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A Panic-Prone Pack? the Behavior of Emerging Market Mutual Funds

A Panic-Prone Pack? the Behavior of Emerging Market Mutual Funds »

Source: A Panic-Prone Pack? the Behavior of Emerging Market Mutual Funds

Volume/Issue: 2000/198

Series: IMF Working Papers

Author(s): R. Gelos , and Eduardo Borensztein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451860054

Keywords: Mutual funds, contagion, foreign portfolio investment, herding, financial crises, investors, international investors, stock market

This paper explores the behavior of emerging market mutual funds using a novel database covering the holdings of individual funds over the period January 1996 to March 1999. An examination of individual crises show...

When in Peril, Retrench

When in Peril, Retrench »

Source: When in Peril, Retrench : Testing the Portfolio Channel of Contagion

Volume/Issue: 2004/131

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451855319

Keywords: Contagion, risk aversion, portfolio choice, investors, stock market, mutual funds, international investors, International Finance: General, portforlio choice,

One plausible mechanism through which financial market shocks may propagate across countries is through the effect of past gains and losses on investors' risk aversion. We first present a simple model on how hetero...

A Panic-Prone Pack? the Behavior of Emerging Market Mutual Funds

A Panic-Prone Pack? the Behavior of Emerging Market Mutual Funds »

Volume/Issue: 2000/198

Series: IMF Working Papers

Author(s): R. Gelos , and Eduardo Borensztein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451860054.001

ISBN: 9781451860054

Keywords: Mutual funds, contagion, foreign portfolio investment, herding, financial crises, investors, international investors, stock market

This paper explores the behavior of emerging market mutual funds using a novel database covering the holdings of individual funds over the period January 1996 to March 1999. An examination of individual crises show...

When in Peril, Retrench
			: Testing the Portfolio Channel of Contagion

When in Peril, Retrench : Testing the Portfolio Channel of Contagion »

Volume/Issue: 2004/131

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

DOI: http://dx.doi.org/10.5089/9781451855319.001

ISBN: 9781451855319

Keywords: Contagion, risk aversion, portfolio choice, investors, stock market, mutual funds, international investors, International Finance: General, portforlio choice,

One plausible mechanism through which financial market shocks may propagate across countries is through the effect of past gains and losses on investors' risk aversion. We first present a simple model on how hetero...