Foreign Portfolio Investment Flows to India: Determinants and Analysis

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Does the Indian Financial Market Nosedive because of the COVID-19 Outbreak, in Comparison to after Demonetisation and the GST? (2020, background): “…by mutual funds (Edelen and Warner 2001; Narayan, Narayan, and Prabheesh 2014), gold and crude oil prices (Jain and Biswal 2016), currency risk (Garg and Dua 2014), exchange rates and foreign equity flows (Dhingra, Gandhi, and Bulsara 2016; Mishra 2004), and long-range dependence (Sensoy and…”
Bootstrapping the autoregressive distributed lag test for cointegration (2018, methodology): “They neglect to perform the second test, which is the t-test on the coefficient of the lagged level of the dependent variable (for example, Alhassan and Fiador, 2014; Garg and Dua, 2014; Jiang and Nieh, 2012; Muscatelli and Spinelli,2000 and Getnet et al., 2005).”