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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...

Investment, Openness and Country Risk

Investment, Openness and Country Risk »

Source: Investment, Openness and Country Risk

Volume/Issue: 1987/72

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 October 1987

ISBN: 9781451958881

Keywords: international trade, equity finance, credit market, imported inputs, capital stock

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis »

Source: Financial Spillovers to Emerging Markets During the Global Financial Crisis

Volume/Issue: 2009/104

Series: IMF Working Papers

Author(s): Nathaniel Frank , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

ISBN: 9781451872514

Keywords: Subprime Crisis, Solvency, GARCH, bond, stock market, financial institutions,

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GAR...

Financial Liberalization and Real Investment

Financial Liberalization and Real Investment »

Source: Financial Liberalization and Real Investment : Evidence From Turkish Firms

Volume/Issue: 2002/100

Series: IMF Working Papers

Author(s): Cemile Sancak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2002

ISBN: 9781451852417

Keywords: capital market imperfections, financial liberalization, equation, capital stock, capital market, Financial Markets and the Macroeconomy, Financial Institutions And Services,

There is increasing emphasis on the importance of efficient financial markets for sustained real investment and economic growth, yet limited empirical research on the effects of the deregulation of financial market...

Foreign Aid and Real Exchange Rate Adjustments in a Financially Constrained Dependent Economy*

Foreign Aid and Real Exchange Rate Adjustments in a Financially Constrained Dependent Economy* »

Source: Foreign Aid and Real Exchange Rate Adjustments in a Financially Constrained Dependent Economy

Volume/Issue: 2008/204

Series: IMF Working Papers

Author(s): Stephen Turnovsky , Serpil Tekin , and Valerie Cerra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2008

ISBN: 9781451870626

Keywords: real exchange rate, welfare analysis, exchange rate, capital stock, capital markets, capital intensity,

A dynamic dependent-economy model is developed to investigate the role of the real exchange rate in determining the effects of foreign aid. If capital is perfectly mobile between sectors, untied aid has no longrun...

Too Cold, Too Hot, or Just Right? Assessing Financial Sector Development Across the Globe

Too Cold, Too Hot, or Just Right? Assessing Financial Sector Development Across the Globe »

Source: Too Cold, Too Hot, or Just Right? Assessing Financial Sector Development Across the Globe

Volume/Issue: 2013/81

Series: IMF Working Papers

Author(s): Adolfo Barajas , Thorsten Beck , Era Dabla-Norris , and Reza Yousefi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 28 March 2013

ISBN: 9781484351086

Keywords: Financial Development, Financial Sector Policies, Benchmarking, financial system, financial systems, financial sector, financial reform, stock market, Financial Markets and the Macroeconomy, Monetary Policy (Targets

This paper introduces the concept of the financial possibility frontier as a constrained optimum level of financial development to gauge the relative performance of financial systems across the globe. This frontier...

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 »

Volume/Issue: 1999/151

Series: IMF Working Papers

Author(s): Anthony Richards , and David Deddouche

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1999

DOI: http://dx.doi.org/10.5089/9781451857016.001

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...

Investment, Openness and Country Risk

Investment, Openness and Country Risk »

Volume/Issue: 1987/72

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 October 1987

DOI: http://dx.doi.org/10.5089/9781451958881.001

ISBN: 9781451958881

Keywords: international trade, equity finance, credit market, imported inputs, capital stock

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis »

Volume/Issue: 2009/104

Series: IMF Working Papers

Author(s): Nathaniel Frank , and Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2009

DOI: http://dx.doi.org/10.5089/9781451872514.001

ISBN: 9781451872514

Keywords: Subprime Crisis, Solvency, GARCH, bond, stock market, financial institutions,

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GAR...

Financial Liberalization and Real Investment
			: Evidence From Turkish Firms

Financial Liberalization and Real Investment : Evidence From Turkish Firms »

Volume/Issue: 2002/100

Series: IMF Working Papers

Author(s): Cemile Sancak

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2002

DOI: http://dx.doi.org/10.5089/9781451852417.001

ISBN: 9781451852417

Keywords: capital market imperfections, financial liberalization, equation, capital stock, capital market, Financial Markets and the Macroeconomy, Financial Institutions And Services,

There is increasing emphasis on the importance of efficient financial markets for sustained real investment and economic growth, yet limited empirical research on the effects of the deregulation of financial market...