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The Consolidated Medium-Term Income and Expenditure Framework

The Consolidated Medium-Term Income and Expenditure Framework »

Source: The Consolidated Medium-Term Income and Expenditure Framework

Volume/Issue: 2016/048

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 August 2016

ISBN: 9781498345750

Keywords: Estimated incomes and expenses, Financial year, Fund administrative budget, Net income of Fund, SDR interest rates, Real interest rates, Interest rate increases, Interest rates, Expenditures, Accounting

The medium-term income projections have been updated from the April 2015 outlook and the February review of the adequacy of precautionary balances. The main changes to the outlook stem from a more gradual rise in t...

Monetary Policy and the Price Behavior in Emerging Stock Markets

Monetary Policy and the Price Behavior in Emerging Stock Markets »

Volume/Issue: 1991/27

Series: IMF Working Papers

Author(s): Peter Cornelius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1991

DOI: http://dx.doi.org/10.5089/9781451844429.001

ISBN: 9781451844429

Keywords: stock prices, stock markets, emerging stock markets, time series, stock market

This paper examines whether the six largest and most active emerging stock markets are informationally efficient with respect to changes in the money supply. To investigate if stock prices fully reflect the informa...

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets »

Volume/Issue: 1999/151

Series: IMF Working Papers

Author(s): Anthony Richards , and David Deddouche

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1999

DOI: http://dx.doi.org/10.5089/9781451857016.001

ISBN: 9781451857016

Keywords: Event Study, Rating Changes, Bank Stock Prices, bond, stock prices, stock market, bank stocks, stock returns

This paper examines the performance of emerging market bank stocks around the time of rating changes by major international agencies. The data suggest that downgrades on average have followed periods of negative cu...

Asset Mispricing Due to Cognitive Dissonance

Asset Mispricing Due to Cognitive Dissonance »

Volume/Issue: 2005/9

Series: IMF Working Papers

Author(s): Bernhard Eckwert , and Burkhard Drees

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

DOI: http://dx.doi.org/10.5089/9781451860283.001

ISBN: 9781451860283

Keywords: Asset pricing, behavioral finance, cognitive dissonance, investors, stock prices, stock market, stock price, financial economics,

The behavior of equity prices is analyzed in a general equilibrium model where agents have preferences not only over consumption but also (implicitly) over their beliefs. To alleviate cognitive dissonance, investor...

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...

Stock Returns and Output Growth in Emerging and Advanced Economies

Stock Returns and Output Growth in Emerging and Advanced Economies »

Volume/Issue: 2000/89

Series: IMF Working Papers

Author(s): Paolo Mauro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2000

DOI: http://dx.doi.org/10.5089/9781451851274.001

ISBN: 9781451851274

Keywords: Leading indicators, emerging markets, stock returns, stock market, correlation, stock price, statistics

This paper studies the correlation between output growth and lagged stock returns in a panel of emerging market economies and advanced economies. It finds that the correlation is as strong in emerging market econom...

Spillovers to Emerging Equity Markets
			: An Econometric Assessment

Spillovers to Emerging Equity Markets : An Econometric Assessment »

Volume/Issue: 2009/111

Series: IMF Working Papers

Author(s): Tao Sun , and L. Psalida

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

DOI: http://dx.doi.org/10.5089/9781451872583.001

ISBN: 9781451872583

Keywords: equity prices, equity market, stock market, excess liquidity

This paper shows that emerging market equity prices are influenced by growing global factors, and therefore global factors constitute a significant channel for spillovers when the international economic environment...

Emerging Equity Markets
			: Growth, Benefits, and Policy Concerns

Emerging Equity Markets : Growth, Benefits, and Policy Concerns »

Volume/Issue: 1994/7

Series: IMF Policy Discussion Papers

Author(s): Manmohan Kumar , and Robert Feldman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1994

DOI: http://dx.doi.org/10.5089/9781451971217.003

ISBN: 9781451971217

Keywords: Monetary policy, equity markets, stock market, capital inflows, equity prices, stock markets

Since the mid-1980s, there has been a very substantial increase in stock market activity in many developing countries. This paper first examines the main characteristics of the emerging stock markets, and illustrat...

Front Matter

Front Matter »

Source: 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

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...

Have Institutional Investors Destabilized Emerging Markets?

Have Institutional Investors Destabilized Emerging Markets? »

Volume/Issue: 1996/34

Series: IMF Working Papers

Author(s): Brian Aitken

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

DOI: http://dx.doi.org/10.5089/9781451978889.001

ISBN: 9781451978889

Keywords: institutional investors, stock markets, emerging market stocks, stock prices, international finance

In the past few years there has been a large increase in portfolio capital flows into emerging markets, mostly fueled by mutual funds and other institutional investors. Based on a simple variance ratio test, this p...