Search Results

You are looking at 61 - 70 of 492 items

  • Keyword: stock markets x
Clear All Modify Search
Macroeconomic News and Stock Returns in the United States and Germany

Macroeconomic News and Stock Returns in the United States and Germany »

Source: Macroeconomic News and Stock Returns in the United States and Germany

Volume/Issue: 2002/239

Series: IMF Working Papers

Author(s): Norbert Funke , and Akimi Matsuda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451875782

Keywords: macroeconomic news, news, stock prices, stock market, stock returns, Financial Markets and the Macroeconomy, Country and Industry Studies of Trade,

Using daily data for the January 1997 to June 2002 period, we analyze the impact of a broad set of macroeconomic news on stock prices in the United States and Germany. With GARCH specifications we test five hypothe...

Tunisia

Tunisia »

Source: Tunisia : Statistical Annex

Volume/Issue: 1995/17

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 March 1995

ISBN: 9781451837728

Keywords: stock market, banking, foreign exchange, financial sector, money market

This paper summarizes the economic progress achieved by Tunisia during the first half of the 1990s. The paper highlights the main changes including the adoption of a new banking law, the introduction of an interban...

Spillovers to Emerging Equity Markets

Spillovers to Emerging Equity Markets »

Source: 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

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...

Institutional Investors and Asset Pricing in Emerging Markets

Institutional Investors and Asset Pricing in Emerging Markets »

Source: Institutional Investors and Asset Pricing in Emerging Markets

Volume/Issue: 1996/2

Series: IMF Working Papers

Author(s): Elaine Buckberg

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1996

ISBN: 9781451841718

Keywords: investors, equity markets, institutional investors, stock markets, expected returns

This paper presents a new theory of asset pricing intended to address why other developing country equity markets responded so strongly to the Mexican devaluation, while the world’s major stock markets were...

Capital Market Development in a Small Country

Capital Market Development in a Small Country »

Source: Capital Market Development in a Small Country : The Case of Slovenia

Volume/Issue: 2007/229

Series: IMF Working Papers

Author(s): Jochen Andritzky

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

ISBN: 9781451867930

Keywords: capital market, stock exchange, bonds, Financial Markets and the Macroeconomy,

Small emerging economies, despite their significant growth, lack the scale to develop thriving capital markets from their local investor and issuer base that are able to deliver the benefits of a large, mature mark...

Go Long or Short in Pyramids? News from the Egyptian Stock Market

Go Long or Short in Pyramids? News from the Egyptian Stock Market »

Source: Go Long or Short in Pyramids? News from the Egyptian Stock Market

Volume/Issue: 2007/179

Series: IMF Working Papers

Author(s): Isabella Massa , and Andreas Billmeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867435

Keywords: stock market, CASE, integration, cointegration, market capitalization, correlations,

Similar to other emerging economies, the Egyptian stock market has recently experienced a remarkable run-up but also a major downturn. This paper analyzes the stock market from two angles. First, it compares the pe...

Financial Transactions Taxes

Financial Transactions Taxes »

Source: Financial Transactions Taxes

Volume/Issue: 1995/77

Series: IMF Working Papers

Author(s): Janet Stotsky , and Parthasarathi Shome

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1995

ISBN: 9781451849950

Keywords: financial markets, capital flows, stock market, securities transactions

Financial transactions taxes have recently gained attention as a possible means to influence the behavior of financial markets and to reduce destabilizing capital flows. One variation is a tax on all foreign curren...

Are Financial Crises Alike?

Are Financial Crises Alike? »

Source: Are Financial Crises Alike?

Volume/Issue: 2010/14

Series: IMF Working Papers

Author(s): Chrismin Tang , Mardi Dungey , Vance Martin , Brenda Gonzalez-Hermosillo , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451962086

Keywords: Contagion, Factor models, bond, bonds, bond markets, stock markets,

This paper investigates whether financial crises are alike by considering whether a single modeling framework can fit multiple distinct crises in which contagion effects link markets across national borders and ass...

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets »

Source: Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volume/Issue: 2008/286

Series: IMF Working Papers

Author(s): Guglielmo Caporale , Marianne Schulze-Ghattas , John Beirne , and Nicola Spagnolo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871449

Keywords: Volatility spillovers, Contagion, correlations, stock market, emerging stock markets, financial contagion,

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of r...

The Determinants of Stock Market Development in Emerging Economies

The Determinants of Stock Market Development in Emerging Economies »

Source: The Determinants of Stock Market Development in Emerging Economies : Is South Africa Different?

Volume/Issue: 2008/32

Series: IMF Working Papers

Author(s): Charles Amo Yartey

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2008

ISBN: 9781451868944

Keywords: Political risk, stock market, stock market development, private capital flows, capital flows,

This paper examines the institutional and macroeconomic determinants of stock market development using a panel data of 42 emerging economies for the period 1990 to 2004. The paper finds that macroeconomic factors s...