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Global Financial Stability Report, September 2006
			: Market Developments and Issues

Global Financial Stability Report, September 2006 : Market Developments and Issues »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 September 2006

DOI: http://dx.doi.org/10.5089/9781589065826.082

ISBN: 9781589065826

Keywords: bond, bonds, capital inflows, stock market, financial markets

The Global Financial Stability Report (GSFR), published twice a year by the IMF, provides timely analysis of developments in mature and emerging market countries and seeks to identify potential fault lines in the g...

Cointegration of International Stock Market Indices

Cointegration of International Stock Market Indices »

Source: Cointegration of International Stock Market Indices

Volume/Issue: 1994/94

Series: IMF Working Papers

Author(s): Ray Chou , Victor Ng , and Lynn Pi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1994

ISBN: 9781451950700

Keywords: stock market, stock markets, stock market prices, international capital

In this paper, we derive evidence on the integration of international stock markets from the cointegration properties of international stock market prices. Using the multivariate cointegration test of Johansen, we...

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...

Cyprus

Cyprus »

Source: Cyprus : Financial Sector Assessment Program Update: Technical Note: Measuring Banking Stability in Cyprus

Volume/Issue: 2009/171

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2009

ISBN: 9781451809961

Keywords: bond, stock market

Various indicators place Cyprus's banking system soundness ahead of emerging countries but behind advanced economies. This report discusses financial sector stability in Cyprus, using a combination of accounting-ba...

Market efficiency in Nordic and Baltic Stock Exchanges - Final report

Market efficiency in Nordic and Baltic Stock Exchanges - Final report »

Series: Nordic Council of Ministers

Publisher: Nordic Council of Ministers

Publication Date: 01 June 2004

ISBN: 9789289310284

Keywords: Nordic, Norden, Baltic, Baltics, Market Efficiency in Nordic and Baltic Stock Exchanges, Securities Market Issues, Legal Environment, Foreign Investment, Individual Markets, Stock Market

The report on "Market efficiency in Nordic and Baltic Stock Exchanges" was presented by the Nordic Working Group for Securities Market Issues in May 2004. The report was based on a questionnaire sent to the Nordic...

Risk Exposures and Financial Spillovers in Tranquil and Crisis Times

Risk Exposures and Financial Spillovers in Tranquil and Crisis Times »

Source: Risk Exposures and Financial Spillovers in Tranquil and Crisis Times : Bank-Level Evidence

Volume/Issue: 2013/142

Series: IMF Working Papers

Author(s): Helene Poirson Ward , and Jochen M. Schmittmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 June 2013

ISBN: 9781484311240

Keywords: stock market, stock returns, equity capital, world stock market

For a sample of 83 financial institutions during 2003–2011, this paper attempts to answer three questions: first, what is the evolution of banks’ stock price exposure to country-level and global risk...

Financial Market Volatility and the Implications for Market Regulation: A Survey

Financial Market Volatility and the Implications for Market Regulation: A Survey »

Source: Financial Market Volatility and the Implications for Market Regulation : A Survey

Volume/Issue: 1990/112

Series: IMF Working Papers

Author(s): Louis Scott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1990

ISBN: 9781451944594

Keywords: stock market, stock prices, bond, stock index futures, futures markets

Volatility in financial markets has forced economists to reexamine the validity of the efficient markets hypothesis, and new empirical approaches have been applied to the study of this important issue in recent yea...

International Integration of Equity Markets and Contagion Effects

International Integration of Equity Markets and Contagion Effects »

Source: International Integration of Equity Markets and Contagion Effects

Volume/Issue: 1995/110

Series: IMF Working Papers

Author(s): Paul Cashin , Manmohan Kumar , and C. McDermott

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1995

ISBN: 9781451853285

Keywords: equity markets, cointegration, stock market, stock markets, national equity markets

This paper investigates empirically the degree of international integration of industrial and emerging country equity markets. It analyzes two issues: first, the extent to which equity prices have tended to move si...

Comovements in National Stock Market Returns

Comovements in National Stock Market Returns »

Source: Comovements in National Stock Market Returns : Evidence of Predictability But Not Cointegration

Volume/Issue: 1996/28

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451844610

Keywords: cointegration, predictability, statistics, stock market, stock prices

This paper is a response to the literature that tests for cointegration between national stock market indices. It argues that apparent findings of cointegration in other studies may often be due to the use of asymp...

Stock Market Liberalizations

Stock Market Liberalizations »

Source: Stock Market Liberalizations : Financial and Macroeconomic Implications

Volume/Issue: 2001/193

Series: IMF Working Papers

Author(s): Norbert Funke , and Nicola Fuchs-Schündeln

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859812

Keywords: financial liberalization, regulation, stock market, stock market liberalization, credit rating, stock market liberalizations, General Financial Markets,

Using a panel of 27 countries, we analyze the effects of stock market liberalization on financial and macroeconomic development. We find that liberalization is associated with a short-term increase in real private...