Stock Returns and Output Growth in Emerging and Advanced Economies /

Stock Returns and Output Growth in Emerging and Advanced Economies /

This paper studies the correlation between output growth and lagged stock returns in a panel of emerging market economies and advanced economies. It finds that the correlation is as strong in emerging market economies as in advanced economies. Asset prices therefore contain valuable information to f...

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Bibliografiske detaljer
Hovedforfatter:	Mauro, Paolo
Format:	Tidsskrift
Sprog:	English
Udgivet:	Washington, D.C. : International Monetary Fund, 2000.
Serier:	IMF Working Papers; Working Paper ; No. 2000/089
Online adgang:	Full text available on IMF

Lignende værker

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Output Drops and the Shocks That Matter /
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Udgivet: (2006)

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Country and Industry Dynamics in Stock Returns /
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Udgivet: (2003)

Geopolitical Risk on Stock Returns : Evidence from Inter-Korea Geopolitics /
af: Jung, Seungho
Udgivet: (2021)

Potential Output Growth in Emerging Market Countries : The Case of Chile /
af: Roldos, Jorge
Udgivet: (1997)

Modeling Stochastic Volatility with Application to Stock Returns /
af: Krichene, Noureddine
Udgivet: (2003)

International Financial Connection and Stock Return Comovement /
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Udgivet: (2019)

International Stock Returns and Market Integration : A Regional Perspective /
af: Del Negro, Marco
Udgivet: (2002)

Comovements in National Stock Market Returns : Evidence of Predictability But Not Cointegration /
af: Richards, Anthony
Udgivet: (1996)

Explaining International Comovements of Output and Asset Returns : The Role of Money and Nominal Rigidities /
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Udgivet: (1999)

The Determinants of Stock Market Development in Emerging Economies : Is South Africa Different? /
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Udgivet: (2008)

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Udgivet: (2005)

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets /
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Udgivet: (1999)

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Udgivet: (2002)

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Udgivet: (2018)

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Additions to Market Indices and the Comovement of Stock Returns Around the World /
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Udgivet: (2011)

The Evolution of Output in Transition Economies : Explaining the Differences /
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Udgivet: (1999)

Output Volatility and Large Output Drops in Emerging Market and Developing Countries /
af: Hakura, Dalia
Udgivet: (2007)

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The Growth Return of Infrastructure in Latin America /
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Udgivet: (2017)

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Udgivet: (2024)

Pre- and post- COVID-19 comparative stock return analysis on specific industries in Dhaka Stock Exchange
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Udgivet: (2022)

Inflation Targeting and Output Growth : Empirical Evidence for the European Union.
Udgivet: (2005)

Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume /
af: Kramer, Charles
Udgivet: (1994)

Financial literacy: how it impacts capital market and stock returns in Bangladesh
af: Sabi, Anika Anzum
Udgivet: (2024)

The Persistence of Corruption and Slow Economic Growth /
af: Mauro, Paolo
Udgivet: (2002)

The Role of Human Capital in Economic Growth : The Case of Spain /
af: Mauro, Paolo
Udgivet: (2000)

The Egyptian Stock Market : Efficiency Tests and Volatility Effects /
af: Mecagni, Mauro
Udgivet: (1999)

Public Capital and Output Growth in Portugal : An Empirical Analysis /
af: Ligthart, Jenny
Udgivet: (2000)

The Effects of Corruptionon Growth, Investment, and Government Expenditure /
af: Mauro, Paolo
Udgivet: (1996)

Returned
af: Boehm

The Impact of Fiscal Policy Variables on Output Growth /
af: Gerson, Philip
Udgivet: (1998)

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af: Chudik, Alexander
Udgivet: (2015)

New Economy Stock Valuations and Investment in the 1990s /
af: Sloek, Torsten
Udgivet: (2001)

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns /
af: Del Negro, Marco
Udgivet: (2005)

Output Decline and Government Expenditures in European Transition Economies /
af: Schwartz, Gerd
Udgivet: (1994)

Estimates of Potential Output and the Neutral Rate for the U.S. Economy /
af: Alichi, Ali
Udgivet: (2018)

Estimating Potential Output and the Output Gap in Slovakia /
af: Konuki, Tetsuya
Udgivet: (2008)