Spillovers to Emerging Equity Markets: An Econometric Assessment
Electronic Access:
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Summary:
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 goal for emerging market economies.
Series:
Working Paper No. 2009/111
Subject:
Emerging and frontier financial markets Financial institutions Financial markets Financial regulation and supervision Market capitalization Market risk Stock markets Stocks
Frequency:
Quarterly
English
Publication Date:
May 1, 2009
ISBN/ISSN:
9781451872583/1018-5941
Stock No:
WPIEA2009111
Pages:
32
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