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Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia »

Source: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Volume/Issue: 2002/154

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451857245

Keywords: Price spillovers, volatility spillovers, asymmetric GARCH models, spillovers, stock market, stock returns, stock price,

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: th...

External Finance, Sudden Stops, and Financial Crisis

External Finance, Sudden Stops, and Financial Crisis »

Source: External Finance, Sudden Stops, and Financial Crisis : What is Different This Time?

Volume/Issue: 2010/158

Series: IMF Working Papers

Author(s): F. Gulcin Ozkan , and Filiz Unsal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455201419

Keywords: entrepreneurs, domestic economy, entrepreneur, open economy, domestic goods, And The Supply Of Money And Credit, international Finance, macroeconomic Aspects Of International Trade And Finance,

This paper develops a two-country DSGE model to investigate the transmission of a global financial crisis to a small open economy. We find that economies hit by a sudden stop arising from financial distress in the...

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia »

Volume/Issue: 2002/154

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

DOI: http://dx.doi.org/10.5089/9781451857245.001

ISBN: 9781451857245

Keywords: Price spillovers, volatility spillovers, asymmetric GARCH models, spillovers, stock market, stock returns, stock price,

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: th...

External Finance, Sudden Stops, and Financial Crisis
			: What is Different This Time?

External Finance, Sudden Stops, and Financial Crisis : What is Different This Time? »

Volume/Issue: 2010/158

Series: IMF Working Papers

Author(s): F. Gulcin Ozkan , and Filiz Unsal

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

DOI: http://dx.doi.org/10.5089/9781455201419.001

ISBN: 9781455201419

Keywords: entrepreneurs, domestic economy, entrepreneur, open economy, domestic goods, And The Supply Of Money And Credit, international Finance, macroeconomic Aspects Of International Trade And Finance,

This paper develops a two-country DSGE model to investigate the transmission of a global financial crisis to a small open economy. We find that economies hit by a sudden stop arising from financial distress in the...

Preferential Trade Agreements in the Asia-Pacific Region

Preferential Trade Agreements in the Asia-Pacific Region »

Volume/Issue: 2005/149

Series: IMF Working Papers

Author(s): Tubagus Feridhanusetyawan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2005

DOI: http://dx.doi.org/10.5089/9781451861686.001

ISBN: 9781451861686

Keywords: Pacific, FTA, Preferential Trade Agreement, rules of origin, regional trade, trade agreements, free trade, tariff reduction,

Preferential trade agreements (PTAs) in the Asia-Pacific region have proliferated rapidly over the past five years and are creating a complex web of intersecting bilateral and regional trade agreements. This paper...

The Impact of Tradeon Wages
			: What If Countries Are Not Small?

The Impact of Tradeon Wages : What If Countries Are Not Small? »

Volume/Issue: 2006/155

Series: IMF Working Papers

Author(s): Ichiro Tokutsu , and Mika Saito

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

DOI: http://dx.doi.org/10.5089/9781451864151.001

ISBN: 9781451864151

Keywords: wage, skilled labor, tariff rates, intermediate inputs, Neoclassical Models of Trade, Country and Industry Studies of Trade, Trade and Labor Market Interactions, Existence and Stability Conditions of Equilibrium,

This paper explores the effect of trade on the relative wage of less-skilled labor through its effect on world prices, which are typically exogenously given under the small open economy assumption. Using the 1995 i...

Information Technology and Productivity Growth in Asia

Information Technology and Productivity Growth in Asia »

Volume/Issue: 2003/15

Series: IMF Working Papers

Author(s): Il Lee , and Yougesh Khatri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2003

DOI: http://dx.doi.org/10.5089/9781451843286.001

ISBN: 9781451843286

Keywords: Growth, ict, tfp, growth accounting, information technology, economic growth,

The contribution of the information and communication technology (ICT) sector to growth in Asian economies is clearly evident from the expenditure side (net exports) and became particularly significant in the secon...

The Impact of Tradeon Wages

The Impact of Tradeon Wages »

Source: The Impact of Tradeon Wages : What If Countries Are Not Small?

Volume/Issue: 2006/155

Series: IMF Working Papers

Author(s): Ichiro Tokutsu , and Mika Saito

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864151

Keywords: wage, skilled labor, tariff rates, intermediate inputs, Neoclassical Models of Trade, Country and Industry Studies of Trade, Trade and Labor Market Interactions, Existence and Stability Conditions of Equilibrium,

This paper explores the effect of trade on the relative wage of less-skilled labor through its effect on world prices, which are typically exogenously given under the small open economy assumption. Using the 1995 i...

Information Technology and Productivity Growth in Asia

Information Technology and Productivity Growth in Asia »

Source: Information Technology and Productivity Growth in Asia

Volume/Issue: 2003/15

Series: IMF Working Papers

Author(s): Il Lee , and Yougesh Khatri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2003

ISBN: 9781451843286

Keywords: Growth, ict, tfp, growth accounting, information technology, economic growth,

The contribution of the information and communication technology (ICT) sector to growth in Asian economies is clearly evident from the expenditure side (net exports) and became particularly significant in the secon...

Preferential Trade Agreements in the Asia-Pacific Region

Preferential Trade Agreements in the Asia-Pacific Region »

Source: Preferential Trade Agreements in the Asia-Pacific Region

Volume/Issue: 2005/149

Series: IMF Working Papers

Author(s): Tubagus Feridhanusetyawan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2005

ISBN: 9781451861686

Keywords: Pacific, FTA, Preferential Trade Agreement, rules of origin, regional trade, trade agreements, free trade, tariff reduction,

Preferential trade agreements (PTAs) in the Asia-Pacific region have proliferated rapidly over the past five years and are creating a complex web of intersecting bilateral and regional trade agreements. This paper...