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Regional Economic Outlook, October 2011, Asia and Pacific
			: Navigating an Uncertain Global Environment While Building Inclusive Growth

Regional Economic Outlook, October 2011, Asia and Pacific : Navigating an Uncertain Global Environment While Building Inclusive Growth »

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Asia and Pacific Dept

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2011

DOI: http://dx.doi.org/10.5089/9781616351274.086

ISBN: 9781616351274

Keywords: inflation, financial integration, monetary policy, monetary fund, contagion

In line with the weaker global outlook, growth in Asia is expected to be slightly lower in 2011-12 than forecast in April 2011, mainly as a result of weakening external demand, but the expansion should remain healt...

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets »

Source: Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volume/Issue: 2008/286

Series: IMF Working Papers

Author(s): Guglielmo Caporale , Marianne Schulze-Ghattas , John Beirne , and Nicola Spagnolo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871449

Keywords: Volatility spillovers, Contagion, correlations, stock market, emerging stock markets, financial contagion,

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of r...

Risk Sharing and Financial Contagion in Asia

Risk Sharing and Financial Contagion in Asia »

Source: Risk Sharing and Financial Contagion in Asia : An Asset Price Perspective

Volume/Issue: 2011/242

Series: IMF Working Papers

Author(s): Phurichai Rungcharoenkitkul

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2011

ISBN: 9781463922634

Keywords: risk sharing, contagion, affine term structure model, financial contagion, stochastic discount, bond, Financial Aspects of Economic Integration,

This paper assesses financial integration in Asia in terms of risk-sharing benefit versus financial-contagion cost. We construct a new measure of risk sharing based on a term structure model, which allows identific...

I. Navigating an Uncertain Global Environment

I. Navigating an Uncertain Global Environment »

Source: Regional Economic Outlook, October 2011, Asia and Pacific : Navigating an Uncertain Global Environment While Building Inclusive Growth

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Asia and Pacific Dept

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2011

ISBN: 9781616351274

Keywords: inflation, financial integration, monetary policy, monetary fund, contagion

A. Resilient Domestic Demand Amid Pockets of Inflation Pressure Global economic activity weakened in the first half of 2011. In advanced economies, the recovery was dragged down by t...

II. Drivers and Implications of Rapid Credit Growth in Emerging Asia

II. Drivers and Implications of Rapid Credit Growth in Emerging Asia »

Source: Regional Economic Outlook, October 2011, Asia and Pacific : Navigating an Uncertain Global Environment While Building Inclusive Growth

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Asia and Pacific Dept

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2011

ISBN: 9781616351274

Keywords: inflation, financial integration, monetary policy, monetary fund, contagion

Credit growth is still relatively rapid across most of Asia (Figure 2.1). This may raise some concerns because, historically, episodes of rapid credit growth in Asia have been chara...

III. Asia’s Quest for Inclusive Growth

III. Asia’s Quest for Inclusive Growth »

Source: Regional Economic Outlook, October 2011, Asia and Pacific : Navigating an Uncertain Global Environment While Building Inclusive Growth

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Asia and Pacific Dept

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2011

ISBN: 9781616351274

Keywords: inflation, financial integration, monetary policy, monetary fund, contagion

Income inequality has risen across the world over the last two decades. The academic literature attributes the rise mainly to three factors: globalization, skill-biased technologica...

IV. The Benefits of Further Financial Integration in Asia

IV. The Benefits of Further Financial Integration in Asia »

Source: Regional Economic Outlook, October 2011, Asia and Pacific : Navigating an Uncertain Global Environment While Building Inclusive Growth

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Asia and Pacific Dept

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2011

ISBN: 9781616351274

Keywords: inflation, financial integration, monetary policy, monetary fund, contagion

The need for economic rebalancing in the aftermath of the global financial crisis and the recent surge of capital inflows to emerging Asia have revived the debate about deeper finan...

V. Asian Low-Income and Pacific Island Countries: Managing Inflation Risks and Strengthening Growth Prospects

V. Asian Low-Income and Pacific Island Countries: Managing Inflation Risks and Strengthening Growth Prospects »

Source: Regional Economic Outlook, October 2011, Asia and Pacific : Navigating an Uncertain Global Environment While Building Inclusive Growth

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Asia and Pacific Dept

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2011

ISBN: 9781616351274

Keywords: inflation, financial integration, monetary policy, monetary fund, contagion

This chapter highlights a few issues facing Asian low-income countries (LICs) and Pacific Island countries (PICs). For most Asian LICs, headline inflation has picked up following th...

Financial Market Contagion in the Asian Crisis1

Financial Market Contagion in the Asian Crisis1 »

Source: Financial Market Contagion in the Asian Crisis

Volume/Issue: 1998/155

Series: IMF Working Papers

Author(s): Taimur Baig , and Ilan Goldfajn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

ISBN: 9781451857283

Keywords: Contagion, Asian Crises, Financial Markets, news, correlations, correlation, dummy variables, significance level

This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. Cross-country correlations among currencies and sovereign spreads are found to...

Sovereign Spreads and Contagion Risks in Asia1

Sovereign Spreads and Contagion Risks in Asia1 »

Source: Sovereign Spreads and Contagion Risks in Asia

Volume/Issue: 2011/134

Series: IMF Working Papers

Author(s): Filiz Unsal , and Carlos Caceres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455259397

Keywords: Sovereign spreads, contagion, market price of risk, exchange rate, exchange rate risk, euro, international monetary fund, Financial Markets and the Macroeconomy, General Financial Markets: General (includes Measurement and Data), General Financial Markets,

This paper explores how much of the movements in the sovereign spreads of Asian economies over the course of the global financial crisis has reflected shifts in (i) global risk aversion; (ii) country-specific risks...