The Role of Stock Markets in Current Account Dynamics : Evidence from the United States /

This paper tests a model of the role of stock markets in current account dynamics, developed in a companion paper. With U.S. data, the model performs better than the same model without stock markets. An insight given by the model is that the current account might help predict future stock market per...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Mercereau, Benoit
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2003.
Seria:IMF Working Papers; Working Paper ; No. 2003/108
Dostęp online:Full text available on IMF
Opis
Streszczenie:This paper tests a model of the role of stock markets in current account dynamics, developed in a companion paper. With U.S. data, the model performs better than the same model without stock markets. An insight given by the model is that the current account might help predict future stock market performance. This property receives some preliminary empirical confirmation. The results also suggest that stock markets matter to the current account dynamics.
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Opis fizyczny:1 online resource (35 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Ograniczenie dostępu:Electronic access restricted to authorized BRAC University faculty, staff and students