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Spillovers to Emerging Equity Markets: An Econometric Assessment

Spillovers to Emerging Equity Markets: An Econometric Assessment by Tao Sun
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This paper shows that emerging market equity prices are influenced by growing global factors, and therefore global factors constitute a significant channel for spillovers when the international economic environment changes. Strengthening their resilience to equity price declines remains an important goal for emerging market economies.
International Monetary Fund; May 2009
32 pages; ISBN 9781452707693
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Title: Spillovers to Emerging Equity Markets: An Econometric Assessment
Author: Tao Sun; L. Effie Psalida