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Firm-Level Evidenceon International Stock Market Comovement

Firm-Level Evidenceon International Stock Market Comovement »

Source: Firm-Level Evidenceon International Stock Market Comovement

Volume/Issue: 2003/55

Series: IMF Working Papers

Author(s): Robin Brooks , and Marco Del Negro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451847642

Keywords: Diversification, risk, stock market, global stock market, stock returns, capital account restrictions, capital markets,

We explore the link between international stock market comovement and the degree to which firms operate globally. Using stock returns and balance sheet data for companies in 20 countries, we estimate a factor model...

International Risk Sharing and Currency Unions

International Risk Sharing and Currency Unions »

Source: International Risk Sharing and Currency Unions : The CFA Zones

Volume/Issue: 2005/95

Series: IMF Working Papers

Author(s): Etienne Yehoue

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

ISBN: 9781451861143

Keywords: Capital Market, Consumption Smoothing, International Risk Sharing, free capital flows, stock exchange, International Monetary Arrangements and Institutions, International Factor Movements and International Business,

This paper explores income and consumption smoothing patterns among the member countries of each of the CFA zones-the CEMAC2 and the WAEMU3-during the period 1980-2000. I find that for the CEMAC, only about 15 perc...

Firm-Level Evidenceon International Stock Market Comovement

Firm-Level Evidenceon International Stock Market Comovement »

Volume/Issue: 2003/55

Series: IMF Working Papers

Author(s): Robin Brooks , and Marco Del Negro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

DOI: http://dx.doi.org/10.5089/9781451847642.001

ISBN: 9781451847642

Keywords: Diversification, risk, stock market, global stock market, stock returns, capital account restrictions, capital markets,

We explore the link between international stock market comovement and the degree to which firms operate globally. Using stock returns and balance sheet data for companies in 20 countries, we estimate a factor model...

International Risk Sharing and Currency Unions
			: The CFA Zones

International Risk Sharing and Currency Unions : The CFA Zones »

Volume/Issue: 2005/95

Series: IMF Working Papers

Author(s): Etienne Yehoue

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

DOI: http://dx.doi.org/10.5089/9781451861143.001

ISBN: 9781451861143

Keywords: Capital Market, Consumption Smoothing, International Risk Sharing, free capital flows, stock exchange, International Monetary Arrangements and Institutions, International Factor Movements and International Business,

This paper explores income and consumption smoothing patterns among the member countries of each of the CFA zones-the CEMAC2 and the WAEMU3-during the period 1980-2000. I find that for the CEMAC, only about 15 perc...