Investigating the impact of foreign portfolio investment on macro-economic stability : (Record no. 83901)
[ view plain ]
| 000 -LEADER | |
|---|---|
| fixed length control field | 03217cam a2200337 a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-GiCUC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20250223032910.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 220109s2021 ua d f m 000 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EG-GiCUC |
| Language of cataloging | eng |
| Transcribing agency | EG-GiCUC |
| 041 0# - LANGUAGE CODE | |
| Language code of text/sound track or separate title | eng |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Deposite |
| 097 ## - Thesis Degree | |
| Thesis Level | M.Sc |
| 099 ## - LOCAL FREE-TEXT CALL NUMBER (OCLC) | |
| Classification number | Cai01.03.02.M.Sc.2021.Sa.I |
| 100 0# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Sara Mohamed Abdelgawad Mohamed |
| 245 10 - TITLE STATEMENT | |
| Title | Investigating the impact of foreign portfolio investment on macro-economic stability : |
| Remainder of title | empirical evidence from Egypt / |
| Statement of responsibility, etc. | Sara Mohamed Abdelgawad Mohamed ; Supervised Mona Essam Fayed , Taghreed Abdelaziz Hassouba |
| 246 15 - VARYING FORM OF TITLE | |
| Title proper/short title | تأثير الاستثمار الاجنبى فى محفظة الاوراق المالية على استقرار الاقتصاد الكلى : |
| Remainder of title | دراسة تطبيقية على الحالة المصرية |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Cairo : |
| Name of publisher, distributor, etc. | Sara Mohamed Abdelgawad Mohamed , |
| Date of publication, distribution, etc. | 2021 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 130 P. : |
| Other physical details | charts ; |
| Dimensions | 25cm |
| 502 ## - DISSERTATION NOTE | |
| Dissertation note | Thesis (M.Sc.) - Cairo University - Faculty of Economics and Political Science - Department of Economics |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Over the last two decades, many emerging markets economies have opened up to international capital flows and integrated further into global financial markets. Developing countries have started to depend mainly on foreign portfolio investment (FPI) as an essential form of foreign private capital since 1989s. FPI flows can help countries to allocate resources efficiently, fill the saving-investment gap, and develop financial markets. However, such flows are characterized by their high volatility and sharp reversals. The short-term and high volatile nature of these flows might cause macroeconomic overheating in terms of currency crises and inflationary pressures. As for Egypt, FPI flows have fluctuated significantly in the Egyptian stock market since 1993 to 2020.This high volatility of FPI has drawn attention to assess its possible effects on the Egyptian economy in terms of macro-economic stability Therefore, this study aims to empirically investigate the relationship between FPI flows and inflation rate, which is a critical indicator of macro-economic stability. For this purpose, the study applies a vector autoregressive (VAR) model to test the short-run dynamics among the variables of interest. Also, it conducts the granger-causality test to check the causalities among variables. Additionally, it applies the auto-regressive distributed lag (ARDL) model to examine the long-run relationships among these variables. An error correction (ECM) can then be applied analyzing both the short-run and long-run relationships among the model variables. Empirical results showed that FPI flows increase the inflation rate in Egypt in both the short-run & long-run, thereby negatively impacting the macro-economic stability of the Egyptian economy |
| 530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE | |
| Additional physical form available note | Issued also as CD |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Consumer Price Index |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Foreign Portfolio Investment |
| 653 #4 - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | Inflationary Pressures |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mona Essam Fayed , |
| Relator term | |
| 700 0# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Taghreed Abdelaziz Hassouba , |
| Relator term | |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://172.23.153.220/th.pdf">http://172.23.153.220/th.pdf</a> |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Nazla |
| Reviser | Revisor |
| 905 ## - LOCAL DATA ELEMENT E, LDE (RLIN) | |
| Cataloger | Shimaa |
| Reviser | Cataloger |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Thesis |
| Source of classification or shelving scheme | Not for loan | Home library | Current library | Date acquired | Full call number | Barcode | Date last seen | Koha item type | Copy number |
|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | قاعة الرسائل الجامعية - الدور الاول | 11.02.2024 | Cai01.03.02.M.Sc.2021.Sa.I | 01010110085225000 | 22.09.2023 | Thesis | ||
| Dewey Decimal Classification | المكتبة المركزبة الجديدة - جامعة القاهرة | مخـــزن الرســائل الجـــامعية - البدروم | 11.02.2024 | Cai01.03.02.M.Sc.2021.Sa.I | 01020110085225000 | 22.09.2023 | CD - Rom | 85225.CD |