Financial Market Spillovers in Transition Economies:
Gespeichert in:
Bibliographische Detailangaben
Beteilige Person: Sahay, Ratna (VerfasserIn)
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Washington, D.C International Monetary Fund 2000
Schriftenreihe:IMF Working Papers Working Paper No. 00/71
Links:http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
http://elibrary.imf.org/view/IMF001/02384-9781451849233/02384-9781451849233/02384-9781451849233.xml
Abstract:This paper examines financial market comovements across European transition economies and compares their experience to that of their regions. Correlations in monthly indices of exchange market pressures can partly be explained by direct trade linkages, but not by measures of other fundamentals. Higher-frequency data during three crisis periods reveals the presence of structural breaks in the relationship between exchange-, but not stock markets. While the reaction of markets during the Asian and Czech crises is muted, the pattern of high-frequency spillovers during the Russian crisis looks very similar to that observed in other regions during turbulent times
Umfang:1 Online-Ressource (58 p)
ISBN:1451849230
9781451849233