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Financial Market Contagion in the Asian Crisis1

Financial Market Contagion in the Asian Crisis1 »

Source: Financial Market Contagion in the Asian Crisis

Volume/Issue: 1998/155

Series: IMF Working Papers

Author(s): Taimur Baig , and Ilan Goldfajn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

ISBN: 9781451857283

Keywords: Contagion, Asian Crises, Financial Markets, news, correlations, correlation, dummy variables, significance level

This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. Cross-country correlations among currencies and sovereign spreads are found to...

Race to the Center

Race to the Center »

Source: Race to the Center : Competition for the Nikkei 225 Futures Trade

Volume/Issue: 1996/117

Series: IMF Working Papers

Author(s): Takatoshi Ito , and Wen-Ling Lin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1996

ISBN: 9781451941579

Keywords: margin requirements, futures price volatility, trading volume, GARCH, futures market, futures markets, dummy variable, probability, standard errors

This paper examines the impact of changes in margin requirements on returns, transaction volumes, and price volatility of Nikkei 225 futures on the Osaka Securities Exchange (OSE) and the Singapore International Mo...

Institutions Rule

Institutions Rule »

Source: Institutions Rule : The Primacy of Institutions over Integration and Geography in Economic Development

Volume/Issue: 2002/189

Series: IMF Working Papers

Author(s): Arvind Subramanian , Francesco Trebbi , and Dani Rodrik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451859621

Keywords: Institutions, integration, geography, equation, statistics, dummy variable, equations, samples, Macroeconomic Analyses of Economic Development, Capitalist Systems: Political Economy

We estimate the respective contributions of institutions, geography, and trade in determining cross-country income levels using recently developed instruments for institutions and trade. Our results indicate that t...

Financial Market Contagion in the Asian Crisis

Financial Market Contagion in the Asian Crisis »

Volume/Issue: 1998/155

Series: IMF Working Papers

Author(s): Taimur Baig , and Ilan Goldfajn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1998

DOI: http://dx.doi.org/10.5089/9781451857283.001

ISBN: 9781451857283

Keywords: Contagion, Asian Crises, Financial Markets, news, correlations, correlation, dummy variables, significance level

This paper tests for evidence of contagion between the financial markets of Thailand, Malaysia, Indonesia, Korea, and the Philippines. Cross-country correlations among currencies and sovereign spreads are found to...

Race to the Center
			: Competition for the Nikkei 225 Futures Trade

Race to the Center : Competition for the Nikkei 225 Futures Trade »

Volume/Issue: 1996/117

Series: IMF Working Papers

Author(s): Takatoshi Ito , and Wen-Ling Lin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1996

DOI: http://dx.doi.org/10.5089/9781451941579.001

ISBN: 9781451941579

Keywords: margin requirements, futures price volatility, trading volume, GARCH, futures market, futures markets, dummy variable, probability, standard errors

This paper examines the impact of changes in margin requirements on returns, transaction volumes, and price volatility of Nikkei 225 futures on the Osaka Securities Exchange (OSE) and the Singapore International Mo...

Institutions Rule
			: The Primacy of Institutions over Integration and Geography in Economic Development

Institutions Rule : The Primacy of Institutions over Integration and Geography in Economic Development »

Volume/Issue: 2002/189

Series: IMF Working Papers

Author(s): Arvind Subramanian , Francesco Trebbi , and Dani Rodrik

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451859621.001

ISBN: 9781451859621

Keywords: Institutions, integration, geography, equation, statistics, dummy variable, equations, samples, Macroeconomic Analyses of Economic Development, Capitalist Systems: Political Economy

We estimate the respective contributions of institutions, geography, and trade in determining cross-country income levels using recently developed instruments for institutions and trade. Our results indicate that t...