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New Economy Stock Valuations and Investment in the 1990s / Torsten Sloek, Hali Edison.

IMF eLibrary Available online

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Format:
Book
Government document
Author/Creator:
Sløk, Torsten.
Contributor:
Edison, Hali.
Series:
IMF Working Papers; Working Paper ; No. 2001/078
IMF Working Papers
Language:
English
Physical Description:
1 online resource (17 pages)
Place of Publication:
Washington, D.C. : International Monetary Fund, 2001.
Language Note:
English
Summary:
This paper investigates whether there is a different impact from changes in "new" and "old" economy stock valuations on private investment for seven OECD economies. A vector autoregressive model is estimated for each individual country, using quarterly data over the period 1990-2000. We find that the impact from changes in valuations of new economy stocks to investment is roughly the same in North America and United Kingdom as in continental Europe. By contrast, the impact from changes in old economy stock valuations on investment is, in general, larger in North America and United Kingdom than in continental Europe. Finally, the results suggest that in continental Europe the impact on investment from changes in the valuation of new economy stocks is bigger than for old economy stocks, whereas for North America and United Kingdom the impact is more similar.
Notes:
Bibliographic Level Mode of Issuance: Monograph
Description based on print version record.
ISBN:
9786613779298
9781462337873
1462337872
9781452792637
1452792631
9781281345721
1281345725
9781451896312
145189631X

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