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Dynamic Connectedness of Asian Equity Markets

Dynamic Connectedness of Asian Equity Markets »

Source: Dynamic Connectedness of Asian Equity Markets

Volume/Issue: 2016/57

Series: IMF Working Papers

Author(s): Roberto Guimarães-Filho , and Gee Hee Hong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2016

ISBN: 9781513572451

Keywords: financial spillovers, Asia financial integration, financial linkages, stock market, equity, markets, market, returns, equity returns, General,

Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the regi...

Sources of Economic Growth in East Asia: A Nonparametric Assessment

Sources of Economic Growth in East Asia: A Nonparametric Assessment »

Source: IMF Staff Papers, Volume 50, No. 2

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2003

ISBN: 9781589062023

Keywords: tfp, production function, aggregate production function, standard errors, constant returns

This paper examines sources of economic growth in East Asia. The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about either competi...

Can Inheritances Alleviate the Fiscal Burden of an Aging Population?

Can Inheritances Alleviate the Fiscal Burden of an Aging Population? »

Source: IMF Staff Papers, Volume 50, No. 2

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2003

ISBN: 9781589062023

Keywords: tfp, production function, aggregate production function, standard errors, constant returns

This paper examines sources of economic growth in East Asia. The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about either competi...

Population Aging and Global Capital Flows in a Parallel Universe

Population Aging and Global Capital Flows in a Parallel Universe »

Source: IMF Staff Papers, Volume 50, No. 2

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2003

ISBN: 9781589062023

Keywords: tfp, production function, aggregate production function, standard errors, constant returns

This paper examines sources of economic growth in East Asia. The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about either competi...

The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries

The Properties of the Equity Premium and the Risk-Free Rate: An Investigation Across Time and Countries »

Source: IMF Staff Papers, Volume 50, No. 2

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2003

ISBN: 9781589062023

Keywords: tfp, production function, aggregate production function, standard errors, constant returns

This paper examines sources of economic growth in East Asia. The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about either competi...

Resources and Incentives to Reform

Resources and Incentives to Reform »

Source: IMF Staff Papers, Volume 50, No. 2

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2003

ISBN: 9781589062023

Keywords: tfp, production function, aggregate production function, standard errors, constant returns

This paper examines sources of economic growth in East Asia. The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about either competi...

A Dynamic General Equilibrium Framework of Investment with Financing Constraint

A Dynamic General Equilibrium Framework of Investment with Financing Constraint »

Source: IMF Staff Papers, Volume 50, No. 2

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2003

ISBN: 9781589062023

Keywords: tfp, production function, aggregate production function, standard errors, constant returns

This paper examines sources of economic growth in East Asia. The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about either competi...

Refocusing the Fund: A Review of James M. Boughton’s Silent Revolution: The International Monetary Fund, 1979-1989

Refocusing the Fund: A Review of James M. Boughton’s Silent Revolution: The International Monetary Fund, 1979-1989 »

Source: IMF Staff Papers, Volume 50, No. 2

Volume: 50

Series: IMF Staff Papers

Author(s): Robert Flood

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 July 2003

ISBN: 9781589062023

Keywords: tfp, production function, aggregate production function, standard errors, constant returns

This paper examines sources of economic growth in East Asia. The conventional growth-accounting approach to estimating the sources of economic growth requires unrealistically strong assumptions about either competi...

Bond Markets As Conduits for Capital Flows

Bond Markets As Conduits for Capital Flows »

Source: Bond Markets As Conduits for Capital Flows : How Does Asia Compare?

Volume/Issue: 2006/238

Series: IMF Working Papers

Author(s): Pipat Luengnaruemitchai , and Barry Eichengreen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2006

ISBN: 9781451864984

Keywords: cross-border investment, gravity model, bond, bonds, bond transactions, bond returns, Financial Aspects of Economic Integration,

We use data on the extent to which residents of one country hold the bonds of issuers resident in another as a measure of financial integration or interrelatedness, asking how Asia compares with Europe and Latin Am...

Does Insider Trading Raise Market Volatility?

Does Insider Trading Raise Market Volatility? »

Source: Does Insider Trading Raise Market Volatility?

Volume/Issue: 2003/51

Series: IMF Working Papers

Author(s): Shang-Jin Wei , and Julan Du

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451847130

Keywords: insider trading, market volatility, stock market, market returns, inflation rate, stock exchange, General Financial Markets,

This paper studies the role of insider trading in explaining cross-country differences in stock market volatility. The central finding is that countries with more prevalent insider trading have more volatile stock...