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Volatility and Predictability in National Stock Markets

Volatility and Predictability in National Stock Markets »

Source: Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ?

Volume/Issue: 1996/29

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451844757

Keywords: emerging markets, predictability, autocorrelation, cointegration, standard deviation

This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of markets. A range of measures suggests that there has been n...

Stock Returns and Output Growth in Emerging and Advanced Economies

Stock Returns and Output Growth in Emerging and Advanced Economies »

Source: Stock Returns and Output Growth in Emerging and Advanced Economies

Volume/Issue: 2000/89

Series: IMF Working Papers

Author(s): Paolo Mauro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2000

ISBN: 9781451851274

Keywords: Leading indicators, emerging markets, stock returns, stock market, correlation, stock price, statistics

This paper studies the correlation between output growth and lagged stock returns in a panel of emerging market economies and advanced economies. It finds that the correlation is as strong in emerging market econom...

How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets

How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets »

Source: How Intensive Is Competition in the Emerging Markets? An Analysis of Corporate Rates of Return from Nine Emerging Markets

Volume/Issue: 1999/32

Series: IMF Working Papers

Author(s): Ajit Singh , Rudolph Matthias , and Jack Glen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1999

ISBN: 9781451845099

Keywords: Corporate Rates of Return, Intensity of Competition, Emerging Markets, standard deviation, equation, statistic

This large empirical study of corporate profitability in emerging markets during the 1980s and 1990s measures the intensity of competition. Data on corporate rates of return, profit margins, and output-capital rati...

India: are the skeptics right?

India: are the skeptics right? »

Source: IMF Survey, Volume 32, Issue 21

Volume/Issue: 32/21

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

ISBN: 9781451926170

Keywords: restructuring, debt, balance sheet, emerging markets, shareholders, Interview with former IMF Director

On November 17, Timothy Geithner took over as head of the Federal Reserve Bank of New York after serving for two years as Director of the IMF's Policy Development and Review Department. Before that, he worked from...

Slowdown in Emerging Markets

Slowdown in Emerging Markets »

Source: Slowdown in Emerging Markets : Sign of a Bumpy Road Ahead?

Volume/Issue: 2014/205

Series: IMF Working Papers

Author(s): Evridiki Tsounta

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 14 November 2014

ISBN: 9781498304719

Keywords: potential growth, emerging market economies, growth, growth rate, capital, tfp, labor, Macroeconomic Analyses of Economic Development,

Following very strong growth during the period 2000-12, emerging market economies (EMEs) experienced a slowdown in the last couple of years. This paper examines the supply-side drivers of the strong growth performa...

Volatility and Predictability in National Stock Markets
			: How Do Emerging and Mature Markets Differ?

Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ? »

Volume/Issue: 1996/29

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

DOI: http://dx.doi.org/10.5089/9781451844757.001

ISBN: 9781451844757

Keywords: emerging markets, predictability, autocorrelation, cointegration, standard deviation

This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of markets. A range of measures suggests that there has been n...

Global Spillovers into Domestic Bond Markets in Emerging Market Economies*

Global Spillovers into Domestic Bond Markets in Emerging Market Economies* »

Source: Global Spillovers into Domestic Bond Markets in Emerging Market Economies

Volume/Issue: 2013/264

Series: IMF Working Papers

Author(s): Laura Jaramillo , and Anke Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 December 2013

ISBN: 9781484328446

Keywords: Emerging Market Economies, Fiscal Deficit, Global Spillovers, bond, bond yields, domestic bond, sovereign bond, Financial Markets and the Macroeconomy,

While fiscal conditions remain healthier than in advanced economies, emerging economies continue to be exposed to negative spillovers if global conditions were to become less favorable. This paper finds that domest...

Causes of Asset Shortages in Emerging Markets

Causes of Asset Shortages in Emerging Markets »

Source: Causes of Asset Shortages in Emerging Markets

Volume/Issue: 2011/114

Series: IMF Working Papers

Author(s): Jiaqian Chen , and Patrick Imam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455262373

Keywords: Asset Shortage, Emerging Market, Capital Market, Regulation, financial assets, interest rates, capital markets, capital account, pension funds, Money and Interest Rates: General

We first illustrate that emerging markets (EMs) face a shortage of financial assets, with financial assets not growing as rapidly as domestic savings. We then estimate the asset shortage in EMs for 1995-2008. We de...

International Risk Sharing During the Globalization Era

International Risk Sharing During the Globalization Era »

Source: International Risk Sharing During the Globalization Era

Volume/Issue: 2009/209

Series: IMF Working Papers

Author(s): Akito Matsumoto , Robert Flood , and Nancy Marion

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2009

ISBN: 9781451873566

Keywords: International risk sharing, incomplete market, risk sharing, emerging markets, private consumption, income growth, Macroeconomic Aspects Of International Trade And Finance, Saving, Production, Employment

Though theory suggests financial globalization should improve international risk sharing, empirical support has been limited. We develop a simple welfare-based measure that captures how far countries are from the i...

Credit Constraints, Productivity Shocks and Consumption Volatility in Emerging Economies

Credit Constraints, Productivity Shocks and Consumption Volatility in Emerging Economies »

Source: Credit Constraints, Productivity Shocks and Consumption Volatility in Emerging Economies

Volume/Issue: 2013/120

Series: IMF Working Papers

Author(s): Rudrani Bhattacharya , and Ila Patnaik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2013

ISBN: 9781484325988

Keywords: Macroeconomics, real business cycles, emerging market business cycle stylized facts, financial development, consumption volatility, total consumption, business cycle, business cycles, growth rate, General

How does access to credit impact consumption volatility? Theory and evidence from advanced economies suggests that greater household access to finance smooths consumption. Evidence from emerging markets, where cons...