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|c 5.00 USD
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|z 9781451853285
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|a 1018-5941
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|a BD-DhAAL
|c BD-DhAAL
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|a Cashin, Paul.
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|a International Integration of Equity Markets and Contagion Effects /
|c Paul Cashin, Manmohan Kumar, C. McDermott.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 1995.
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|a 1 online resource (58 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a This paper investigates empirically the degree of international integration of industrial and emerging country equity markets. It analyzes two issues: first, the extent to which equity prices have tended to move similarly across countries and regions in the long run; and second, the strength of cross-country 'contagion' effects. The paper's findings suggest that both intra-regional and inter-regional linkages across national equity markets have strengthened in recent years. In addition, using impulse response functions, the paper shows that cross-country contagion effects of country-specific shocks dissipate in a matter of weeks while contagion effects of global shocks take several months to unwind themselves.
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|a Mode of access: Internet
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|a Kumar, Manmohan.
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|a McDermott, C.
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|a IMF Working Papers; Working Paper ;
|v No. 1995/110
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/1995/110/001.1995.issue-110-en.xml
|z IMF e-Library
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