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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...

Front Matter

Front Matter »

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 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 »

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...