International integration of equity markets and contagion effects /
Saved in:
Author / Creator: | Cashin, Paul, author. |
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Imprint: | [Washington, D.C.] : International Monetary Fund, Research and Middle Eastern Departments, ©1995. |
Description: | 1 online resource (iv, 47 pages) : illustrations |
Language: | English |
Series: | IMF working paper ; WP/95/110 IMF working paper ; WP/95/110. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/14153303 |
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050 | 4 | |a HG3881.5.I58 |b W67 no.95/110 | |
049 | |a MAIN | ||
100 | 1 | |a Cashin, Paul, |e author. |0 http://id.loc.gov/authorities/names/no94039435 | |
245 | 1 | 0 | |a International integration of equity markets and contagion effects / |c prepared by Paul Cashin, Manmohan S. Kumar and C. John McDermott. |
260 | |a [Washington, D.C.] : |b International Monetary Fund, Research and Middle Eastern Departments, |c ©1995. | ||
300 | |a 1 online resource (iv, 47 pages) : |b illustrations | ||
336 | |a text |b txt |2 rdacontent | ||
337 | |a computer |b c |2 rdamedia | ||
338 | |a online resource |b cr |2 rdacarrier | ||
490 | 1 | |a IMF working paper ; |v WP/95/110 | |
504 | |a Includes bibliographical references (pages 44-47). | ||
533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
588 | 0 | |a Print version record. | |
520 | 8 | |a Annotation |b This paper investigates empirically the degree of international integration of industrial and emerging country equity markets. It analyzes two issues: first, the extent to which equity prices have tended to move similarly across countries and regions in the long run; and second, the strength of cross-country contagion effects. the papers findings suggest that both intra-regional and inter-regional linkages across national equity markets have strengthened in recent years. In addition, using impulse response functions, the paper shows that cross-country contagion effects of country-specific shocks dissipate in a matter of weeks while contagion effects of global shocks take several months to unwind themselves. | |
546 | |a English. | ||
650 | 0 | |a Capital market. |0 http://id.loc.gov/authorities/subjects/sh85019945 | |
650 | 0 | |a Stock exchanges. |0 http://id.loc.gov/authorities/subjects/sh85128191 | |
650 | 0 | |a International economic relations. |0 http://id.loc.gov/authorities/subjects/sh85067395 | |
650 | 0 | |a Stocks |x Prices. |0 http://id.loc.gov/authorities/subjects/sh85128230 | |
650 | 6 | |a Marché financier. | |
650 | 6 | |a Bourse. | |
650 | 6 | |a Actions (Titres de société) |x Prix. | |
650 | 7 | |a exchange (method of acquisition) |2 aat | |
650 | 7 | |a stock exchanges. |2 aat | |
650 | 7 | |a Capital market. |2 fast |0 (OCoLC)fst00846356 | |
650 | 7 | |a International economic relations. |2 fast |0 (OCoLC)fst00976891 | |
650 | 7 | |a Stock exchanges. |2 fast |0 (OCoLC)fst01133564 | |
650 | 7 | |a Stocks |x Prices. |2 fast |0 (OCoLC)fst01133725 | |
700 | 1 | |a Kumar, Manmohan S., |e author. |0 http://id.loc.gov/authorities/names/n84080873 | |
700 | 1 | |a McDermott, C. John, |e author. |0 http://id.loc.gov/authorities/names/n91090297 | |
710 | 2 | |a International Monetary Fund. |b Research Department, |e issuing body. |0 http://id.loc.gov/authorities/names/n77001219 | |
710 | 2 | |a International Monetary Fund. |b Middle Eastern Department, |e issuing body. |0 http://id.loc.gov/authorities/names/no93027012 | |
758 | |i has work: |a International integration of equity markets and contagion effects (Text) |1 https://id.oclc.org/worldcat/entity/E39PCGkQqFbkvFmHB3vfDcqkH3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
776 | 0 | 8 | |i Print version: |a Cashin, Paul. |t International integration of equity markets and contagion effects. |d [Washington, D.C.] : International Monetary Fund, Research and Middle Eastern Departments, ©1995 |w (OCoLC)33892967 |
830 | 0 | |a IMF working paper ; |v WP/95/110. |0 http://id.loc.gov/authorities/names/no89010263 | |
856 | 4 | 0 | |u https://elibrary.imf.org/openurl?genre=journal&issn=1018-5941&volume=1995&issue=110 |y INTERNATIONAL MONETARY FUND |
929 | |a oclccm | ||
999 | f | f | |i 323bf93d-bad5-41d2-9fb0-dbfe34d2b28e |s 942dbf7b-e100-4243-9844-2d2caff7aa91 |
928 | |t Library of Congress classification |a HG3881.5.I58W67 no.95/110 |l Online |c UC-FullText |u https://elibrary.imf.org/openurl?genre=journal&issn=1018-5941&volume=1995&issue=110 |z INTERNATIONAL MONETARY FUND |g ebooks |i 14296831 |