Spillovers to Emerging Equity Markets An Econometric Assessment

This paper shows that emerging market equity prices are influenced by growing global factors, and therefore global factors constitute a significant channel for spillovers when the international economic environment changes. Strengthening their resilience to equity price declines remains an important...

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Bibliographic Details
Main Author: Sun, Tao
Other Authors: Psalida, L.
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2009
Series:IMF Working Papers
Subjects:
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
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300 |a 32 pages 
651 4 |a United States 
653 |a Institutional Investors 
653 |a Stock exchanges 
653 |a Stocks 
653 |a Pension Funds 
653 |a Finance 
653 |a Market capitalization 
653 |a Financial institutions 
653 |a Value of Firms 
653 |a Financial Instruments 
653 |a General Financial Markets: General (includes Measurement and Data) 
653 |a Non-bank Financial Institutions 
653 |a Financial markets 
653 |a Emerging and frontier financial markets 
653 |a Market risk 
653 |a Financial risk management 
653 |a Stock markets 
653 |a Capital and Ownership Structure 
653 |a Goodwill 
653 |a Banks and Banking 
653 |a Investments: Stocks 
653 |a Financial Markets and the Macroeconomy 
653 |a Financial services industry 
653 |a Financial regulation and supervision 
653 |a Investment & securities 
653 |a Financial Risk and Risk Management 
653 |a Financing Policy 
653 |a Financial services law & regulation 
653 |a Finance: General 
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520 |a This paper shows that emerging market equity prices are influenced by growing global factors, and therefore global factors constitute a significant channel for spillovers when the international economic environment changes. Strengthening their resilience to equity price declines remains an important goal for emerging market economies