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Anticipating Balance of Payments Crises--The Role of Early Warning Systems
			: The Role of Early Warning Systems

Anticipating Balance of Payments Crises--The Role of Early Warning Systems : The Role of Early Warning Systems »

Series: Occasional Papers

Author(s): Catherine Pattillo , Andrew Berg , Gian Milesi-Ferretti , and Eduardo Borensztein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

DOI: http://dx.doi.org/10.5089/9781557758286.084

ISBN: 9781557758286

Keywords: currency crises, probability, balance of payments, contagion, currency crisis

Recent years have witnessed an increase in the frequency of currency and balance of payments crises in developing countries. More important, the crises have become more virulent, have caused widespread disruption t...

World Economic Outlook, May 1999
			: International Financial Contagion

World Economic Outlook, May 1999 : International Financial Contagion »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 May 1999

Language: Arabic

DOI: http://dx.doi.org/10.5089/9781557758125.081

ISBN: 9781557758125

Keywords: unemployment, debt, interest, debtor countries, current account, external debt, employment, labor market, payments, prices

The World Economic Outlook, published twice a year in English, French, Spanish, and Arabic, presents IMF staff economists' analyses of global economic developments during the near and medium term. Chapters give an...

Perspectives de l'économie mondiale, mai 1999
			: Contagion internationale des crises financières

Perspectives de l'économie mondiale, mai 1999 : Contagion internationale des crises financières »

Series: World Economic Outlook

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 May 1999

Language: French

DOI: http://dx.doi.org/10.5089/9781557758101.081

ISBN: 9781557758101

Keywords: chômage, dette, intérêts, pays débiteurs, compte des transactions courantes, dette extérieure, emploi, marché du travail, paiements, prix

Les Perspectives de l'économie mondiale (PEM), publiées deux fois l'an en anglais, français, espagnol et arabe, présentent des analyses de l'évolution économique mondiale à court et moyen termes, préparées par les...

Essays on the Global Financial Crisis

Essays on the Global Financial Crisis »

Series: Miscellaneous Publication (Other)

Author(s): Heiko Hesse

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 December 2016

DOI: http://dx.doi.org/10.5089/9781475544121.073

ISBN: 9781475544121

Keywords: Global Financial Crisis 2008-2009, financial crisis, subprime, spillovers, emerging markets, Global Financial Crisis, contagion, sovereign wealth funds, stress testing, bank restructuring

The Global Financial Crisis has been a watershed event not only for many advanced economies but also emerging markets around the world. This book brings together research and policy work over the last nine years fr...

Sources of Contagion

Sources of Contagion »

Source: Sources of Contagion : Finance or Trade?

Volume/Issue: 1999/146

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1999

ISBN: 9781451856620

Keywords: Contagion, currency crisis, financial spillovers, competition, financial contagion

This paper presents evidence that spillovers through bank lending, as opposed to trade linkages and country characteristics, can help explain contagion. We construct a measure of competition for bank funds and find...

Czech Republic

Czech Republic »

Source: Czech Republic : Technical Note on Macroprudential Policy Framework

Volume/Issue: 2012/175

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 July 2012

ISBN: 9781475506211

Keywords: systemic risk, monetary policy, contagion

This technical note examines the macroprudential policy framework in the Czech Republic. The Czech National Bank (CNB) has been actively developing its macroprudential policy framework for some time, including most...

Brazil

Brazil »

Source: Brazil : Technical Note on Stress Testing the Banking Sector

Volume/Issue: 2013/147

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 June 2013

ISBN: 9781484365946

Keywords: contagion, recession, banking, global recession, capital adequacy

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...

Pure Contagion and Investors Shifting Risk Appetite

Pure Contagion and Investors Shifting Risk Appetite »

Source: Pure Contagion and Investors Shifting Risk Appetite : Analytical Issues and Empirical Evidence

Volume/Issue: 2001/134

Series: IMF Working Papers

Author(s): Manmohan Kumar , and Avinash Persaud

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2001

ISBN: 9781451855609

Keywords: Risk aversion, contagion affects, financial crises, contagion, correlation, probability, currency crises, Financial Institutions and Services: General,

This paper discusses a "pure" form of financial contagion, unrelated to economic fundamentals - investors' shifting appetite for risk. It provides an analytical framework for identifying changes in investors' risk...

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets »

Source: Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volume/Issue: 2008/286

Series: IMF Working Papers

Author(s): Guglielmo Caporale , Marianne Schulze-Ghattas , John Beirne , and Nicola Spagnolo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871449

Keywords: Volatility spillovers, Contagion, correlations, stock market, emerging stock markets, financial contagion,

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of r...

External Linkages and Contagion Risk in Irish Banks

External Linkages and Contagion Risk in Irish Banks »

Source: External Linkages and Contagion Risk in Irish Banks

Volume/Issue: 2007/44

Series: IMF Working Papers

Author(s): Srobona Mitra , and Elena Duggar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2007

ISBN: 9781451866087

Keywords: Contagion risk, Distance to default, contagion, systemic risk, banking system, interbank market, Model Construction and Estimation,

The large and growing international linkages of big Irish banks expose them to idiosyncratic shocks arising in other countries. We analyze international interdependencies of Irish banks-during both normal times and...