Browse

You are looking at 1 - 7 of 7 items :

Clear All
IMF Financial Globalization Study: Opening up to Capital Flows? Be Prepared Before Plunging in

IMF Financial Globalization Study: Opening up to Capital Flows? Be Prepared Before Plunging in »

Source: IMF Survey, Volume 32, Issue 09

Volume/Issue: 32/9

Series: IMF Survey

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 May 2003

ISBN: 9781451932539

Keywords: capital flows, capital inflows, capital markets, financial globalization, capital account, IMF financial globalization study,

Over the past decade, gross cross-border capital flows have surged, not only among industrial countries but also between industrial and developing countries. What impact has this had on developing countries? A rece...

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns »

Volume/Issue: 2005/52

Series: IMF Working Papers

Author(s): Marco Del Negro , and Robin Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

DOI: http://dx.doi.org/10.5089/9781451860719.001

ISBN: 9781451860719

Keywords: Diversification, risk, stock returns, standard deviation, equation, standard deviations, correlation,

We estimate a latent factor model that decomposes international stock returns into global, country-, and industry-specific shocks and allows for stock-specific exposures to these shocks. We find that across stocks...

The Quality Effect
			: Does Financial Liberalization Improve the Allocation of Capital?

The Quality Effect : Does Financial Liberalization Improve the Allocation of Capital? »

Volume/Issue: 2004/112

Series: IMF Working Papers

Author(s): Abdul Abiad , Nienke Oomes , and Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

DOI: http://dx.doi.org/10.5089/9781451853636.001

ISBN: 9781451853636

Keywords: Tobin&;amp;#x2019;s Q, financial liberalization, allocative efficiency, inequality, stock market, financial deepening, stock market turnover, stock market capitalization, Financial Markets and the Macroeconomy, General Financial Markets: Government Policy and Regulation,

The study documents evidence of a "quality effect" of financial liberalization on allocative efficiency, which is measured by the dispersion in Tobin's Q across firms. Based on a simple model, the authors predict t...

Islamic Financial Institutions and Products in the Global Financial System
			: Key Issues in Risk Management and Challenges Ahead

Islamic Financial Institutions and Products in the Global Financial System : Key Issues in Risk Management and Challenges Ahead »

Volume/Issue: 2002/192

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

DOI: http://dx.doi.org/10.5089/9781451859775.001

ISBN: 9781451859775

Keywords: risk management. Islamic Financial Services Board, islamic banks, banking, mudaraba, islamic bank, General Financial Markets: Government Policy and Regulation, Comparative Analysis of Economic Systems, Islamic Financial Services Board,

The provision and use of financial services and products that conform to Islamic religious principles pose special challenges for the identification, measurement, monitoring, and control of underlying risks. Effect...

Islamic Financial Institutions and Products in the Global Financial System

Islamic Financial Institutions and Products in the Global Financial System »

Source: Islamic Financial Institutions and Products in the Global Financial System : Key Issues in Risk Management and Challenges Ahead

Volume/Issue: 2002/192

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2002

ISBN: 9781451859775

Keywords: risk management. Islamic Financial Services Board, islamic banks, banking, mudaraba, islamic bank, General Financial Markets: Government Policy and Regulation, Comparative Analysis of Economic Systems, Islamic Financial Services Board,

The provision and use of financial services and products that conform to Islamic religious principles pose special challenges for the identification, measurement, monitoring, and control of underlying risks. Effect...

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns1

A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns1 »

Source: A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns

Volume/Issue: 2005/52

Series: IMF Working Papers

Author(s): Marco Del Negro , and Robin Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2005

ISBN: 9781451860719

Keywords: Diversification, risk, stock returns, standard deviation, equation, standard deviations, correlation,

We estimate a latent factor model that decomposes international stock returns into global, country-, and industry-specific shocks and allows for stock-specific exposures to these shocks. We find that across stocks...

The Quality Effect

The Quality Effect »

Source: The Quality Effect : Does Financial Liberalization Improve the Allocation of Capital?

Volume/Issue: 2004/112

Series: IMF Working Papers

Author(s): Abdul Abiad , Nienke Oomes , and Kenichi Ueda

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2004

ISBN: 9781451853636

Keywords: Tobin&;amp;#x2019;s Q, financial liberalization, allocative efficiency, inequality, stock market, financial deepening, stock market turnover, stock market capitalization, Financial Markets and the Macroeconomy, General Financial Markets: Government Policy and Regulation,

The study documents evidence of a "quality effect" of financial liberalization on allocative efficiency, which is measured by the dispersion in Tobin's Q across firms. Based on a simple model, the authors predict t...