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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...

Macroeconomic Model Spillovers and  Their Discontents1

Macroeconomic Model Spillovers and Their Discontents1 »

Source: Macroeconomic Model Spillovers and Their Discontents

Volume/Issue: 2013/4

Series: IMF Working Papers

Author(s): Tamim Bayoumi , and Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 January 2013

ISBN: 9781475519860

Keywords: Growth spillovers, macroeconomic models, international financial links, bond, bond yields, financial market, financial markets, Financial Markets and the Macroeconomy, International Policy Coordination and Transmission, Forecasting and Simulation,

The Great Recession underlined that policies in some countries can have profound spillovers elsewhere. Sadly, the solution of simulating large macroeconomic models to measure these spillovers has been found wanting...

Evolution of the Global Financial Network and Contagion: A New Approach1

Evolution of the Global Financial Network and Contagion: A New Approach1 »

Source: Evolution of the Global Financial Network and Contagion: A New Approach

Volume/Issue: 2018/113

Series: IMF Working Papers

Author(s): Yevgeniya Korniyenko , Manasa Patnam , Rita Maria del Rio-Chanon , and Mason Porter

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 May 2018

ISBN: 9781484353240

Keywords: Spillovers, Financial contagion, International financial markets, network analysis, Neural Networks and Related Topics, International Lending and Debt Problems, International Policy Coordination and Transmission, Globalization: Finance

This paper studies the interconnectedness of the global financial system and its susceptibility to shocks. A novel multilayer network framework is applied to link debt and equity exposures across countries. Use of...

Risk Taking and Interest Rates

Risk Taking and Interest Rates »

Source: Risk Taking and Interest Rates : Evidence from Decades in the Global Syndicated Loan Market

Volume/Issue: 2017/16

Series: IMF Working Papers

Author(s): Seung Lee , Lucy Qian Liu , and Viktors Stebunovs

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2017

ISBN: 9781475572377

Keywords: International financial markets, Regression analysis, Credit risk, Monetary policy, Loans, Interest rates on loans, United States, Spillovers, Syndicated loans, risk taking

We study how low interest rates in the United States affect risk taking in the market of crossborder leveraged corporate loans. To the extent that actions of the Federal Reserve affect U.S. interest rates, our anal...

2014 Triennial Surveillance Review - Report of the External Advisory Group

2014 Triennial Surveillance Review - Report of the External Advisory Group »

Source: 2014 Triennial Surveillance Review - Report of the External Advisory Group

Volume/Issue: 2014/060

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 30 July 2014

ISBN: 9781498342902

Keywords: Bilateral surveillance, Financial risk, International cooperation, Multilateral surveillance, Spillovers, Surveillance, Technical Assistance, External sector, Economic reforms, Economic cooperation

...

Provisional Agenda for the Twenty-Ninth Meeting of the International Monetary and Financial Committee

Provisional Agenda for the Twenty-Ninth Meeting of the International Monetary and Financial Committee »

Source: Provisional Agenda for the Twenty-Ninth Meeting of the International Monetary and Financial Committee

Volume/Issue: 2014/077

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 November 2014

ISBN: 9781498343480

Keywords: International Monetary and Financial Committee, International Monetary and Financial Committee agendas, Monetary policy, Spillovers, Stocks, policy challenge, conference, open remark, session, take stock

The following is the provisional agenda for the Twenty-Ninth Meeting of the International Monetary and Financial Committee, which is to be convened at the IMF's Headquarters in Washington, D.C. on April 11, 2014....

IMF Lending in an Interconnected World

IMF Lending in an Interconnected World »

Source: IMF Lending in an Interconnected World

Volume/Issue: 2017/155

Series: IMF Working Papers

Author(s): Jean-Guillaume Poulain , and Julien Reynaud

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 July 2017

ISBN: 9781484305867

Keywords: IMF Lending, Interconnectedness, Spillovers, global financial cycle, General, International Monetary Arrangements and Institutions, International Lending and Debt Problems, International Policy Coordination and Transmission

We analyze the determinants of IMF lending since the early nineties, a period during which the roles of financial cycles and interconnectedness as amplifiers and transmitters of economic crises have gained prominen...

Why Has Japan Been Hit So Hard by the Global Recession?1

Why Has Japan Been Hit So Hard by the Global Recession?1 »

Source: Why Has Japan Been Hit So Hard by the Global Recession?

Volume/Issue: 2009/05

Series: IMF Staff Position Notes

Author(s): Martin Sommer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 March 2009

ISBN: 9781455282494

Keywords: Demand, Domestic investment, Consumption, Consumer goods, Exports, Financial crisis, Manufacturing sector, International trade, Industrial sector, Private sector

...

Determinants of Financial Market Spillovers

Determinants of Financial Market Spillovers »

Source: Determinants of Financial Market Spillovers : The Role of Portfolio Diversification, Trade, Home Bias, and Concentration

Volume/Issue: 2014/187

Series: IMF Working Papers

Author(s): Yoko Shinagawa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2014

ISBN: 9781498365628

Keywords: Financial Spillover, Coordinated Portfolio Investment Survey (CPIS), Home Bias, portfolio investment, financial market, bond, bond markets, International Policy Coordination and Transmission, Portfolio Choice,

This paper defines financial market spillovers as the comovement between two countries' financial markets and analyzes financial market spillovers over the period 2001-12 through four channels: bilateral portfolio...

Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis

Spillovers to and from the Nordic Economies: A Macroeconometric Model Based Analysis »

Source: Spillovers to and from the Nordic Economies : A Macroeconometric Model Based Analysis

Volume/Issue: 2013/225

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 November 2013

ISBN: 9781475514667

Keywords: Spillover analysis, Trade linkages, Financial linkages, External risks, Policy coordination, bond, domestic demand, world economy, stock market, financial market

This paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on a pair of estimated structural macroeconometric model...