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...

Full description

Bibliographic Details
Main Author: Sun, Tao
Other Authors: Psalida, L.
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/111
Online Access:Full text available on IMF