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When in Peril, Retrench

When in Peril, Retrench »

Source: When in Peril, Retrench : Testing the Portfolio Channel of Contagion

Volume/Issue: 2004/131

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451855319

Keywords: Contagion, risk aversion, portfolio choice, investors, stock market, mutual funds, international investors, International Finance: General, portforlio choice,

One plausible mechanism through which financial market shocks may propagate across countries is through the effect of past gains and losses on investors' risk aversion. We first present a simple model on how hetero...

Asian Financial Integration

Asian Financial Integration »

Source: Asian Financial Integration : Trends and Interruptions

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

Keywords: equity premium, gravity model, home bias, risk-sharing, herding, investors, bond, foreign investors, bonds, international investors

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...

Transparency and International Investor Behavior

Transparency and International Investor Behavior »

Source: Transparency and International Investor Behavior

Volume/Issue: 2002/174

Series: IMF Working Papers

Author(s): Shang-Jin Wei , and R. Gelos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

ISBN: 9781451858709

Keywords: portfolio investment, international investors, international financial architecture, contagion, investors, asian crisis, accounting standards, International Finance: General, Information, Knowledge

Does country "transparency" affect international portfolio investment? We examine this and related questions using a unique micro dataset on international portfolio holdings. We employ various indices of government...

Have Institutional Investors Destabilized Emerging Markets?

Have Institutional Investors Destabilized Emerging Markets? »

Source: Have Institutional Investors Destabilized Emerging Markets?

Volume/Issue: 1996/34

Series: IMF Working Papers

Author(s): Brian Aitken

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451978889

Keywords: institutional investors, stock markets, emerging market stocks, stock prices, international finance

In the past few years there has been a large increase in portfolio capital flows into emerging markets, mostly fueled by mutual funds and other institutional investors. Based on a simple variance ratio test, this p...

Nonresident Capital Flows and Volatility: Evidence from Malaysia's Local Currency Bond Market

Nonresident Capital Flows and Volatility: Evidence from Malaysia's Local Currency Bond Market »

Source: Nonresident Capital Flows and Volatility: Evidence from Malaysia's Local Currency Bond Market

Volume/Issue: 2019/23

Series: IMF Working Papers

Author(s): David Grigorian

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 January 2019

ISBN: 9781484393161

Keywords: Malaysia, Asia and Pacific, Debt markets, International financial markets, nonresident investors, volatility, Asset Pricing

Malaysia's local currency debt market is one of the most liquid public debt markets in the world. In recent years, the growing share of nonresident holders of debt has been a source of concern for policymakers as a...

Do Some Forms of Financial Flows Help Protect From Sudden Stops?

Do Some Forms of Financial Flows Help Protect From Sudden Stops? »

Source: Do Some Forms of Financial Flows Help Protect From Sudden Stops?

Volume/Issue: 2006/202

Series: IMF Working Papers

Author(s): Paolo Mauro , and Andrei Levchenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2006

ISBN: 9781451864625

Keywords: crises, financial flows, fdi, direct investment, foreign investors, International Monetary Arrangements and Institutions, Financial Aspects of Economic Integration,

There is a debate on whether some forms of financial flows offer better crisis protection than others. Using a large panel of advanced, emerging, and developing countries during 1970-2003, this paper analyzes the b...

Resource Windfalls, Optimal Public Investment and Redistribution

Resource Windfalls, Optimal Public Investment and Redistribution »

Source: Resource Windfalls, Optimal Public Investment and Redistribution : The Role of Total Factor Productivity and Administrative Capacity

Volume/Issue: 2012/200

Series: IMF Working Papers

Author(s): Alan Gelb , Arnaud Dupuy , and Rabah Arezki

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505504

Keywords: Resource Windfall, Administrative Capacity, capital investment, investment management, investor protection, public investment programs, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General, International Lending and Debt Problems,

This paper studies the optimal public investment decisions in countries experiencing a resource windfall. To do so, we use an augmented version of the Permanent Income framework with public investment faced with ad...

When in Peril, Retrench
			: Testing the Portfolio Channel of Contagion

When in Peril, Retrench : Testing the Portfolio Channel of Contagion »

Volume/Issue: 2004/131

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

DOI: http://dx.doi.org/10.5089/9781451855319.001

ISBN: 9781451855319

Keywords: Contagion, risk aversion, portfolio choice, investors, stock market, mutual funds, international investors, International Finance: General, portforlio choice,

One plausible mechanism through which financial market shocks may propagate across countries is through the effect of past gains and losses on investors' risk aversion. We first present a simple model on how hetero...

Asian Financial Integration
			: Trends and Interruptions

Asian Financial Integration : Trends and Interruptions »

Volume/Issue: 2011/4

Series: IMF Working Papers

Author(s): Eduardo Borensztein , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2011

DOI: http://dx.doi.org/10.5089/9781455211821.001

ISBN: 9781455211821

Keywords: equity premium, gravity model, home bias, risk-sharing, herding, investors, bond, foreign investors, bonds, international investors

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...

Transparency and International Investor Behavior

Transparency and International Investor Behavior »

Volume/Issue: 2002/174

Series: IMF Working Papers

Author(s): Shang-Jin Wei , and R. Gelos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

DOI: http://dx.doi.org/10.5089/9781451858709.001

ISBN: 9781451858709

Keywords: portfolio investment, international investors, international financial architecture, contagion, investors, asian crisis, accounting standards, International Finance: General, Information, Knowledge

Does country "transparency" affect international portfolio investment? We examine this and related questions using a unique micro dataset on international portfolio holdings. We employ various indices of government...