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Stock Market Equilibrium and Macroeconomic Fundamentals

Stock Market Equilibrium and Macroeconomic Fundamentals »

Source: Stock Market Equilibrium and Macroeconomic Fundamentals

Volume/Issue: 1997/15

Series: IMF Working Papers

Author(s): Lamin Leigh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1997

ISBN: 9781451843224

Keywords: stock market, stock exchange, stock returns, stock price, stock prices

This paper examines the efficiency of the Stock Exchange of Singapore and the relationship between the stock market and the overall economy. Using a wide range of methods for testing market efficiency, the paper es...

Stock Market Development in Sub-Saharan Africa

Stock Market Development in Sub-Saharan Africa »

Source: Stock Market Development in Sub-Saharan Africa : Critical Issues and Challenges

Volume/Issue: 2007/209

Series: IMF Working Papers

Author(s): Charles Komla Adjasi , and Charles Amo Yartey

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2007

ISBN: 9781451867732

Keywords: stock market, stock exchange, stock market development, stock exchanges

This paper examines the economic importance of stock markets in Africa. It discusses policy options for promoting the development of the stock market in Africa. The results of the paper show that the stock markets...

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...

The Economy of the Middle East and North Africa in 1997

The Economy of the Middle East and North Africa in 1997 »

Series: Books

Author(s): Mohamed El-Erian , and Susan Fennell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 November 1997

DOI: http://dx.doi.org/10.5089/9781557757111.071

ISBN: 9781557757111

Keywords: oil prices, oil exporters, stock market, crude oil, natural gas

The economy of the Middle East and North Africa improved considerably in 1996, and remained favorable in 1997. This paper, by Mohamed A. El-Erian and Susan Fennell, presents an assessment of the recent experience o...

Stock Market Volatility and Corporate Investment

Stock Market Volatility and Corporate Investment »

Source: Stock Market Volatility and Corporate Investment

Volume/Issue: 1995/102

Series: IMF Working Papers

Author(s): Zuliu Hu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1995

ISBN: 9781451852585

Keywords: stock market, stock market volatility, stock returns, stock prices, stock market price

Despite concerns are often voiced on the so called “excess volatility” of the stock market, little is known about the implications of market volatility for the real economy. This paper examines whethe...

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...

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...

Discretionary Trading and Asset Price Volatility

Discretionary Trading and Asset Price Volatility »

Source: Discretionary Trading and Asset Price Volatility

Volume/Issue: 1995/104

Series: IMF Working Papers

Author(s): Jahangir Aziz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1995

ISBN: 9781451947922

Keywords: stock market, stock markets, stock prices, future value, risk aversion

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...