Bibliographic citations
Lopez, G., (2021). Efecto del Riesgo País sobre las corrientes internacionales de capital: El caso peruano (2000-2020) [Trabajo de investigación, Universidad Peruana de Ciencias Aplicadas (UPC)]. http://hdl.handle.net/10757/658374
Lopez, G., Efecto del Riesgo País sobre las corrientes internacionales de capital: El caso peruano (2000-2020) [Trabajo de investigación]. PE: Universidad Peruana de Ciencias Aplicadas (UPC); 2021. http://hdl.handle.net/10757/658374
@misc{renati/1291132,
title = "Efecto del Riesgo País sobre las corrientes internacionales de capital: El caso peruano (2000-2020)",
author = "Lopez Alatrista, Gianella Valeria",
publisher = "Universidad Peruana de Ciencias Aplicadas (UPC)",
year = "2021"
}
This research seeks to identify the effect of country risk, measured as the EMBI Index, together with a group of macroeconomic variables, on Foreign Direct Investment (FDI) and Foreign Portfolio Investment (FPI) in Peru. After ensuring the stationarity and non-autocorrelation of the data series through mathematical transformations, the VAR Autoregressive Vectors methodology is applied in order to find the variables that explain the performance of FDI and FPI during the period between 2000 and 2020. The results suggest that the EMBI index maintains a negative effect on the IEC over time, while in the case of FDI a positive effect is observed during the first two quarters, which subsequently dissipates until it dissipates in its entirety.
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