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Domestic and Foreign Mutual Funds in Mexico

Domestic and Foreign Mutual Funds in Mexico »

Source: Domestic and Foreign Mutual Funds in Mexico : Do They Behave Differently?

Volume/Issue: 2015/104

Series: IMF Working Papers

Author(s): Jasmine Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 May 2015

ISBN: 9781475589542

Keywords: herding, feedback trading, flows, foreign mutual funds, bond, domestic mutual funds, Portfolio Choice,

This paper utilizes a new dataset of foreign and domestic mutual funds in Mexico to assess their behavior and obtains three new findings. First, foreign mutual funds are more sensitive to global financial condition...

Improving India's Saving Performance1

Improving India's Saving Performance1 »

Source: Improving India's Saving Performance

Volume/Issue: 1997/4

Series: IMF Working Papers

Author(s): Martin Mühleisen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1997

ISBN: 9781451842005

Keywords: domestic saving, mutual funds, private saving, pension, life insurance

This paper discusses recent trends in Indian saving behavior and reviews policy options to increase domestic saving. In the absence of forceful policy measures, private saving would continue to rise gradually, but...

Investment Restrictions and Contagion in Emerging Markets

Investment Restrictions and Contagion in Emerging Markets »

Source: Investment Restrictions and Contagion in Emerging Markets

Volume/Issue: 2005/190

Series: IMF Working Papers

Author(s): Anna Ilyina

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451862096

Keywords: Investment restrictions, Contagion, investors, asset markets, institutional investors, mutual funds,

The objectives of this paper are: (1) to analyze an optimal portfolio rebalancing by a fund manager in response to a "volatility shock" in one of the asset markets, under sufficiently realistic assumptions about th...

Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic

Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic »

Source: Equity and Private Debt Markets in Central America, Panama, and the Dominican Republic

Volume/Issue: 2007/288

Series: IMF Working Papers

Author(s): Hemant Shah , Jorge Chan-Lau , Geoffrey Bannister , Ana Carvajal , and Ivan Guerra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2007

ISBN: 9781451868517

Keywords: equity, securitization, securities regulation, pension, pension funds, mutual funds, securities exchange,

This study focuses on equity, private debt, and asset-backed securities markets in Central America. These markets are generally under-developed throughout the region due to several structural problems, economic and...

On Swing Pricing and Systemic Risk Mitigation

On Swing Pricing and Systemic Risk Mitigation »

Source: On Swing Pricing and Systemic Risk Mitigation

Volume/Issue: 2017/159

Series: IMF Working Papers

Author(s): Sheheryar Malik , and Peter Lindner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 July 2017

ISBN: 9781484310151

Keywords: Financial crises, Liquidity management; Mutual funds; Redemptions; Systemic risk; Swing pricing, Liquidity management, Mutual funds, Redemptions, Systemic risk, Swing pricing, Model Construction and Estimation, Quantitative Policy Modeling

Swing pricing allows a fund manager to transfer to redeeming or subscribing investors the costs associated with their trading activity, thus potentially discouraging large flows. This liquidity management tool, whi...

Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets1

Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets1 »

Source: Changes in the Global Investor Base and the Stability of Portfolio Flows to Emerging Markets

Volume/Issue: 2015/277

Series: IMF Working Papers

Author(s): Luis Brandao-Marques , R. Gelos , Hibiki Ichiue , and Hiroko Oura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 December 2015

ISBN: 9781513555560

Keywords: Capital flows, emerging markets, mutual funds, flows, portfolio, bond, equity, portfolio flows, All Countries,

An analysis of mutual-fund-level flow data into EM bond and equity markets confirms that different types of funds behave differently. Bond funds are more sensitive to global factors and engage more in return chasin...

Herd Behavior in Financial Markets: A Review

Herd Behavior in Financial Markets: A Review »

Source: Herd Behavior in Financial Markets : A Review

Volume/Issue: 2000/48

Series: IMF Working Papers

Author(s): Sunil Sharma , and Sushil Bikhchandani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451846737

Keywords: herd behavior, momentum strategies, financial markets, investors, mutual funds, foreign investors, investment strategies

Policymakers often express concern that herding by financial market participants destabilizes markets and increases the fragility of the financial system. This paper provides an overview of the recent theoretical a...

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...

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)

A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN) »

Source: A Comprehensive Multi-Sector Tool for Analysis of Systemic Risk and Interconnectedness (SyRIN)

Volume/Issue: 2018/14

Series: IMF Working Papers

Author(s): Fabio Cortes , Peter Lindner , Sheheryar Malik , and Miguel Segoviano Basurto

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2018

ISBN: 9781484338605

Keywords: Financial stability; systemic risk; shadow banks; mutual funds; spillovers, Financial stability, systemic risk, shadow banks, mutual funds, spillovers, Mathematical Methods, Other, Model Evaluation and Testing, Financial Markets and the Macroeconomy

This paper presents the Systemic Risk and Interconnectedness (SyRIN) tool. SyRIN allows a comprehensive assessment of systemic risk via quantification of the impact of risk amplification mechanisms, due to intercon...

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...