Investment Restrictions and Contagion in Emerging Markets
September 1, 2005
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Format: Chicago
Summary
Subject: Asset and liability management, Asset prices, Asset valuation, Econometric analysis, Emerging and frontier financial markets, Financial markets, Prices, Securities markets, Vector autoregression
Keywords: Asset fundamentals, Asset price dynamics, Asset prices, Asset supplies, Asset valuation, Benchmark portfolio return, Contagion, EM asset class, EM assets, EM investor, Emerging and frontier financial markets, Emerging markets, Equilibrium asset price, Fund manager, Global, Investment mandate, Investment restrictions, Opportunistic investor, Optimal portfolio, Optimization problem, Securities markets, Vector autoregression, WP
Publication Details
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Pages:
34
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Volume:
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DOI:
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Issue:
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Series:
Working Paper No. 2005/190
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Stock No:
WPIEA2005190
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ISBN:
9781451862096
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ISSN:
1018-5941