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|z 9781462309290
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|a 1018-5941
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|a Bayoumi, Tamim.
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|a Unforeseen Events Wait Lurking :
|b Estimating Policy Spillovers From U.S. to Foreign Asset Prices /
|c Tamim Bayoumi, Trung Bui.
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|a Washington, D.C. :
|b International Monetary Fund,
|c 2011.
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|a 1 online resource (45 pages)
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|a IMF Working Papers
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|a <strong>Off-Campus Access:</strong> No User ID or Password Required
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|a <strong>On-Campus Access:</strong> No User ID or Password Required
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|a Electronic access restricted to authorized BRAC University faculty, staff and students
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|a Event studies are used to analyze the impact of U.S. financial, fiscal, and monetary policies from US to foreign asset prices across a range of G20 countries and Switzerland. The initial announcement that the Administration supported tighter regulation of banks led to a generalized fall in advanced economy bank shares compared to local equity markets. For later Dodd-Frank announcements, however, falls in U.S. bank equity prices were accompanied by increases in U.K. and Swiss valuations, implying a potential for regulatory arbitrage. Turning to macro policies, the 2008/9 fiscal and monetary stimulus packages generally supported foreign activity, while the impact of similar stimulus in 2010 is less clear.
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|a Mode of access: Internet
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|a Bui, Trung.
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|a IMF Working Papers; Working Paper ;
|v No. 2011/183
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| 856 |
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|z Full text available on IMF
|u http://elibrary.imf.org/view/journals/001/2011/183/001.2011.issue-183-en.xml
|z IMF e-Library
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