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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...

Mexico

Mexico »

Source: Mexico : Selected Issues Paper

Volume/Issue: 2010/70

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 March 2010

ISBN: 9781451981834

Keywords: capital stock, external financing, external finance, stock market, output growth

This Selected Issues paper analyzes the global crisis and potential growth in Mexico. The paper uses two methodologies to assess to what extent the global crisis is likely to weigh on Mexico's growth potential. The...

Mexico: Selected Issues

Mexico: Selected Issues »

Source: Mexico : Selected Issues Paper

Volume/Issue: 2010/70

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 March 2010

ISBN: 9781451981834

Keywords: capital stock, external financing, external finance, stock market, output growth

This Selected Issues paper analyzes the global crisis and potential growth in Mexico. The paper uses two methodologies to assess to what extent the global crisis is likely to weigh on Mexico's growth potential. The...

Mexico: Selected Issues

Mexico: Selected Issues »

Source: Mexico : Selected Issues Paper

Volume/Issue: 2010/70

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 March 2010

ISBN: 9781451981834

Keywords: capital stock, external financing, external finance, stock market, output growth

This Selected Issues paper analyzes the global crisis and potential growth in Mexico. The paper uses two methodologies to assess to what extent the global crisis is likely to weigh on Mexico's growth potential. The...

Mexico: Selected Issues

Mexico: Selected Issues »

Source: Mexico : Selected Issues Paper

Volume/Issue: 2010/70

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 March 2010

ISBN: 9781451981834

Keywords: capital stock, external financing, external finance, stock market, output growth

This Selected Issues paper analyzes the global crisis and potential growth in Mexico. The paper uses two methodologies to assess to what extent the global crisis is likely to weigh on Mexico's growth potential. The...

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets »

Source: Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets

Volume/Issue: 1999/151

Series: IMF Working Papers

Author(s): Anthony Richards , and David Deddouche

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1999

ISBN: 9781451857016

Keywords: Event Study, Rating Changes, Bank Stock Prices, bond, stock prices, stock market, bank stocks, stock returns

This paper examines the performance of emerging market bank stocks around the time of rating changes by major international agencies. The data suggest that downgrades on average have followed periods of negative cu...

Mexico

Mexico »

Source: Mexico : Selected Issues

Volume/Issue: 2009/54

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 February 2009

ISBN: 9781451825855

Keywords: remittances, derivative, hedging, remitters, stock market

This Selected Issues paper on Mexico presents econometric investigation of the cyclical determinants of remittances to Mexico. The aggregate U.S. business cycle is not necessarily relevant for remittances. Remittan...

Emerging Equity Markets

Emerging Equity Markets »

Source: Emerging Equity Markets : Growth, Benefits, and Policy Concerns

Volume/Issue: 1994/7

Series: IMF Policy Discussion Papers

Author(s): Manmohan Kumar , and Robert Feldman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1994

ISBN: 9781451971217

Keywords: Monetary policy, equity markets, stock market, capital inflows, equity prices, stock markets

Since the mid-1980s, there has been a very substantial increase in stock market activity in many developing countries. This paper first examines the main characteristics of the emerging stock markets, and illustrat...

Institutional Investors and Asset Pricing in Emerging Markets

Institutional Investors and Asset Pricing in Emerging Markets »

Source: Institutional Investors and Asset Pricing in Emerging Markets

Volume/Issue: 1996/2

Series: IMF Working Papers

Author(s): Elaine Buckberg

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1996

ISBN: 9781451841718

Keywords: investors, equity markets, institutional investors, stock markets, expected returns

This paper presents a new theory of asset pricing intended to address why other developing country equity markets responded so strongly to the Mexican devaluation, while the world’s major stock markets were...

Have Institutional Investors Destabilized Emerging Markets?

Have Institutional Investors Destabilized Emerging Markets? »

Source: Have Institutional Investors Destabilized Emerging Markets?

Volume/Issue: 1996/34

Series: IMF Working Papers

Author(s): Brian Aitken

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451978889

Keywords: institutional investors, stock markets, emerging market stocks, stock prices, international finance

In the past few years there has been a large increase in portfolio capital flows into emerging markets, mostly fueled by mutual funds and other institutional investors. Based on a simple variance ratio test, this p...