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IMF Staff Papers, Volume 53, No. 2

IMF Staff Papers, Volume 53, No. 2 »

Volume: 53

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 June 2006

DOI: http://dx.doi.org/10.5089/9781589065178.024

ISBN: 9781589065178

Keywords: statistics, sovereign debt, probability, debt intolerance, equation, Analysis Of Variance, Bank Management, Banks And Banking. State Supervision, Cointegration, Compliance

Noteworthy among the six papers appearing in this latest issue of the IMF's peer-reviewed journal is another installment in the Special Data Section. Anthony Pellechio and John Cady from the IMF's Statistics Depart...

IMF Staff papers, Volume 43 No. 3

IMF Staff papers, Volume 43 No. 3 »

Volume: 45

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1996

DOI: http://dx.doi.org/10.5089/9781451973440.024

ISBN: 9781451973440

Keywords: emerging markets, mature markets, investment, portfolios, equity markets

This paper examines the volatility and predictability of emerging stock markets. A range of measures suggests that, despite perceptions to the contrary, the volatility of emerging markets may have fallen rather tha...