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Spillovers to Emerging Equity Markets.

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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Sun, Tao
Otros Autores: Psalida, L. Effie
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington : International Monetary Fund, 2009.
Colección:IMF Working Papers.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a Spillovers to Emerging Equity Markets. 
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505 0 |a 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. 
505 8 |a 2. Unit Root Tests3. Pedroni Heterogeneous Panel Cointegration 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 Autoregression 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. 
505 8 |a VIII. Main ConclusionsAnnexes; I. Methodological Issues; II. Data and exlanatory variables; References. 
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. 
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