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International Stock Returns and Market Integration

International Stock Returns and Market Integration »

Source: International Stock Returns and Market Integration : A Regional Perspective

Volume/Issue: 2002/202

Series: IMF Working Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451874419

Keywords: Diversification, risk, stock market, global stock market, stock portfolio, stock markets, stock returns,

We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country effects. We divide...

Public Debt Management and Bailouts

Public Debt Management and Bailouts »

Source: Public Debt Management and Bailouts

Volume/Issue: 1999/103

Series: IMF Working Papers

Author(s): Torbjorn Becker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

ISBN: 9781451852677

Keywords: tax smoothing, portfolio choice, moral hazard, bailouts, public debt management, bonds, public debt, foreign bonds, tax base

This paper addresses how public debt should be managed to reduce the cost of private sector bailouts. It uses a tax smoothing model to show that bailouts affect the timing of government deficits and surpluses as we...

Quantitative Easing and Long-Term Yields in Small Open Economies*

Quantitative Easing and Long-Term Yields in Small Open Economies* »

Source: Quantitative Easing and Long-Term Yields in Small Open Economies

Volume/Issue: 2017/212

Series: IMF Working Papers

Author(s): Antonio Diez de los Rios , and Maral Shamloo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 September 2017

ISBN: 9781484320730

Keywords: Europe, Sweden, Switzerland, Central banks and their policies, United Kingdom, United States, Western Hemisphere, Unconventional monetary policy, event study, signaling

We compare the effectiveness of Federal Reserve's asset purchase programs in lowering longterm yields with that of similar programs implemented by the Bank of England, the Swedish Riksbank, and the Swiss National B...

International Stock Returns and Market Integration
			: A Regional Perspective

International Stock Returns and Market Integration : A Regional Perspective »

Volume/Issue: 2002/202

Series: IMF Working Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451874419.001

ISBN: 9781451874419

Keywords: Diversification, risk, stock market, global stock market, stock portfolio, stock markets, stock returns,

We investigate the relative importance of country and industry effects in international stock returns, with the innovation that we decompose country effects into region and within-region country effects. We divide...

Public Debt Management and Bailouts

Public Debt Management and Bailouts »

Volume/Issue: 1999/103

Series: IMF Working Papers

Author(s): Torbjorn Becker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1999

DOI: http://dx.doi.org/10.5089/9781451852677.001

ISBN: 9781451852677

Keywords: tax smoothing, portfolio choice, moral hazard, bailouts, public debt management, bonds, public debt, foreign bonds, tax base

This paper addresses how public debt should be managed to reduce the cost of private sector bailouts. It uses a tax smoothing model to show that bailouts affect the timing of government deficits and surpluses as we...

Quantitative Easing and Long-Term Yields in Small Open Economies

Quantitative Easing and Long-Term Yields in Small Open Economies »

Volume/Issue: 2017/212

Series: IMF Working Papers

Author(s): Antonio Diez de los Rios , and Maral Shamloo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 September 2017

DOI: http://dx.doi.org/10.5089/9781484320730.001

ISBN: 9781484320730

Keywords: Europe, Sweden, Switzerland, Central banks and their policies, United Kingdom, United States, Western Hemisphere, Unconventional monetary policy, event study, signaling

We compare the effectiveness of Federal Reserve's asset purchase programs in lowering longterm yields with that of similar programs implemented by the Bank of England, the Swedish Riksbank, and the Swiss National B...