Holdings: Country and Industry Dynamics in Stock Returns

Country and Industry Dynamics in Stock Returns:

A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology to measure these effects, in which portfolios mimicking ""pure"" country and indu...

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Main Author:	Catão, Luis (Author)
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C International Monetary Fund 2003
Series:	IMF Working Papers Working Paper No. 03/52
Online Access:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Summary:	A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology to measure these effects, in which portfolios mimicking ""pure"" country and industry factors are first constructed and their joint dynamics then modeled as regime-switching processes. Estimation using global firm-level data allows us to identify well-defined volatility states over the past thirty years and shows that the contribution of the industry factor becomes systematically more prominent during high global volatility states, while the country factor contribution declines. Using the model''s estimates, we find that portfolio diversification possibilities vary considerably across economic states
Physical Description:	1 Online-Ressource (51 p)
ISBN:	1451847270 9781451847277

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spelling	Catão, Luis Verfasser aut Country and Industry Dynamics in Stock Returns Catão, Luis Washington, D.C International Monetary Fund 2003 1 Online-Ressource (51 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 03/52 A perennial question in international finance is to what extent stock returns are influenced by country-location, as opposed to industry-affiliation, factors. This paper develops a novel methodology to measure these effects, in which portfolios mimicking ""pure"" country and industry factors are first constructed and their joint dynamics then modeled as regime-switching processes. Estimation using global firm-level data allows us to identify well-defined volatility states over the past thirty years and shows that the contribution of the industry factor becomes systematically more prominent during high global volatility states, while the country factor contribution declines. Using the model''s estimates, we find that portfolio diversification possibilities vary considerably across economic states Online-Ausg Timmermann, Allan Sonstige oth http://elibrary.imf.org/view/IMF001/01422-9781451847277/01422-9781451847277/01422-9781451847277.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Catão, Luis Country and Industry Dynamics in Stock Returns
title	Country and Industry Dynamics in Stock Returns
title_auth	Country and Industry Dynamics in Stock Returns
title_exact_search	Country and Industry Dynamics in Stock Returns
title_exact_search_txtP	Country and Industry Dynamics in Stock Returns
title_full	Country and Industry Dynamics in Stock Returns Catão, Luis
title_fullStr	Country and Industry Dynamics in Stock Returns Catão, Luis
title_full_unstemmed	Country and Industry Dynamics in Stock Returns Catão, Luis
title_short	Country and Industry Dynamics in Stock Returns
title_sort	country and industry dynamics in stock returns
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