International Financial Connection and Stock Return Comovement
August 22, 2019
Download PDF
Preview Citation
Format: Chicago
Disclaimer: IMF Working Papers describe research in progress by the author(s) and are published to elicit comments and to encourage debate. The views expressed in IMF Working Papers are those of the author(s) and do not necessarily represent the views of the IMF, its Executive Board, or IMF management.
Summary
Subject: Balance of payments, Bond yields, Financial institutions, Financial markets, Foreign direct investment, Portfolio investment, Stock markets, Stocks
Keywords: Asset data, Asset economy, Bond yields, Comovement data, Comovement variable, Equity return, Foreign direct investment, Global, International investment position, Portfolio investment, Portfolio investment data, Portfolio investment position, Risk tolerance, Risk-off, Risk-on, Stock markets, Stock return behavior, Stock return comovement, Stock return correlation, Stocks, WP
Publication Details
-
Pages:
33
-
Volume:
---
-
DOI:
---
-
Issue:
---
-
Series:
Working Paper No. 2019/181
-
Stock No:
WPIEA2019181
-
ISBN:
9781513509822
-
ISSN:
1018-5941
