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Financial Sector Surveillance and the IMF

Financial Sector Surveillance and the IMF »

Source: Financial Sector Surveillance and the IMF

Volume/Issue: 2009/247

Series: IMF Working Papers

Author(s): Carlo Gola , and Francesco Spadafora

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451873948

Keywords: macro-financial linkages, financial stability, financial system, financial systems, financial markets,

The global financial crisis has magnified the role of Financial Sector Surveillance (FSS) in the Fund's activities. This paper surveys the various steps and initiatives through which the Fund has increasingly deepe...

Real Implications of Financial Linkages Between Canada and the United States

Real Implications of Financial Linkages Between Canada and the United States »

Source: Real Implications of Financial Linkages Between Canada and the United States

Volume/Issue: 2008/23

Series: IMF Working Papers

Author(s): Vladimir Klyuev

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

ISBN: 9781451868852

Keywords: trade linkages, financial linkages, SVAR, gdp growth, real gdp, bonds, stock prices, corporate bonds,

This paper documents the extent of financial linkages between Canada and the United States and explores the impact of changes in U.S. financial conditions on financial conditions and real economic activity in Canad...

The Evolution of Asian Financial Linkages

The Evolution of Asian Financial Linkages »

Source: The Evolution of Asian Financial Linkages : Key Determinants and the Role of Policy

Volume/Issue: 2012/262

Series: IMF Working Papers

Author(s): Selim Elekdag , Phurichai Rungcharoenkitkul , and Yiqun Wu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2012

ISBN: 9781475588682

Keywords: financial linkages, beta, global financial crisis, macroeconomic policies, financial markets, equity market, financial crisis, General,

This paper examines how Asian financial linkages with systemic economies have changed over time. After developing a factor model, it estimates Asian financial sensitivities to systemic economies, and then seeks to...

Three Cycles

Three Cycles »

Source: Three Cycles : Housing, Credit, and Real Activity

Volume/Issue: 2009/231

Series: IMF Working Papers

Author(s): Natalia Tamirisa , Alain Kabundi , Deniz Igan , Francisco Nadal De Simone , and Marcelo Pinheiro

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2009

ISBN: 9781451873788

Keywords: Macro-financial linkages, house prices, business cycle, lead, spillovers,

We examine the characteristics and comovement of cycles in house prices, credit, real activity and interest rates in advanced economies during the past 25 years, using a dynamic generalized factor model. House pric...

Spillovers From the Rest of the World Into Sub-Saharan African Countries1

Spillovers From the Rest of the World Into Sub-Saharan African Countries1 »

Source: Spillovers From the Rest of the World Into Sub-Saharan African Countries

Volume/Issue: 2009/155

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451873023

Keywords: Growth spillovers, financial linkages, panel estimate, world growth, gdp growth,

This paper investigates the impact of a global slowdown on individual African countries using a series of dynamic panel regressions for countries in the region, relating real growth in domestic output to world grow...

Financial Linkages Between the U.S. and Latin America

Financial Linkages Between the U.S. and Latin America »

Source: Financial Linkages Between the U.S. and Latin America : Evidence from Daily Data

Volume/Issue: 2007/262

Series: IMF Working Papers

Author(s): Srideep Ganguly , and Roberto Benelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

ISBN: 9781451868258

Keywords: stock market, correlations, bond, correlation, Financial linkages, U.S. Shocks,

Motivated by recent bursts of global financial market turbulence, this paper investigates the linkages between the financial markets in the United States and those of the seven largest Latin American economies, foc...

Dynamic Connectedness of Asian Equity Markets

Dynamic Connectedness of Asian Equity Markets »

Source: Dynamic Connectedness of Asian Equity Markets

Volume/Issue: 2016/57

Series: IMF Working Papers

Author(s): Roberto Guimarães-Filho , and Gee Hee Hong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 March 2016

ISBN: 9781513572451

Keywords: financial spillovers, Asia financial integration, financial linkages, stock market, equity, markets, market, returns, equity returns, General,

Understanding how markets are connected and shocks are transmitted is an important issue for policymakers and market participants. In this paper, we examine the connectedness of Asian equity markets within the regi...

Global Bonding

Global Bonding »

Source: Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Volume/Issue: 2012/298

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Trung Bui

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 December 2012

ISBN: 9781475586633

Keywords: Identification, international financial linkages, bond, equity markets, bond yields, financial markets, Estimation, Time-Series Models, General,

This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...

Regional Financial Spillovers Across Europe

Regional Financial Spillovers Across Europe »

Source: Regional Financial Spillovers Across Europe : A Global VAR Analysis

Volume/Issue: 2009/23

Series: IMF Working Papers

Author(s): Silvia Sgherri , and Alessandro Galesi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871708

Keywords: Global VAR, Macro-Financial Linkages, International Financial Spillovers, equity prices, statistics, error variance, cointegration, bootstrap,

The recent financial crisis raises important issues about the transmission of financial shocks across borders. In this paper, a global vector autoregressive (GVAR) model is constructed to assess the relevance of in...

Macroprudential Policies for a Resource Rich Economy The Case of Mongolia

Macroprudential Policies for a Resource Rich Economy The Case of Mongolia »

Source: Macroprudential Policies for a Resource Rich Economy The Case of Mongolia

Volume/Issue: 2013/18

Series: IMF Working Papers

Author(s): Rodolfo Maino , Patrick Imam , and Yasuhisa Ojima

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 January 2013

ISBN: 9781475594881

Keywords: Macroprudential Policies, Macrofinancial Linkages, credit, financial system, financial stability, prices, General,

This paper explores the extent to which macroprudential tools can be used to manage banking sector risks in Mongolia, a commodity producing country exposed to both procyclical and cross-sectional financial sector r...