. 389-413
GARCH models, to explore the dynamic relationship between foreign investment and the MSCI Taiwan Index (MSCI–TWI). The … effects exist between net foreign investment and MSCI–TWI. In particular, our results demonstrate that the MSCI–TWI has the … influence on both net foreign investment dollars and the MSCI–TWI. In addition, US–Taiwan interest rate difference has a …
