Devaluation Expectations and the Stock Market : The Case of Mexico in 1994/95 /

Using company-level data, this paper examines the relative stock-market performance of firms with different foreign-exchange exposures around the time of the 1994/95 Mexican crisis. Contrary to what one might have expected given the alleged peso overvaluation, exporting firms outperformed the market...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Becker, Torbjorn
अन्य लेखक: Gelos, R., Richards, Anthony
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2000.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2000/028
ऑनलाइन पहुंच:Full text available on IMF
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100 1 |a Becker, Torbjorn. 
245 1 0 |a Devaluation Expectations and the Stock Market :   |b The Case of Mexico in 1994/95 /  |c Torbjorn Becker, Anthony Richards, R. Gelos. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2000. 
300 |a 1 online resource (42 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a Using company-level data, this paper examines the relative stock-market performance of firms with different foreign-exchange exposures around the time of the 1994/95 Mexican crisis. Contrary to what one might have expected given the alleged peso overvaluation, exporting firms outperformed the market beginning in late 1993. Although interest rates fail to show a clear confidence loss in the exchange rate regime, the relative performance of net exporters suggests that expectations of devaluation increased continuously. The methodology presented is relevant beyond the Mexican case: sectoral differences in stock market performance may constitute valuable leading indicators of exchange rate changes in emerging markets. 
538 |a Mode of access: Internet 
700 1 |a Gelos, R. 
700 1 |a Richards, Anthony. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2000/028 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2000/028/001.2000.issue-028-en.xml  |z IMF e-Library