Volume/Issue: 2013/19
Series: IMF Working Papers
Author(s):
Hideaki Hirata
,
Ayhan Kose
, and
Christopher Otrok
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
22
January
2013
DOI: http://dx.doi.org/10.5089/9781557753281.001
ISBN: 9781557753281
Abstract: Both global and regional economic linkages have strengthened substantially over the past quarter century. We employ a dynamic factor model to analyze the implications of these linkages for the evolution o...
Volume/Issue: 2013/19
Series: IMF Working Papers
Author(s):
Hideaki Hirata
,
Ayhan Kose
, and
Christopher Otrok
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
22
January
2013
ISBN: 9781557753281
Abstract: Both global and regional economic linkages have strengthened substantially over the past quarter century. We employ a dynamic factor model to analyze the implications of these linkages for the evolution o...
Volume/Issue: 2009/52
Series: IMF Working Papers
Author(s):
Gianni De Nicolo
, and
Iryna Ivaschenko
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
March
2009
ISBN: 9781451872002
This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging market countries, documents their evolution and comovements, and assesses the extent to which such...
Volume/Issue: 2009/52
Series: IMF Working Papers
Author(s):
Gianni De Nicolo
, and
Iryna Ivaschenko
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
March
2009
DOI: http://dx.doi.org/10.5089/9781451872002.001
ISBN: 9781451872002
This paper constructs new indicators of liquidity for equity, bond and money markets in major advanced and emerging market countries, documents their evolution and comovements, and assesses the extent to which such...