What Drives Stock Market Development in the Middle East and Central Asia-Institutions, Remittances, or Natural Resources? /

In this paper, we assess the macroeconomic determinants of stock market capitalization in a panel of 17 countries in the Middle East and Central Asia, including both hydrocarbon-rich countries and economies without sizeable natural resource wealth. In addition to traditional variables, we include an...

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Autor principal: Billmeier, Andreas
Altres autors: Massa, Isabella
Format: Revista
Idioma:English
Publicat: Washington, D.C. : International Monetary Fund, 2007.
Col·lecció:IMF Working Papers; Working Paper ; No. 2007/157
Accés en línia:Full text available on IMF
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Sumari:In this paper, we assess the macroeconomic determinants of stock market capitalization in a panel of 17 countries in the Middle East and Central Asia, including both hydrocarbon-rich countries and economies without sizeable natural resource wealth. In addition to traditional variables, we include an institutional variable and remittances among the regressors. We find that (i) both institutions and remittances have a positive and significant impact on market capitalization; and (ii) both regressors matter, especially in countries without significant hydrocarbon sectors; whereas (iii) in resource-rich countries, stock market capitalization is mainly driven by the oil price.
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Descripció física:1 online resource (21 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Accés:Electronic access restricted to authorized BRAC University faculty, staff and students