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Stock and Credit Market Expansion and Economic Development in Emerging Markets: Further Evidence Utilizing Cointegration Analysis

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Kassimatis, Konstantinos
Spyrou, Spyros I

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Abstract

This paper empirically investigates the relationship between equity and credit market development and economic growth, in a sample of five very important "emerging" markets. In particular, employing a multivariate time-series methodology to test for long-run trends and causality between variables that proxy for stock market development, credit market development and economic development. The results seem to suggest that equity markets have a role to play only in relatively liberalized economies, like Chile and Mexico. In financially repressed economies, like India, the equity market does not affect real sector growth. Furthermore, the banking crises in the 1980s and 1990s in Chile and Mexico resulted in a negative relation between economic growth and the credit market. In South Korea, equity and credit markets both affect economic growth, but not vice versa. In countries where the nature of the stock market has been speculative, like Taiwan, a negative relationship is detected between equity market development and economic development. Copyright 2001 by Taylor and Francis Group

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Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 33 (2001)
Issue (Month): 8 (June)
Pages: 1057-64
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Handle: RePEc:taf:applec:v:33:y:2001:i:8:p:1057-64

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  1. Donny Tang, 2006. "The effect of financial development on economic growth: evidence from the APEC countries, 1981--2000," Applied Economics, Taylor and Francis Journals, vol. 38(16), pages 1889-1904, September. [Downloadable!] (restricted)
  2. Feridun, Mete, 2006. "Long-Run Relationship between Economic Growth and Stock Returns: An Empirical Investigation on Canada and the United States," MPRA Paper 737, University Library of Munich, Germany. [Downloadable!]
  3. Natalia Utrero-González, 2007. "Banking regulation, information asymmetries and industry growth: new evidence," Applied Financial Economics, Taylor and Francis Journals, vol. 17(1), pages 63-76, January. [Downloadable!] (restricted)
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