IMF Working Papers

Subject: Asset and liability management, Asset prices, Asset valuation, Econometric analysis, Emerging and frontier financial markets, Financial markets, Prices, Securities markets, Vector autoregression

Keywords: Asset fundamentals, Asset price dynamics, Asset prices, Asset supplies, Asset valuation, Benchmark portfolio return, Contagion, EM asset class, EM assets, EM investor, Emerging and frontier financial markets, Emerging markets, Equilibrium asset price, Fund manager, Global, Investment mandate, Investment restrictions, Opportunistic investor, Optimal portfolio, Optimization problem, Securities markets, Vector autoregression, WP