Volume/Issue: 2016/173
Series: IMF Working Papers
Author(s):
Serkan Arslanalp
,
Wei Liao
,
Shi Piao
, and
Dulani Seneviratne
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
12
August
2016
ISBN: 9781475525137
This paper finds that financial spillovers from China to regional markets are on the rise. The main transmission channel appears to be trade linkages, although direct financial linkages are playing an increasing ro...
Volume/Issue: 2016/57
Series: IMF Working Papers
Author(s):
Roberto Guimarães-Filho
, and
Gee Hee Hong
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
09
March
2016
ISBN: 9781513572451
Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the regi...
Volume/Issue: 2012/214
Series: IMF Working Papers
Author(s):
Jacob Gyntelberg
,
Subhanij Tientip
, and
Mico Loretan
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
August
2012
ISBN: 9781475505641
We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market t...
Volume/Issue: 2012/262
Series: IMF Working Papers
Author(s):
Selim Elekdag
,
Phurichai Rungcharoenkitkul
, and
Yiqun Wu
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
November
2012
ISBN: 9781475588682
This paper examines how Asian financial linkages with systemic economies have changed over time. After developing a factor model, it estimates Asian financial sensitivities to systemic economies, and then seeks to...
Volume/Issue: 2010/26
Series: IMF Working Papers
Author(s):
Sonja Keller
, and
Ashoka Mody
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
January
2010
ISBN: 9781451962475
We examine risk spreads charged on corporate bonds placed by emerging market borrowers on international exchanges. While global developments have an important effect on spreads, changes in firm-level default risk a...
Volume/Issue: 1997/13
Series: IMF Working Papers
Author(s):
Zhaohui Chen
, and
Mohsin Khan
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
January
1997
ISBN: 9781451924947
This paper reviews some of the basic patterns of international capital flows to emerging markets in recent years, including the composition of capital flows, intraregional flow patterns, and the geographical distri...
Volume/Issue: 2011/4
Series: IMF Working Papers
Author(s):
Eduardo Borensztein
, and
Prakash Loungani
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
January
2011
ISBN: 9781455211821
The paper compares trends in financial integration within Asia with those in industrialized countries and other regional groups. Declines in cross-country dispersion in equity returns and interest rates suggest inc...
Volume/Issue: 2016/173
Series: IMF Working Papers
Author(s):
Serkan Arslanalp
,
Wei Liao
,
Shi Piao
, and
Dulani Seneviratne
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
12
August
2016
DOI: http://dx.doi.org/10.5089/9781475525137.001
ISBN: 9781475525137
This paper finds that financial spillovers from China to regional markets are on the rise. The main transmission channel appears to be trade linkages, although direct financial linkages are playing an increasing ro...
Volume/Issue: 2016/57
Series: IMF Working Papers
Author(s):
Roberto Guimarães-Filho
, and
Gee Hee Hong
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
09
March
2016
DOI: http://dx.doi.org/10.5089/9781513572451.001
ISBN: 9781513572451
Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the regi...
Volume/Issue: 2012/214
Series: IMF Working Papers
Author(s):
Jacob Gyntelberg
,
Subhanij Tientip
, and
Mico Loretan
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
August
2012
DOI: http://dx.doi.org/10.5089/9781475505641.001
ISBN: 9781475505641
We present empirical evidence that the Thai baht's value is driven in part by investors' cross-border equity portfolio rebalancing decisions. Our results are based on comprehensive datasets of FX and stock market t...