|
|
|
|
| LEADER |
00000nam a22000004i 4500 |
| 001 |
b8057375 |
| 003 |
CoU |
| 005 |
20211214162012.0 |
| 006 |
m o d |
| 007 |
cr ||||||||||| |
| 008 |
020129s2000 dcu o i00 0 eng d |
| 020 |
|
|
|z 9781451875089
|
| 022 |
|
|
|a 1018-5941
|
| 024 |
7 |
|
|a 10.5089/9781451875089.001
|
| 035 |
|
|
|a (IMF)imfwpiea2162000
|
| 035 |
|
|
|a (IMF)WPIEA2162000
|
| 040 |
|
|
|a DcWaIMF
|b eng
|e rda
|
| 100 |
1 |
|
|a Catao, Luis.
|
| 245 |
1 |
4 |
|a The New Economy and Global Stock Returns /
|c Luis Catao, Robin Brooks.
|
| 264 |
|
1 |
|a Washington, D.C. :
|b International Monetary Fund,
|c 2000.
|
| 300 |
|
|
|a 1 online resource (39 pages)
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent.
|
| 337 |
|
|
|a computer
|b c
|2 rdamedia.
|
| 338 |
|
|
|a online resource
|b cr
|2 rdacarrier.
|
| 490 |
1 |
|
|a IMF Working Papers.
|
| 520 |
3 |
|
|a This paper revisits the relative importance of global versus country-specific factors underlying stock returns. It constructs a new firm level data set covering emerging and developed markets and estimates a simple factor model, which breaks down stock returns into a global business cycle factor, global industry factors, country-specific factors and firm-level effects. The results indicate that the share of variation in stock returns explained by global industry factors has grown sharply since the mid-1990s, at the expense of country-specific factors. Foremost among the global factors is a 'new economy' factor, which has become a key determinant of global stock returns.
|
| 588 |
|
|
|a Description based on print version record.
|
| 700 |
1 |
|
|a Brooks, Robin.
|
| 776 |
0 |
8 |
|i Print Version:
|a Catao, Luis
|t The New Economy and Global Stock Returns
|d Washington, D.C. : International Monetary Fund, 2021.
|z 9781451875089.
|
| 830 |
|
0 |
|a IMF working paper ;
|v WP/2000/216.
|
| 856 |
4 |
0 |
|u http://elibrary.imf.org/view/journals/001/2000/216/001.2000.issue-216-en.xml
|z Full Text (via IMF e-Library)
|
| 907 |
|
|
|a .b80573757
|b 05-02-23
|c 07-24-15
|
| 998 |
|
|
|a web
|b - -
|c f
|d b
|e -
|f eng
|g dcu
|h 4
|i 0
|
| 956 |
|
|
|a IMF E-Library
|
| 956 |
|
|
|a IMF E-Library
|
| 999 |
f |
f |
|i 2e561327-f7ca-5996-ab39-333c062719a7
|s 885be20b-e478-5b7e-a2ff-7ab6dded8a74
|
| 952 |
f |
f |
|p Can circulate
|a University of Colorado Boulder
|b Online
|c Online
|d Online
|i web
|n 1
|
