{"created":"2023-07-27T12:34:11.129721+00:00","id":37987,"links":{},"metadata":{"_buckets":{"deposit":"3bcda592-f34f-4ec7-bd64-13a789a404c8"},"_deposit":{"created_by":19,"id":"37987","owners":[19],"pid":{"revision_id":0,"type":"depid","value":"37987"},"status":"published"},"_oai":{"id":"oai:ir.ide.go.jp:00037987","sets":["3552:4093:4103"]},"author_link":["44934"],"item_14_biblio_info_6":{"attribute_name":"収録情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2008-11-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"180","bibliographic_titles":[{"bibliographic_title":"IDE Discussion Paper"},{"bibliographic_title":"IDE Discussion Paper","bibliographic_titleLang":"en"}]}]},"item_14_description_21":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_14_description_23":{"attribute_name":"DIG_NO","attribute_value_mlt":[{"subitem_description":"IDP000180_001","subitem_description_type":"Other"}]},"item_14_description_3":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper examines the causalities in mean and variance between stock returns and Foreign Institutional Investment (FII) in India. The analysis in this paper applies the Cross Correlation Function approach from Cheung and Ng (1996), and uses daily data for the timeframe of January 1999 to March 2008 divided into two periods before and after May 2003. Empirical results showed that there are uni-directional causalities in mean and variance from stock returns to FII flows irrelevant of the sample periods, while the reverse causalities in mean and variance are only found in the period beginning with 2003. These results point to FII flows having exerted an impact on the movement of Indian stock prices during the more recent period.","subitem_description_type":"Abstract"}]},"item_14_geolocation_18":{"attribute_name":"地域/国名","attribute_value_mlt":[{"subitem_geolocation_place":[{"subitem_geolocation_place_text":"インド"}]}]},"item_14_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.20561/00037982","subitem_identifier_reg_type":"JaLC"}]},"item_14_publisher_7":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"Institute of Developing Economies　(IDE-JETRO)　"}]},"item_14_rights_5":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"Copyrights 日本貿易振興機構（ジェトロ）アジア経済研究所 / Institute of Developing Economies, Japan External Trade Organization (IDE-JETRO) http://www.ide.go.jp"}]},"item_14_subject_16":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"338.92","subitem_subject_scheme":"NDC"}]},"item_14_subject_17":{"attribute_name":"JEL分類","attribute_value_mlt":[{"subitem_subject":"JEL:E44 - Financial Markets and the Macroeconomy","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL:F21 - International Investment;","subitem_subject_scheme":"Other"}]},"item_14_subject_19":{"attribute_name":"主題(図書館用)","attribute_value_mlt":[{"subitem_subject":"Causality","subitem_subject_scheme":"Other"},{"subitem_subject":"Cross correlation","subitem_subject_scheme":"Other"},{"subitem_subject":"Foreign institutional investment","subitem_subject_scheme":"Other"},{"subitem_subject":"India","subitem_subject_scheme":"Other"},{"subitem_subject":"Stock price","subitem_subject_scheme":"Other"},{"subitem_subject":"因果性","subitem_subject_scheme":"Other"},{"subitem_subject":"相互相関分析","subitem_subject_scheme":"Other"},{"subitem_subject":"外国機関投資","subitem_subject_scheme":"Other"},{"subitem_subject":"インド","subitem_subject_scheme":"Other"},{"subitem_subject":"株価","subitem_subject_scheme":"Other"}]},"item_14_text_32":{"attribute_name":"著者別名","attribute_value_mlt":[{"subitem_text_value":"井上, 武"}]},"item_14_version_type_15":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Inoue, Takeshi"}],"nameIdentifiers":[{"nameIdentifier":"44934","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-04-10"}],"displaytype":"detail","filename":"IDP000180_001.pdf","filesize":[{"value":"498.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文","url":"https://ir.ide.go.jp/record/37987/files/IDP000180_001.pdf"},"version_id":"35f62d22-bc8e-4f0d-b620-6981ebb9d37c"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"The causal relationships in mean and variance between stock returns and foreign institutional investment in India","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"The causal relationships in mean and variance between stock returns and foreign institutional investment in India"}]},"item_type_id":"14","owner":"19","path":["4103"],"pubdate":{"attribute_name":"公開日","attribute_value":"2008-12-15"},"publish_date":"2008-12-15","publish_status":"0","recid":"37987","relation_version_is_last":true,"title":["The causal relationships in mean and variance between stock returns and foreign institutional investment in India"],"weko_creator_id":"19","weko_shared_id":-1},"updated":"2023-07-27T15:39:00.285981+00:00"}