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Financial Market Volatility and the Implications for Market Regulation: A Survey

Financial Market Volatility and the Implications for Market Regulation: A Survey »

Source: Financial Market Volatility and the Implications for Market Regulation : A Survey

Volume/Issue: 1990/112

Series: IMF Working Papers

Author(s): Louis Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

ISBN: 9781451944594

Keywords: stock market, stock prices, bond, stock index futures, futures markets

Volatility in financial markets has forced economists to reexamine the validity of the efficient markets hypothesis, and new empirical approaches have been applied to the study of this important issue in recent yea...

Determinants of Stock Prices

Determinants of Stock Prices »

Source: Determinants of Stock Prices : The Case of Zimbabwe

Volume/Issue: 1997/117

Series: IMF Working Papers

Author(s): T. Oyama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1997

ISBN: 9781451941616

Keywords: DDM, ECM, CAPM, APT, stock market, stock prices, stock exchange, stock returns, stock market index

This paper examines the general relationship between stock prices and macroeconomic variables in Zimbabwe, using the revised dividend discount model, error-correction model, and multi-factor return-generating model...

Excerpt: Taming Indian Inflation

Excerpt: Taming Indian Inflation »

Series: Miscellaneous Publication (Other)

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 February 2016

DOI: http://dx.doi.org/10.5089/TIIEAEX.073

ISBN: TIIEAEX

Keywords: Price indexes, Supply and demand, Financial statistics, Demand elasticity, Development, support price, nonfood, food expenditure, buffer stock, food category

Excerpt: Taming Indian Inflation...

Additions to Market Indices and the Comovement of Stock Returns Around the World

Additions to Market Indices and the Comovement of Stock Returns Around the World »

Source: Additions to Market Indices and the Comovement of Stock Returns Around the World

Volume/Issue: 2011/47

Series: IMF Working Papers

Author(s): Yishay Yafeh , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

ISBN: 9781455218950

Keywords: Index inclusion, stock price comovements, category, habitat and information theories, index-based investment, investors, institutional investors, stock market, stock price, stock prices,

Using newly-constructed data covering the last decade, we document that, in most of forty markets, when added to the main index, firms' returns experience an increase in comovement with the rest of the index, refle...

Chapter 4. Understanding India’s Food Inflation Through the Lens of Demand and Supply

Chapter 4. Understanding India’s Food Inflation Through the Lens of Demand and Supply »

Source: Excerpt: Taming Indian Inflation

Series: Miscellaneous Publication (Other)

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 February 2016

ISBN: TIIEAEX

Keywords: Price indexes, Supply and demand, Financial statistics, Demand elasticity, Development, support price, nonfood, food expenditure, buffer stock, food category

Food inflation in India, unlike in many advanced economies, has had a nontrivial impact on aggregate retail inflation. This reflects, among other things, the large share of food expenditure in total househol...

Financial Market Volatility and the Implications for Market Regulation
			: A Survey

Financial Market Volatility and the Implications for Market Regulation : A Survey »

Volume/Issue: 1990/112

Series: IMF Working Papers

Author(s): Louis Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

DOI: http://dx.doi.org/10.5089/9781451944594.001

ISBN: 9781451944594

Keywords: stock market, stock prices, bond, stock index futures, futures markets

Volatility in financial markets has forced economists to reexamine the validity of the efficient markets hypothesis, and new empirical approaches have been applied to the study of this important issue in recent yea...

Analyzing the Effects of Financial and Housing Wealth on Consumption using Micro Data

Analyzing the Effects of Financial and Housing Wealth on Consumption using Micro Data »

Source: Analyzing the Effects of Financial and Housing Wealth on Consumption using Micro Data

Volume/Issue: 2019/115

Series: IMF Working Papers

Author(s): Carlos Caceres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 May 2019

ISBN: 9781498316477

Keywords: Price indexes, Demographic indicators, Consumption, Disposable income, Private consumption, housing and financial wealth, household surveys, MPCs, stock holding, MPC

This paper analyzes the existence of 'wealth effects' derived from net equity (in the form of housing, financial assets, and total net worth) on consumption. The study uses longitudinal household-level data?from th...

India - Assessment Letter for the World Bank

India - Assessment Letter for the World Bank »

Source: India - Assessment Letter for the World Bank

Volume/Issue: 2007/052

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 November 2007

ISBN: 9781498333153

Keywords: Assessment letters, World Bank, Demand, Stock price indexes, Exchange markets, Financial markets, External debt, Assessment Letter, staff report, WPI

...

Determinants of Stock Prices
			: The Case of Zimbabwe

Determinants of Stock Prices : The Case of Zimbabwe »

Volume/Issue: 1997/117

Series: IMF Working Papers

Author(s): T. Oyama

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1997

DOI: http://dx.doi.org/10.5089/9781451941616.001

ISBN: 9781451941616

Keywords: DDM, ECM, CAPM, APT, stock market, stock prices, stock exchange, stock returns, stock market index

This paper examines the general relationship between stock prices and macroeconomic variables in Zimbabwe, using the revised dividend discount model, error-correction model, and multi-factor return-generating model...

Additions to Market Indices and the Comovement of Stock Returns Around the World

Additions to Market Indices and the Comovement of Stock Returns Around the World »

Volume/Issue: 2011/47

Series: IMF Working Papers

Author(s): Yishay Yafeh , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

DOI: http://dx.doi.org/10.5089/9781455218950.001

ISBN: 9781455218950

Keywords: Index inclusion, stock price comovements, category, habitat and information theories, index-based investment, investors, institutional investors, stock market, stock price, stock prices,

Using newly-constructed data covering the last decade, we document that, in most of forty markets, when added to the main index, firms' returns experience an increase in comovement with the rest of the index, refle...