Search Results

You are looking at 11 - 20 of 490 items

  • Keyword: stock markets x
Clear All Modify Search
Market efficiency in Nordic and Baltic Stock Exchanges - Final report

Market efficiency in Nordic and Baltic Stock Exchanges - Final report »

Series: Nordic Council of Ministers

Publisher: Nordic Council of Ministers

Publication Date: 01 June 2004

ISBN: 9789289310284

Keywords: Nordic, Norden, Baltic, Baltics, Market Efficiency in Nordic and Baltic Stock Exchanges, Securities Market Issues, Legal Environment, Foreign Investment, Individual Markets, Stock Market

The report on "Market efficiency in Nordic and Baltic Stock Exchanges" was presented by the Nordic Working Group for Securities Market Issues in May 2004. The report was based on a questionnaire sent to the Nordic...

Risk Exposures and Financial Spillovers in Tranquil and Crisis Times

Risk Exposures and Financial Spillovers in Tranquil and Crisis Times »

Source: Risk Exposures and Financial Spillovers in Tranquil and Crisis Times : Bank-Level Evidence

Volume/Issue: 2013/142

Series: IMF Working Papers

Author(s): Helene Poirson Ward , and Jochen M. Schmittmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 June 2013

ISBN: 9781484311240

Keywords: stock market, stock returns, equity capital, world stock market

For a sample of 83 financial institutions during 2003–2011, this paper attempts to answer three questions: first, what is the evolution of banks’ stock price exposure to country-level and global risk...

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...

International Integration of Equity Markets and Contagion Effects

International Integration of Equity Markets and Contagion Effects »

Source: International Integration of Equity Markets and Contagion Effects

Volume/Issue: 1995/110

Series: IMF Working Papers

Author(s): Paul Cashin , Manmohan Kumar , and C. McDermott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1995

ISBN: 9781451853285

Keywords: equity markets, cointegration, stock market, stock markets, national equity markets

This paper investigates empirically the degree of international integration of industrial and emerging country equity markets. It analyzes two issues: first, the extent to which equity prices have tended to move si...

Developing Essential Financial Markets in Smaller Economies
			: Stylized Facts and Policy Options

Developing Essential Financial Markets in Smaller Economies : Stylized Facts and Policy Options »

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 December 2008

DOI: http://dx.doi.org/10.5089/9781589067752.084

ISBN: 9781589067752

Keywords: Banking systems, Central bank policy, Financial sector, Small states, Stock markets, foreign exchange, exchange rate, foreign exchange market, equity markets, stock exchange

This paper surveys the foreign exchange markets, money and secondary government security markets, and stock exchanges in 107 smaller economy countries. The underdevelopment of these markets impedes risk transfer, m...

The Egyptian Stock Market

The Egyptian Stock Market »

Source: The Egyptian Stock Market : Efficiency Tests and Volatility Effects

Volume/Issue: 1999/48

Series: IMF Working Papers

Author(s): Mauro Mecagni , and Maged Sawky Sourial

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1999

ISBN: 9781451846720

Keywords: Emerging stock markets, GARCH models, stock exchange, stock returns, stock market, capital market, capital market authority

The paper examines the behavior of stock returns in the Egyptian stock exchange, the efficiency of the market in pricing securities, and the relationship between returns and conditional volatility. GARCH(p,q)-M mod...

Cyprus

Cyprus »

Source: Cyprus : Financial Sector Assessment Program Update: Technical Note: Measuring Banking Stability in Cyprus

Volume/Issue: 2009/171

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

ISBN: 9781451809961

Keywords: bond, stock market

Various indicators place Cyprus's banking system soundness ahead of emerging countries but behind advanced economies. This report discusses financial sector stability in Cyprus, using a combination of accounting-ba...

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...

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...