Series: IMF Working Papers
Author(s): Ila Patnaik , Ajay Shah , and Nirvikar Singh
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 22 May 2013
Keywords: India, Event study, Extreme events, Foreign investors, stock market, equity market, financial globalization, stock market index, stock returns, Other
Emerging market policy makers have been concerned about the financial stability implications of financial globalization. These concerns are focused on behavior under stressed conditions. Do tail events in the home...