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Stock Market Liberalizations

Stock Market Liberalizations »

Source: Stock Market Liberalizations : Financial and Macroeconomic Implications

Volume/Issue: 2001/193

Series: IMF Working Papers

Author(s): Norbert Funke , and Nicola Fuchs-Schündeln

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859812

Keywords: financial liberalization, regulation, stock market, stock market liberalization, credit rating, stock market liberalizations, General Financial Markets,

Using a panel of 27 countries, we analyze the effects of stock market liberalization on financial and macroeconomic development. We find that liberalization is associated with a short-term increase in real private...

Global Financial Stability Report, September 2006
			: Market Developments and Issues

Global Financial Stability Report, September 2006 : Market Developments and Issues »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 2006

DOI: http://dx.doi.org/10.5089/9781589065826.082

ISBN: 9781589065826

Keywords: bond, bonds, capital inflows, stock market, financial markets

The Global Financial Stability Report (GSFR), published twice a year by the IMF, provides timely analysis of developments in mature and emerging market countries and seeks to identify potential fault lines in the g...

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...

Annex: Summing up by The Acting Chair

Annex: Summing up by The Acting Chair »

Source: Global Financial Stability Report, September 2006 : Market Developments and Issues

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 2006

ISBN: 9781589065826

Keywords: bond, bonds, capital inflows, stock market, financial markets

The following remarks by the Acting Chair were made at the conclusion of the Executive Board’s discussion of the Global Financial Stability Report on August 23, 2006...

Statistical Appendix

Statistical Appendix »

Source: Global Financial Stability Report, September 2006 : Market Developments and Issues

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 2006

ISBN: 9781589065826

Keywords: bond, bonds, capital inflows, stock market, financial markets

This statistical appendix presents data on financial developments in key financial centers and emerging markets. It is designed to complement the analysis in the text by providing a...

Chapter I: Assessing Global Financial Risks

Chapter I: Assessing Global Financial Risks »

Source: Global Financial Stability Report, September 2006 : Market Developments and Issues

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 2006

ISBN: 9781589065826

Keywords: bond, bonds, capital inflows, stock market, financial markets

The global economy and international financial markets have been performing strongly in recent years, thanks in large part to low interest rates in mature markets. As a result, corporations and financial ins...

Chapter II: Household Credit Growth in Emerging Market Countries

Chapter II: Household Credit Growth in Emerging Market Countries »

Source: Global Financial Stability Report, September 2006 : Market Developments and Issues

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 2006

ISBN: 9781589065826

Keywords: bond, bonds, capital inflows, stock market, financial markets

Credit to households is growing rapidly, albeit from a low base, across many emerging market (EM) countries. 1 In most countries, the growth rates of household credit outstrip tho...

Stock Market Liberalizations
			: Financial and Macroeconomic Implications

Stock Market Liberalizations : Financial and Macroeconomic Implications »

Volume/Issue: 2001/193

Series: IMF Working Papers

Author(s): Norbert Funke , and Nicola Fuchs-Schündeln

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

DOI: http://dx.doi.org/10.5089/9781451859812.001

ISBN: 9781451859812

Keywords: financial liberalization, regulation, stock market, stock market liberalization, credit rating, stock market liberalizations, General Financial Markets,

Using a panel of 27 countries, we analyze the effects of stock market liberalization on financial and macroeconomic development. We find that liberalization is associated with a short-term increase in real private...

Asset Price Bubbles

Asset Price Bubbles »

Source: Asset Price Bubbles : A Selective Survey

Volume/Issue: 2013/45

Series: IMF Working Papers

Author(s): Anna Scherbina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 21 February 2013

ISBN: 9781475515299

Keywords: Bubbles, Limits to Arbitrage, stock market, discount rate, mortgage, cash flows, financial economics, General,

Why do asset price bubbles continue to appear in various markets? This paper provides an overview of recent literature on bubbles, with significant attention given to behavioral models and rational models with fric...

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

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

DOI: http://dx.doi.org/10.5089/9781451871449.001

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...