An Empirical Analysis of Foreign Investors’ Trading Strategy: Evidence from Korea

2020 ◽  
Author(s):  
Jin Young Yang ◽  
Aristeidis Samitas ◽  
Elias Kampouris
Keyword(s):  
Empirical Analysis ◽  
Trading Strategy ◽  
Foreign Investors

scholarly journals State-owned enterprises and foreign infrastructure investment in Brazil after the 2008 international financial crisis

2019 ◽  
Vol 7 (2) ◽  
pp. 113-125
Author(s):  
Fernando Amorim Teixeira ◽  
Gustavo Ferreira da Silva
Keyword(s):  
Financial Crisis ◽  
Empirical Analysis ◽  
Foreign Capital ◽  
Electricity Sector ◽  
Infrastructure Investment ◽  
Foreign Investors ◽  
International Financial Crisis ◽  
Private Participation ◽  
The World

The article aims to analyze the participation of BNDES, Eletrobras and foreign investors in infrastructure megaprojects in Brazil after the 2008 international financial crisis. The research adopts a heterodox, Keynesian and institutionalist perspective, to conduct an empirical analysis, using the World Bank’s database on private participation in infrastructure. The results show that the ten largest projects carried out in the Brazilian electricity sector after 2008 had the participation of foreign capital, of which eight had the participation of BNDES and six with the participation of Eletrobras.

An Empirical Analysis on Trading strategy of KTB and KTF Using the Two Factors CIR Term Structure Model

2005 ◽  
Vol 13 (1) ◽  
pp. 77-97
Author(s):  
Tong Suk Kim ◽  
Yun Keun Lee ◽  
Jung-Soon Hyun
Keyword(s):  
Interest Rate ◽  
Empirical Analysis ◽  
Term Structure ◽  
Trading Strategy ◽  
Structure Model ◽  
Cir Model ◽  
Term Structure Model ◽  
Two Factors ◽  
Treasury Bond ◽  
Treasury Futures

The term structure of KTB (Korea Treasury Bond) is empirically implemented and forecasted by the extended 2-factor CIR model. Pearson and Sun model. MLE is applied to estimate parameters. Using KTB prices forecasted by the model, strategies of trading and hedge between KTB, KTF (Korea Treasury Futures) are established. In this article we can see that Pearson and Sun model appropriately explains the term structure of KTB but does not fit forecasting KTB prices. However, the model well forecasts the direction of interest rate moving up or down. Through such a forecast‘ profit via trading KTB and KTF can be realized.

scholarly journals The Dynamics of Foreign Direct Investment and Privatization: An Empirical Analysis

2009 ◽  
Vol 13 (2) ◽  
pp. 81-92
Author(s):  
Narjess Boubakri ◽  
Jean-Claude Cosset ◽  
Nassima Debab ◽  
Pascale Valéry
Keyword(s):  
Foreign Direct Investment ◽  
Private Sector ◽  
Empirical Analysis ◽  
Direct Investment ◽  
Capital Inflows ◽  
Foreign Investors ◽  
Managerial Skills ◽  
Private Sector Participation ◽  
Privatized Firms ◽  
Good Environment

Abstract This article examines the link between foreign direct investment (FDI) and privatization of state-owned enterprises. We hypothesize that privatization has an effect on FDI as the process of fostering private sector participation is often accompanied by liberalization measures, and by allocating the shares of newly privatized firms to foreign investors. Similarly, we expect FDI to foster privatization efforts as capital inflows, technology and managerial skills that accompany FDI make the environment more prone to competition, and provide governments with a good environment to privatize inefficient firms. Our results provide support for our conjectures.

Once Bitten, Twice Shy? Investment Disputes, State Sovereignty, and Change in Treaty Design

2019 ◽  
Vol 73 (4) ◽  
pp. 859-880 ◽  
Author(s):  
Alexander Thompson ◽  
Tomer Broude ◽  
Yoram Z. Haftel
Keyword(s):  
Empirical Analysis ◽  
Dispute Settlement ◽  
International Investment ◽  
Systematic Investigation ◽  
State Sovereignty ◽  
Foreign Investors ◽  
International Investment Agreements ◽  
The Empirical Analysis ◽  
Investment Agreements

AbstractMore than 3,000 international investment agreements (IIAs) provide foreign investors with substantive protections in host states and access to binding investor-state dispute settlement (ISDS). In recent years, states increasingly have sought to change their treaty commitments through the practices of renegotiation and termination, so far affecting about 300 IIAs. The received wisdom is that this development reflects a “backlash” against the regime and an attempt by governments to reclaim sovereignty, consistent with broader antiglobalization trends. Using new data on the degree to which IIA provisions restrict state regulatory space (SRS), we provide the first systematic investigation into the effect of ISDS experiences on state decisions to adjust their treaties. The empirical analysis indicates that exposure to investment claims leads either to the renegotiation of IIAs in the direction of greater SRS or to their termination. This effect varies, however, with the nature of involvement in ISDS and with respect to different treaty provisions.

scholarly journals Does Aid for Education Attract Foreign Investors? An Empirical Analysis for Latin America

2013 ◽  
Vol 26 (5) ◽  
pp. 597-613 ◽  
Author(s):  
Julian Donaubauer ◽  
Dierk Herzer ◽  
Peter Nunnenkamp
Keyword(s):  
Latin America ◽  
Empirical Analysis ◽  
Foreign Investors
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