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Stock Market Equilibrium and Macroeconomic Fundamentals

Stock Market Equilibrium and Macroeconomic Fundamentals »

Source: Stock Market Equilibrium and Macroeconomic Fundamentals

Volume/Issue: 1997/15

Series: IMF Working Papers

Author(s): Lamin Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1997

ISBN: 9781451843224

Keywords: stock market, stock exchange, stock returns, stock price, stock prices

This paper examines the efficiency of the Stock Exchange of Singapore and the relationship between the stock market and the overall economy. Using a wide range of methods for testing market efficiency, the paper es...

The Yield Curve and Real Activity

The Yield Curve and Real Activity »

Source: The Yield Curve and Real Activity

Volume/Issue: 1993/19

Series: IMF Working Papers

Author(s): Zuliu Hu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1993

ISBN: 9781451843705

Keywords: forecasting, stock price, stock prices, bonds, bond

The financial press frequently suggest that the shape of yield curve reflects information about the prospects of the economy. This paper attempts to formalize the link between the yield curve and the real economic...

The Economy of the Middle East and North Africa in 1997

The Economy of the Middle East and North Africa in 1997 »

Series: Books

Author(s): Mohamed El-Erian , and Susan Fennell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 November 1997

DOI: http://dx.doi.org/10.5089/9781557757111.071

ISBN: 9781557757111

Keywords: oil prices, oil exporters, stock market, crude oil, natural gas

The economy of the Middle East and North Africa improved considerably in 1996, and remained favorable in 1997. This paper, by Mohamed A. El-Erian and Susan Fennell, presents an assessment of the recent experience o...

Stock Market Volatility and Corporate Investment

Stock Market Volatility and Corporate Investment »

Source: Stock Market Volatility and Corporate Investment

Volume/Issue: 1995/102

Series: IMF Working Papers

Author(s): Zuliu Hu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1995

ISBN: 9781451852585

Keywords: stock market, stock market volatility, stock returns, stock prices, stock market price

Despite concerns are often voiced on the so called “excess volatility” of the stock market, little is known about the implications of market volatility for the real economy. This paper examines whethe...

Comovements in National Stock Market Returns

Comovements in National Stock Market Returns »

Source: Comovements in National Stock Market Returns : Evidence of Predictability But Not Cointegration

Volume/Issue: 1996/28

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451844610

Keywords: cointegration, predictability, statistics, stock market, stock prices

This paper is a response to the literature that tests for cointegration between national stock market indices. It argues that apparent findings of cointegration in other studies may often be due to the use of asymp...

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...

Stock-Market Equilibrium and the Dividend Yield

Stock-Market Equilibrium and the Dividend Yield »

Source: Stock-Market Equilibrium and the Dividend Yield

Volume/Issue: 1996/90

Series: IMF Working Papers

Author(s): Charles Kramer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1996

ISBN: 9781451951981

Keywords: stock market, stock prices, stock returns, financial economics, bonds

Can fundamentals account for the recent performance of the U.S. stock market? The price/earnings ratio is out of line with historical averages, and the dividend/price ratio has recently reached a historic low. Thes...

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...

Discretionary Trading and Asset Price Volatility

Discretionary Trading and Asset Price Volatility »

Source: Discretionary Trading and Asset Price Volatility

Volume/Issue: 1995/104

Series: IMF Working Papers

Author(s): Jahangir Aziz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1995

ISBN: 9781451947922

Keywords: stock market, stock markets, stock prices, future value, risk aversion

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Cointegration of International Stock Market Indices

Cointegration of International Stock Market Indices »

Source: Cointegration of International Stock Market Indices

Volume/Issue: 1994/94

Series: IMF Working Papers

Author(s): Ray Chou , Victor Ng , and Lynn Pi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1994

ISBN: 9781451950700

Keywords: stock market, stock markets, stock market prices, international capital

In this paper, we derive evidence on the integration of international stock markets from the cointegration properties of international stock market prices. Using the multivariate cointegration test of Johansen, we...