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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Detalles Bibliográficos
Autor Principal: Sun, Tao
Outros autores: Psalida, L.
Formato: Revista
Idioma:English
Publicado: Washington, D.C. : International Monetary Fund, 2009.
Series:IMF Working Papers; Working Paper ; No. 2009/111
Acceso en liña:Full text available on IMF