IMF Publications by Subject
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Asset prices:
1997
Title: Stock Market Equilibrium and Macroeconomic Fundamentals
Series: Working Paper No. 1997/015
Date: January 1, 1997
Subject: Asset prices Demand for money Econometric analysis Financial institutions Financial markets Money Prices Stock markets Stocks Vector autoregression
1996
Title: Noise Traders and Herding Behavior
Series: Working Paper No. 1996/104
Date: September 1, 1996
Subject: Asset and liability management Asset prices Asset valuation Financial institutions Liquidity Prices Securities Stocks
Title: Stock-Market Equilibrium and the Dividend Yield
Series: Working Paper No. 1996/090
Date: August 1, 1996
Subject: Asset prices Financial institutions Financial markets Financial services Prices Stock markets Stocks Treasury bills and bonds Yield curve
Title: Have Institutional Investors Destabilized Emerging Markets?
Series: Working Paper No. 1996/034
Date: April 1, 1996
Subject: Asset bubbles Asset prices Emerging and frontier financial markets Financial crises Financial markets Prices Securities markets Stock markets
Title: Volatility and Predictability in National Stock Markets: How Do Emerging and Mature Markets Differ?
Series: Working Paper No. 1996/029
Date: April 1, 1996
Notes: Also published in Staff Papers, Vol. 43, No. 3, September 1996.
Subject: Asset prices Emerging and frontier financial markets Financial institutions Financial markets Market capitalization Prices Stock markets Stocks
Title: Comovements in National Stock Market Returns: Evidence of Predictability But Not Cointegration
Series: Working Paper No. 1996/028
Date: April 1, 1996
Subject: Asset prices Econometric analysis Financial institutions Financial markets Price indexes Prices Stock markets Stocks Vector autoregression
Title: Jumps, Martingales, and Foreign Exchange Futures Prices
Series: Working Paper No. 1996/021
Date: February 1, 1996
Subject: Asset prices Currencies Exchange rates Foreign exchange Futures
Title: Institutional Investors and Asset Pricing in Emerging Markets
Series: Working Paper No. 1996/002
Date: January 1, 1996
Subject: Asset allocation Asset and liability management Asset prices Emerging and frontier financial markets Financial institutions Financial markets Prices Stock markets Stocks
1995
Title: International Integration of Equity Markets and Contagion Effects
Series: Working Paper No. 1995/110
Date: November 1, 1995
Subject: Asset prices Emerging and frontier financial markets Financial institutions Financial markets Price indexes Prices Stock markets Stocks
0001
Title: $name
Series: Working Papers
Date: January 1, 0001
Subject: Asset prices Capital markets Investment