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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Hlavní autor: Sun, Tao
Další autoři: Psalida, L.
Médium: Časopis
Jazyk:English
Vydáno: Washington, D.C. : International Monetary Fund, 2009.
Edice:IMF Working Papers; Working Paper ; No. 2009/111
On-line přístup:Full text available on IMF