IMF Publications by Author
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Marco Del Negro:
2005
Title: A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
Series: Working Paper No. 2005/052
Date: March 1, 2005
Subject: Capital adequacy requirements Currencies Market capitalization Stock markets Stocks
2003
Title: Firm-Level Evidenceon International Stock Market Comovement
Series: Working Paper No. 2003/055
Date: March 1, 2003
Subject: Balance of payments Capital account Econometric analysis Factor models Financial institutions Financial markets National accounts Personal income Stock markets Stocks
2002
Title: International Stock Returns and Market Integration: A Regional Perspective
Series: Working Paper No. 2002/202
Date: November 1, 2002
Subject: Balance of payments Capital account Financial institutions Financial markets International trade Market capitalization North American Free Trade Agreement Stock markets Stocks
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Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Balance of payments Capital account Financial institutions Financial markets International trade Market capitalization North American Free Trade Agreement Stock markets Stocks
2002
Title: The Rise in Comovement Across National Stock Markets: Market Integration or Global Bubble?
Series: Working Paper No. 2002/147
Date: September 1, 2002
Subject: Emerging and frontier financial markets Financial institutions Financial integration Financial markets Market capitalization Stock markets Stocks