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Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida
| Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida |
| Autore | Sun Tao |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | PsalidaL |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments - Mathematical models
Econometrics Banks and Banking Finance: General Investments: Stocks General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Markets and the Macroeconomy Finance Investment & securities Financial services law & regulation Stock markets Stocks Emerging and frontier financial markets Market risk Market capitalization Financial markets Financial institutions Financial regulation and supervision Stock exchanges Financial services industry Financial risk management |
| ISBN |
1-4623-6283-4
1-4527-0769-3 1-282-84326-5 1-4518-7258-5 9786612843266 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Performance of Emerging Market Equity Markets; Figures; 1. Selected Equity Market Indices; 2. Emerging Market Economies: Composition of Capital Inflows; 3. Current Account Balances and Capital Flows from a Global Perspective; 4. Stock Market Capitalization; 5. Total Equity Market Returns; 6. Emerging Market Economies: Price/Earnings Ratios; 7. Total Foreign Holdings of Equity; 8. Emerging Markets Equity Indices and Foreign Investor Presence; Tables; 1. Emerging Equity Market Peaks and Troughs: Current and Previous Episodes; III. Methodology of Panel Estimation
2. Unit Root Tests 3. Pedroni Heterogeneous Panel Co-integration Tests; IV. Results of the Panel Estimation; 4. Fixed-Effects Panel Least-Squares Estimation, First Specification; 5. Fixed-Effects Panel Least-Squares Estimation, Second Specification; V. Scenarios of impact; 6. Effects of External Shocks on the Growth Rates of Emerging Market Equity Prices; VI. Contribution of domestic and external factors; VII. Vector Auto-regression Model and results; 7. Contribution of Global and Domestic Factors to Equity Price Changes; 9. Impulse Responses to the Global Shocks for the Seven Countries VIII. Main Conclusions Annexes; I. Methodological Issues; II. Data and explanatory variables; References |
| Record Nr. | UNINA-9910788335103321 |
Sun Tao
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida
| Spillovers to Emerging Equity Markets : : An Econometric Assessment / / Tao Sun, L. Psalida |
| Autore | Sun Tao |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | PsalidaL |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments - Mathematical models
Econometrics Banks and Banking Capital and Ownership Structure Emerging and frontier financial markets Finance Finance: General Financial institutions Financial Instruments Financial Markets and the Macroeconomy Financial markets Financial regulation and supervision Financial Risk and Risk Management Financial risk management Financial services industry Financial services law & regulation Financing Policy General Financial Markets: General (includes Measurement and Data) Goodwill Institutional Investors Investment & securities Investments: Stocks Market capitalization Market risk Non-bank Financial Institutions Pension Funds Stock exchanges Stock markets Stocks Value of Firms |
| ISBN |
9786612843266
9781462362837 1462362834 9781452707693 1452707693 9781282843264 1282843265 9781451872583 1451872585 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Performance of Emerging Market Equity Markets; Figures; 1. Selected Equity Market Indices; 2. Emerging Market Economies: Composition of Capital Inflows; 3. Current Account Balances and Capital Flows from a Global Perspective; 4. Stock Market Capitalization; 5. Total Equity Market Returns; 6. Emerging Market Economies: Price/Earnings Ratios; 7. Total Foreign Holdings of Equity; 8. Emerging Markets Equity Indices and Foreign Investor Presence; Tables; 1. Emerging Equity Market Peaks and Troughs: Current and Previous Episodes; III. Methodology of Panel Estimation
2. Unit Root Tests 3. Pedroni Heterogeneous Panel Co-integration Tests; IV. Results of the Panel Estimation; 4. Fixed-Effects Panel Least-Squares Estimation, First Specification; 5. Fixed-Effects Panel Least-Squares Estimation, Second Specification; V. Scenarios of impact; 6. Effects of External Shocks on the Growth Rates of Emerging Market Equity Prices; VI. Contribution of domestic and external factors; VII. Vector Auto-regression Model and results; 7. Contribution of Global and Domestic Factors to Equity Price Changes; 9. Impulse Responses to the Global Shocks for the Seven Countries VIII. Main Conclusions Annexes; I. Methodological Issues; II. Data and explanatory variables; References |
| Record Nr. | UNINA-9910970779403321 |
|
Sun Tao
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||