The Resource Impact of fed tapering announcements on emerging markets, Prachi Mishra [and others]

Impact of fed tapering announcements on emerging markets, Prachi Mishra [and others]

Label
Impact of fed tapering announcements on emerging markets
Title
Impact of fed tapering announcements on emerging markets
Statement of responsibility
Prachi Mishra [and others]
Contributor
Subject
Genre
Language
eng
Summary
"This paper analyzes market reactions to the 2013-14 Fed announcements relating to tapering of asset purchases and their relationship to macroeconomic fundamentals and country economic and financial structures. The study uses daily data on exchange rates, government bond yields, and stock prices for 21 emerging markets. It finds evidence of markets differentiating across countries around volatile episodes. Countries with stronger macroeconomic fundamentals, deeper financial markets, and a tighter macroprudential policy stance in the run-up to the tapering announcements experienced smaller currency depreciations and smaller increases in government bond yields. At the same time, there was less differentiation in the behavior of stock prices based on fundamentals"--Abstract
Member of
Cataloging source
DJB
Dewey number
332.152
Government publication
international or intergovernmental publication
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 No. 14/109eb
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
IMF working paper
Series volume
WP/14/109
Label
Impact of fed tapering announcements on emerging markets, Prachi Mishra [and others]
Publication
Note
  • "June 2014"--Page 2 of pdf
  • "MCM and SPR"--Page 2 of pdf
Bibliography note
Includes bibliographical references
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
ocn881695660
Extent
1 online resource (34 pages)
Form of item
online
Isbn
9781498317351
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
color illustrations
http://library.link/vocab/recordID
.b30602798
Specific material designation
remote
System control number
  • (OCoLC)881695660
  • imf1498317359

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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