Search Results - subject:"STOCK PRICES"

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Financial Soundness Indicators; Analytical Aspects and Country Practices

International Monetary Fund (IMF); International … - 2002

The financial turmoil of the late 1990s prompted a broad search for tools and techniques for detecting and preventing financial crises, and more recent episodes of instability have high lighted the importance of continuous monitoring of financial systems as a tool for preventing crises. This...

Persistent link: https://www.econbiz.de/10005590915

The Mildest Recession: Outputs, Profits, and Stock Prices as the U.S. Emerges from the 2001 Recession

Nordhaus, William D. - Cowles Foundation for Research in Economics, Yale University - 2002

This essay examines the state of the United States economy as it emerges from the 2001 recession. A comparison of several central economic variables indicates that the 2001 recession was the mildest recession in the postwar period. In light of highly differentiated characteristics of recessions,...

Persistent link: https://www.econbiz.de/10005593648

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Chan-Lau, Jorge A.; Ivaschenko, Iryna V. - International Monetary Fund (IMF) - 2002

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: the pre-Long Term Capital Management crisis period, the "tech bubble" period, and...

Persistent link: https://www.econbiz.de/10005768786

Stock Market Developments and Private Consumer Spending in Emerging Markets

Funke, Norbert - International Monetary Fund (IMF) - 2002

Using a panel of 16 emerging markets, the paper finds a small but statistically significant effect of stock market developments on private consumption spending. In the short run, a 10 percent decline in the annual real stock market return is associated with a reduction in real private...

Persistent link: https://www.econbiz.de/10005769129

International Capital Crunches; The Time-Varying Role of Informational Asymmetries

Mody, Ashoka; Taylor, Mark P. - International Monetary Fund (IMF) - 2002

We examine the determinants of capital flows to four developing countries during the 1990s using an explicitly disequilibrium econometric framework in which the supply and demand for capital are not necessarily equal and the actual amount of the flow is determined by the ‘short side’ of the...

Persistent link: https://www.econbiz.de/10005825608

The extreme bounds of the cross-section of expected stock returns

Durham, J. Benson - Federal Reserve Board (Board of Governors of the … - 2002

Several empirical studies report violations of the asset-pricing model of Sharpe (1964), Lintner (1965), and Black (1972). But, there is no consensus on specification in this literature, as such studies typically consider only a limited number of explanatory variables and do not satisfactorily...

Persistent link: https://www.econbiz.de/10005721146

Are stocks in new industries like lottery tickets?

Dwyer, Gerald; Barnhart, Cora - Federal Reserve Bank of Atlanta - 2002

reasonably might expect to pay to play when investing in new industries. JEL classification: G10, G12 Key words: stock prices …

Persistent link: https://www.econbiz.de/10005721667

Macroeconomic News and Stock Returns in the United States and Germany

Funke, Norbert; Matsuda, Akimi - International Monetary Fund (IMF) - 2002

on stock prices in the United States and Germany. With GARCH specifications we test five hypotheses and find that news on … real economic activity has a significant impact on stock prices. The effects vary between different types of stocks and … depend on the state of the economy. In a boom period, bad economic news may be good news for stock prices. For German stock …

Persistent link: https://www.econbiz.de/10005264061

Modelling the impact of oil prices on Vietnam's stock prices

Narayan, P; Narayan, S - 2010

The goal of this paper is to model the impact of oil prices on Vietnam's stock prices. We use daily data for the period … 2000-2008 and include the nominal exchange rate as an additional determinant of stock prices. We find that stock prices … impact on stock prices. This result is inconsistent with theoretical expectations. The growth of the Vietnamese stock market …

Persistent link: https://www.econbiz.de/10009481580

Stock market contagion in the early stages of the global financial crisis: the experience of the GCC countries

Moosa, Imad - 2010

rather limited evidence for the effect of U.S. stock prices on GCC stock prices and a much more important role for oil prices …. However, neither of these variables alone can explain the behaviour of GCC stock prices during the period under investigation …

Persistent link: https://www.econbiz.de/10009441584