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Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia »

Source: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Volume/Issue: 2002/154

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451857245

Keywords: Price spillovers, volatility spillovers, asymmetric GARCH models, spillovers, stock market, stock returns, stock price,

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: th...

The Bank Group Meeting

The Bank Group Meeting »

Source: Finance & Development, December 1972

Volume/Issue: 9/4

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1972

ISBN: 9781616353100

Keywords: pollution, population growth, population problem, demographers, world population

This paper describes what the limits to growth are. The paper highlights that many critical variables in global society-particularly population and industrial production-have been growing at a constant percentage r...

Book Notices

Book Notices »

Source: Finance & Development, December 1972

Volume/Issue: 9/4

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1972

ISBN: 9781616353100

Keywords: pollution, population growth, population problem, demographers, world population

This paper describes what the limits to growth are. The paper highlights that many critical variables in global society-particularly population and industrial production-have been growing at a constant percentage r...

Britain Joins the EEC

Britain Joins the EEC »

Source: Finance & Development, December 1972

Volume/Issue: 9/4

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1972

ISBN: 9781616353100

Keywords: pollution, population growth, population problem, demographers, world population

This paper describes what the limits to growth are. The paper highlights that many critical variables in global society-particularly population and industrial production-have been growing at a constant percentage r...

Finance & Development, December 1972

Finance & Development, December 1972 »

Volume/Issue: 9/4

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1972

DOI: http://dx.doi.org/10.5089/9781616353100.022

ISBN: 9781616353100

Keywords: pollution, population growth, population problem, demographers, world population

This paper describes what the limits to growth are. The paper highlights that many critical variables in global society-particularly population and industrial production-have been growing at a constant percentage r...

Foreign Entanglements

Foreign Entanglements »

Source: Foreign Entanglements : Estimating the Source and Size of Spillovers Across Industrial Countries

Volume/Issue: 2007/182

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Andrew Swiston

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867466

Keywords: international business cycles, vector autoregressions, correlation, equation, covariance,

VARs of real growth since 1970 are used to estimate spillovers between the U.S., euro area, Japan, and an aggregate of small industrial countries, which proxies for global shocks. U.S. and global shocks generate si...

The Fund Meeting

The Fund Meeting »

Source: Finance & Development, December 1972

Volume/Issue: 9/4

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1972

ISBN: 9781616353100

Keywords: pollution, population growth, population problem, demographers, world population

This paper describes what the limits to growth are. The paper highlights that many critical variables in global society-particularly population and industrial production-have been growing at a constant percentage r...

Global Bonding

Global Bonding »

Source: Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Volume/Issue: 2012/298

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Trung Bui

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 December 2012

ISBN: 9781475586633

Keywords: Identification, international financial linkages, bond, equity markets, bond yields, financial markets, Estimation, Time-Series Models, General,

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...

The Gold Markets–1968-72

The Gold Markets–1968-72 »

Source: Finance & Development, December 1972

Volume/Issue: 9/4

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1972

ISBN: 9781616353100

Keywords: pollution, population growth, population problem, demographers, world population

This paper describes what the limits to growth are. The paper highlights that many critical variables in global society-particularly population and industrial production-have been growing at a constant percentage r...

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia »

Volume/Issue: 2002/154

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

DOI: http://dx.doi.org/10.5089/9781451857245.001

ISBN: 9781451857245

Keywords: Price spillovers, volatility spillovers, asymmetric GARCH models, spillovers, stock market, stock returns, stock price,

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: th...