The New Economy and Global Stock Return
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 00/216.
Date of creation: 01 Dec 2000
Date of revision:
Contact details of provider:
Postal: International Monetary Fund, Washington, DC USA
Phone: (202) 623-7000
Fax: (202) 623-4661
Web page: http://www.imf.org/external/pubind.htm
More information through EDIRC
This paper has been announced in the following NEP Reports:
- NEP-ALL-2013-02-16 (All new papers)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Salehizadeh, Mehdi, 2003. "U.S. multinationals and the home bias puzzle: an empirical analysis," Global Finance Journal, Elsevier, vol. 14(3), pages 303-318, December.
- L. Baele & K. Inghelbrecht, 2006.
"Structural versus Temporary Drivers of Country and Industry Risk,"
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium
06/413, Ghent University, Faculty of Economics and Business Administration.
- Lieven Baele & Koen Inghelbrecht, 2005. "Structural versus Temporary Drivers of Country and Industry Risk," International Finance 0511005, EconWPA.
- Chan-Lau, Jorge A. & Ivaschenko, Iryna, 2003. "Asian Flu or Wall Street virus? Tech and non-tech spillovers in the United States and Asia," Journal of Multinational Financial Management, Elsevier, vol. 13(4-5), pages 303-322, December.
- Flavin, Thomas J., 2004.
"The effect of the Euro on country versus industry portfolio diversification,"
Journal of International Money and Finance,
Elsevier, vol. 23(7-8), pages 1137-1158.
- Thomas Flavin, 2004. "The effect of the Euro on country versus industry portfolio diversification," Economics, Finance and Accounting Department Working Paper Series n1411004, Department of Economics, Finance and Accounting, National University of Ireland - Maynooth.
- Hans-Joachim Voth, 2003.
"Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999,"
International Journal of Finance & Economics,
John Wiley & Sons, Ltd., vol. 8(3), pages 255-276.
- Hans Joachim Voth, 2001. "Convertibility, currency controls and the cost of capital in Western Europe, 1950-1999," Economics Working Papers 552, Department of Economics and Business, Universitat Pompeu Fabra.
- Xing, Xuejing, 2004. "A note on the time-series relationship between market industry concentration and market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 105-115, April.
- R-P. Berben & W.J. Jansen, 2001.
"Comovement in International Equity Markets: a Sectoral View,"
MEB Series (discontinued)
2001-11, Netherlands Central Bank, Monetary and Economic Policy Department.
- Berben, Robert-Paul & Jansen, W. Jos, 2005. "Comovement in international equity markets: A sectoral view," Journal of International Money and Finance, Elsevier, vol. 24(5), pages 832-857, September.
- Robert-Paul Berben & W. Jos Jansen, 2003. "Comovement in international equity markets: A sectoral view," Finance 0310001, EconWPA.
- Catão, Luis A. V. & Timmermann, Allan G, 2004.
"Country and Industry Dynamics in Stock Returns,"
CEPR Discussion Papers
4368, C.E.P.R. Discussion Papers.
- Li Yang & Francis Tapon & Yiguo Sun, 2006. "International correlations across stock markets and industries: trends and patterns 1988-2002," Applied Financial Economics, Taylor and Francis Journals, vol. 16(16), pages 1171-1183.
- Kaltenhaeuser, Bernd, 2003. "Country and sector-specific spillover effects in the euro area, the United States and Japan," Working Paper Series 0286, European Central Bank.
- Piti Disyatat & Gaston Gelos, 2001. "The Asset Allocation of Emerging Market Mutual Funds," IMF Working Papers 01/111, International Monetary Fund.
- Paramita Mukherjee, 2011. "An exploration on volatility across India and some developed and emerging equity markets," Asia-Pacific Development Journal, United Nations Economic and Social Commission for Asia and the Pacific (ESCAP), vol. 18(2), pages 79-103, December.
- Jorge A. Chan-Lau & Iryna V. Ivaschenko, 2002. "Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia," IMF Working Papers 02/154, International Monetary Fund.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Jim Beardow) or (Hassan Zaidi).
If references are entirely missing, you can add them using this form.