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World Economic Outlook, April 2019

Growth Slowdown, Precarious Recovery

The global economic expansion decelerated in the second half of 2018 with global growth projected to slow to 3.3 percent in 2019, with risks to future growth on the downside.

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia »

Source: Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Volume/Issue: 2002/154

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451857245

Keywords: Price spillovers, volatility spillovers, asymmetric GARCH models, spillovers, stock market, stock returns, stock price,

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: th...

Caucasus and Central Asia

Caucasus and Central Asia »

Source: Regional Economic Outlook, October 2016, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 October 2016

ISBN: 9781513534497

Keywords: cheaper oil, global spillovers, China’;s rebalancing, fiscal deficits

Population, millions (2015) GDP per capita, U.S. dollars (2015) Sources: IMF Regional Economic Outlook database; and Microsoft Map Land. Note: Th...

3. Caucasus and Central Asia: Is the Worst Over?

3. Caucasus and Central Asia: Is the Worst Over? »

Source: Regional Economic Outlook, October 2016, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 October 2016

ISBN: 9781513534497

Keywords: cheaper oil, global spillovers, China’;s rebalancing, fiscal deficits

Fiscal accommodation and exchange rate adjustment have helped the Caucasus and Central Asia (CCA) mitigate the immediate impact from large and persistent external shocks, particularly the slump...

China and Asia in Global Trade Slowdown1

China and Asia in Global Trade Slowdown1 »

Source: China and Asia in Global Trade Slowdown

Volume/Issue: 2016/105

Series: IMF Working Papers

Author(s): Gee Hee Hong , Jaewoo Lee , Wei Liao , and Dulani Seneviratne

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 May 2016

ISBN: 9781484368565

Keywords: trade linkages, trade elasticities, spillovers Author’;s E-Mail Address: ghong@imf.org, jlee3@imf.org, wliao@imf.org, dseneviratne@imf.org

Asia and China made disproportionate contributions to the slowdown of global trade growth in 2015. China's import growth slowed starkly, driven by both external and domestic factors, including a rebalancing of dema...

China's Growing Influence on Asian Financial Markets1

China's Growing Influence on Asian Financial Markets1 »

Source: China's Growing Influence on Asian Financial Markets

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

Keywords: China, Spillovers, Equity markets, Foreign Exchange Markets

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...

The Composition Matters

The Composition Matters »

Source: The Composition Matters : Capital Inflows and Liquidity Crunch During a Global Economic Crisis

Volume/Issue: 2009/164

Series: IMF Working Papers

Author(s): Hui Tong , and Shang-Jin Wei

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873115

Keywords: Financial globalization, spillover, liquidity constraints, stock price, working capital, financial dependence, Financial Institutions And Services, Corporate Finance And Governance,

We study whether capital flows affect the degree of credit crunch faced by a country's manufacturing firms during the 2007-09 crisis. Examining 3823 firms in 24 emerging countries, we find that the decline in stock...

Contagion

Contagion »

Source: Contagion : Monsoonal Effects, Spillovers, and Jumps Between Multiple Equilibria

Volume/Issue: 1998/142

Series: IMF Working Papers

Author(s): Paul Masson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1998

ISBN: 9781451856224

Keywords: contagion, spillovers, multiple equilibria, currency crises, debt crisis, competitiveness

Several concepts of contagion are distinguished. It is argued that only models that admit of multiple equilibria are capable of producing true contagion. A simple balance of payments model is presented to illustrat...

Dynamic Connectedness of Asian Equity Markets

Dynamic Connectedness of Asian Equity Markets »

Source: Dynamic Connectedness of Asian Equity Markets

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

Keywords: financial spillovers, Asia financial integration, financial linkages, stock market, equity, markets, market, returns, equity returns, General,

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...

4. How Will China’s Rebalancing Affect the Middle East and Central Asia?

4. How Will China’s Rebalancing Affect the Middle East and Central Asia? »

Source: Regional Economic Outlook, October 2016, Middle East and Central Asia

Series: Regional Economic Outlook

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 October 2016

ISBN: 9781513534497

Keywords: cheaper oil, global spillovers, China’;s rebalancing, fiscal deficits

Weaker commodity prices, slower global growth, and higher global risk aversion are the channels through which the Middle East, North Africa, Afghanistan, and Pakistan (MENAP) and the Caucasus an...

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia »

Volume/Issue: 2002/154

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

DOI: http://dx.doi.org/10.5089/9781451857245.001

ISBN: 9781451857245

Keywords: Price spillovers, volatility spillovers, asymmetric GARCH models, spillovers, stock market, stock returns, stock price,

This paper, using T-GARCH models, finds that the United States has been the major source of price and volatility spillovers to stock markets in the Asian region during three different periods in the last decade: th...