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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...

China's Growing Influence on Asian Financial Markets1

China's Growing Influence on Asian Financial Markets1 »

Source: China's Growing Influence on Asian Financial Markets

Volume/Issue: 2016/173

Series: IMF Working Papers

Author(s): Serkan Arslanalp , Wei Liao , Shi Piao , and Dulani Seneviratne

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 August 2016

ISBN: 9781475525137

Keywords: China, Spillovers, Equity markets, Foreign Exchange Markets

This paper finds that financial spillovers from China to regional markets are on the rise. The main transmission channel appears to be trade linkages, although direct financial linkages are playing an increasing ro...

Benefits of Compliance with Securities Listing Standards

Benefits of Compliance with Securities Listing Standards »

Source: Benefits of Compliance with Securities Listing Standards : Evidence From the Depository Receipt Market

Volume/Issue: 2001/79

Series: IMF Working Papers

Author(s): Abdourahmane Sarr

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

ISBN: 9781451850208

Keywords: Standards implementation, foreign equity investment, standards, equity capital, capital markets, access to international capital markets, Foreign Equity Capital,

The paper finds that costs of implementing stringent securities listing standards may exceed benefits. Depository receipts, a growing source of international equity financing, differ in types by the reporting and d...

International Financial Statistics, December 2008

International Financial Statistics, December 2008 »

Series: International Financial Statistics

Author(s): International Monetary Fund. Statistics Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

DOI: http://dx.doi.org/10.5089/9781451964387.041

ISBN: 9781451964387

Keywords: claims, financial derivatives, portfolio investment, equity securities, money market, deposit rate, deposit money, deposit money banks, commercial banks, money market instruments

International Financial Statistics provides a complete library of continuously updated international statistics on all aspects of international and domestic finance. The monthly print edition contains over 1,000 pa...

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand1

Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand1 »

Source: Exchange Rate Fluctuations and International Portfolio Rebalancing in Thailand

Volume/Issue: 2012/214

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505641

Keywords: Foreign exchange market, equity market, portfolio rebalancing, stock market, exchange rate, foreign exchange, financial institutions,

We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market t...

The External Wealth of Nations

The External Wealth of Nations »

Source: The External Wealth of Nations : Measures of Foreign Assets and Liabilities for Industrial and Developing Countries

Volume/Issue: 1999/115

Series: IMF Working Papers

Author(s): Gian Milesi-Ferretti , and Philip Lane

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1999

ISBN: 9781451853841

Keywords: foreign assets, external debt, foreign direct investment, equity flows, debt, liabilities, fdi

Capital flows are closely monitored, but surprisingly little is known about the stocks of external assets and liabilities held by countries, especially in the developing world. This paper constructs estimates of fo...

International Investment Patterns1

International Investment Patterns1 »

Source: International Investment Patterns

Volume/Issue: 2004/134

Series: IMF Working Papers

Author(s): Philip Lane , and Gian Milesi-Ferretti

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451855630

Keywords: International portfolio equity investment, gravity, stock market, equity investment, stock market capitalization, stock returns, foreign equity, International Lending and Debt Problems,

The paper provides a systematic analysis of bilateral, source and host factors driving portfolio equity investment across countries, using newly-released data on international equity holdings at the end of 2001. It...

Portfolio Choice in a Monetary Open-Economy DSGE Model

Portfolio Choice in a Monetary Open-Economy DSGE Model »

Source: Portfolio Choice in a Monetary Open-Economy DSGE Model

Volume/Issue: 2005/165

Series: IMF Working Papers

Author(s): Akito Matsumoto , and Charles Engel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2005

ISBN: 9781451861846

Keywords: Home bias, international portfolio choice, equation, equations, correlation, foreign equity, covariance, Open Economy Macroeconomics,

This paper develops a two-country monetary DSGE (dynamic stochastic general equilibrium) model in which households choose a portfolio of home and foreign equities, and a forward position in foreign exchange. Some g...

Foreign Investors Under Stress

Foreign Investors Under Stress »

Source: Foreign Investors Under Stress : Evidence from India

Volume/Issue: 2013/122

Series: IMF Working Papers

Author(s): Ila Patnaik , Ajay Shah , and Nirvikar Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2013

ISBN: 9781484364529

Keywords: Event study, Extreme events, Foreign investors, stock market, equity market, financial globalization, stock market index, stock returns, Other,

Emerging market policy makers have been concerned about the financial stability implications of financial globalization. These concerns are focused on behavior under stressed conditions. Do tail events in the home...

Asian Financial Integration

Asian Financial Integration »

Source: Asian Financial Integration : Trends and Interruptions

Volume/Issue: 2011/4

Series: IMF Working Papers

Author(s): Eduardo Borensztein , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

ISBN: 9781455211821

Keywords: equity premium, gravity model, home bias, risk-sharing, herding, investors, bond, foreign investors, bonds, international investors

The paper compares trends in financial integration within Asia with those in industrialized countries and other regional groups. Declines in cross-country dispersion in equity returns and interest rates suggest inc...