Discovery Projects - Grant ID: DP0208021

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP0208021

Funding Status
Closed

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Funded Activity Summary

Investment Opportunities and the Impact of Interaction Between Global Integration, International Capital Flows and Price Movements in Emerging Stock Markets. Emerging stock markets now represent an integral component of international investment portfolios comprising billions of dollars. But stocks in these markets are perceived as excessively volatile and frequently inconsistent with economic fundamentals. This project investigates the linkage between emerging stock prices and both local and global economic influences; develops quantifiable time-varying measures of capital market integration based on fundamentals allowing ranking across markets; and explores how integration levels are affected by capital flows. The project will benefit the investment community and governments in understanding, and modelling, the impact of policy and trade flows on market integration and the consequent effect on stock markets.

Funded Activity Details

Start Date: 2002

End Date: 12-2004

Funding Scheme: Discovery Projects

Funding Amount: $150,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Finance | Banking, Finance and Investment

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Macroeconomic issues not elsewhere classified |

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