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Volatility and Predictability in National Stock Markets

Volatility and Predictability in National Stock Markets »

Source: Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ?

Volume/Issue: 1996/29

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451844757

Keywords: emerging markets, predictability, autocorrelation, cointegration, standard deviation

This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of markets. A range of measures suggests that there has been n...

Pooling Risk Among Countries

Pooling Risk Among Countries »

Source: Pooling Risk Among Countries

Volume/Issue: 2007/132

Series: IMF Working Papers

Author(s): Jean Imbs , and Paolo Mauro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451866964

Keywords: Risk Sharing, Diversification, Enforceability, standard deviation, emerging markets, samples,

In this paper, we identify the groups of countries where international risk-sharing opportunities are most attractive. We show that the bulk of risk-sharing gains can be achieved in groups consisting of as few as s...

Regional Convergence in Latin America

Regional Convergence in Latin America »

Source: Regional Convergence in Latin America

Volume/Issue: 2006/125

Series: IMF Working Papers

Author(s): Bennett Sutton , Genevieve Lindow , Maria Isabel Serra , Gustavo Ramirez , and Maria Fernanda Pazmino

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

ISBN: 9781451863857

Keywords: growth, convergence, regional disparities, standard deviation, trade liberalization, conditional convergence, equation, correlation, Economywide Country Studies: Oceania, Regional Economic Activity: Growth

This paper presents empirical evidence on convergence of per capita output for regions within six large middle-income Latin American countries: Argentina, Brazil, Chile, Colombia, Mexico, and Peru. It explores the...

Volatility and Predictability in National Stock Markets
			: How Do Emerging and Mature Markets Differ?

Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ? »

Volume/Issue: 1996/29

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

DOI: http://dx.doi.org/10.5089/9781451844757.001

ISBN: 9781451844757

Keywords: emerging markets, predictability, autocorrelation, cointegration, standard deviation

This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of markets. A range of measures suggests that there has been n...

Pooling Risk Among Countries

Pooling Risk Among Countries »

Volume/Issue: 2007/132

Series: IMF Working Papers

Author(s): Jean Imbs , and Paolo Mauro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

DOI: http://dx.doi.org/10.5089/9781451866964.001

ISBN: 9781451866964

Keywords: Risk Sharing, Diversification, Enforceability, standard deviation, emerging markets, samples,

In this paper, we identify the groups of countries where international risk-sharing opportunities are most attractive. We show that the bulk of risk-sharing gains can be achieved in groups consisting of as few as s...

Regional Convergence in Latin America

Regional Convergence in Latin America »

Volume/Issue: 2006/125

Series: IMF Working Papers

Author(s): Bennett Sutton , Genevieve Lindow , Maria Isabel Serra , Gustavo Ramirez , and Maria Fernanda Pazmino

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2006

DOI: http://dx.doi.org/10.5089/9781451863857.001

ISBN: 9781451863857

Keywords: growth, convergence, regional disparities, standard deviation, trade liberalization, conditional convergence, equation, correlation, Economywide Country Studies: Oceania, Regional Economic Activity: Growth

This paper presents empirical evidence on convergence of per capita output for regions within six large middle-income Latin American countries: Argentina, Brazil, Chile, Colombia, Mexico, and Peru. It explores the...