Long-run Determinants of Stock Market Comovements in EMS Countries

Long-run Determinants of Stock Market Comovements in EMS Countries PDF Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 38

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Macroeconomic Determinants of Long-term Stock Market Comovements Among Major EMS Countries

Macroeconomic Determinants of Long-term Stock Market Comovements Among Major EMS Countries PDF Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 36

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Working Paper Series

Working Paper Series PDF Author:
Publisher:
ISBN:
Category : Comparative economics
Languages : en
Pages : 636

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Ibss: Economics: 1999

Ibss: Economics: 1999 PDF Author: Compiled by the British Library of Political and Economic Science
Publisher: Psychology Press
ISBN: 9780415240093
Category : Business & Economics
Languages : en
Pages : 660

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Book Description
IBSS is the essential tool for librarians, university departments, research institutions and any public or private institution whose work requires access to up-to-date and comprehensive knowledge of the social sciences

Surges

Surges PDF Author: Mr.Atish R. Ghosh
Publisher: International Monetary Fund
ISBN: 1463942303
Category : Business & Economics
Languages : en
Pages : 43

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Book Description
This paper examines why surges in capital flows to emerging market economies (EMEs) occur, and what determines the allocation of capital across countries during such surge episodes. We use two different methodologies to identify surges in EMEs over 1980-2009, differentiating between those mainly caused by changes in the country's external liabilities (reflecting the investment decisions of foreigners), and those caused by changes in its assets (reflecting the decisions of residents). Global factors-including US interest rates and risk aversion¡-are key to determining whether a surge will occur, but domestic factors such as the country's external financing needs (as implied by an intertemporal optimizing model of the current account) and structural characteristics also matter, which explains why not all EMEs experience surges. Conditional on a surge occurring, moreover, the magnitude of the capital inflow depends largely on domestic factors including the country's external financing needs, and the exchange rate regime. Finally, while similar factors explain asset- and liability-driven surges, the latter are more sensitive to global factors and contagion.

Working Paper

Working Paper PDF Author:
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 42

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Equity Price Variation in Pacific Basin Countries

Equity Price Variation in Pacific Basin Countries PDF Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 46

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Common Components in Regional Stock Markets

Common Components in Regional Stock Markets PDF Author: Yin-Wong Cheung
Publisher:
ISBN:
Category : Rate of return
Languages : en
Pages : 40

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Advances in Investment Analysis and Portfolio Management (New Series) Vol.5

Advances in Investment Analysis and Portfolio Management (New Series) Vol.5 PDF Author: Cheng F. Lee
Publisher: Center for PBBEFR & Airiti Press
ISBN: 9866286215
Category : Business & Economics
Languages : en
Pages :

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Book Description
Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.

Are Recent Capital Inflows to Developing Countries a Vote for Or Against Economic Policy Reforms?

Are Recent Capital Inflows to Developing Countries a Vote for Or Against Economic Policy Reforms? PDF Author: Michael Patrick Dooley
Publisher:
ISBN:
Category : Developing countries
Languages : en
Pages : 28

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