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The Effects of Economic News on Commodity Prices

The Effects of Economic News on Commodity Prices »

Source: The Effects of Economic News on Commodity Prices : Is Gold Just Another Commodity?

Volume/Issue: 2009/140

Series: IMF Working Papers

Author(s): Shaun Roache , and Marco Rossi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

ISBN: 9781451872873

Keywords: Macroeconomic news, volatility, news, copper, silver,

The paper uses an event study methodology to investigate which and how macroeconomic announcements affect commodity prices. Results show that gold is unique among commodities, with prices reacting to specific sched...

People's Republic of China-Hong Kong Special Administrative Region

People's Republic of China-Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

People’s Republic of China—Hong Kong Special Administrative Region

People’s Republic of China—Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

Statement by the IMF Staff Representative on November 23, 2009

Statement by the IMF Staff Representative on November 23, 2009 »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

IMF Executive Board Concludes 2009 Article IV Consultation Discussions with People’s Republic of China—Hong Kong Special Administrative Region

IMF Executive Board Concludes 2009 Article IV Consultation Discussions with People’s Republic of China—Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

Structural Factors Affecting Exchange Rate Volatility

Structural Factors Affecting Exchange Rate Volatility »

Source: Structural Factors Affecting Exchange Rate Volatility : A Cross-Section Study

Volume/Issue: 2004/147

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko , and Karl Habermeier

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2004

ISBN: 9781451856767

Keywords: Exchange rate, volatility, exchange rate volatility, exchange rates, foreign exchange market, Macroeconomic Aspects of International Trade and Finance,

The paper examines factors affecting exchange rate volatility, with an emphasis on structural features of the foreign exchange regime. It draws for the first time on detailed survey data collected by the IMF on for...

Precautionary Savings and Global Imbalances in World General Equilibrium*

Precautionary Savings and Global Imbalances in World General Equilibrium* »

Source: Precautionary Savings and Global Imbalances in World General Equilibrium

Volume/Issue: 2011/122

Series: IMF Working Papers

Author(s): Damiano Sandri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2011

ISBN: 9781455263394

Keywords: interest rate, interest, current account, foreign assets, net foreign assets, Open Economy Macroeconomics, Volatility,

In this paper we assess the implications of precautionary savings for global imbalances by considering a world economy model composed by the US, the Euro Area, Japan, China, oil-exporting countries, and the rest of...

Sovereign Defaults

Sovereign Defaults »

Source: Sovereign Defaults : The Role of Volatility

Volume/Issue: 2002/149

Series: IMF Working Papers

Author(s): Bennett Sutton , and Luis Catão

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2002

ISBN: 9781451856903

Keywords: Macroeconomic Volatility, capital inflows, capital markets, sovereign defaults, international borrowing, International Lending and Debt Problems,

While the relationship between volatility and credit risk is central to much of the literature on finance and banking, it has been largely neglected in empirical macro studies on sovereign defaults. This paper pres...

Missing Link

Missing Link »

Source: Missing Link : Volatility and the Debt Intolerance Paradox

Volume/Issue: 2004/51

Series: IMF Working Papers

Author(s): Luis Catão , and Sandeep Kapur

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451847147

Keywords: macroeconomic volatility, probability, statistics, debt intolerance, probabilities, International Lending and Debt Problems,

A striking feature of sovereign lending is that many countries with moderate debt-to-income ratios systematically face higher spreads and more stringent borrowing constraints than others with far higher debt ratios...

Looking Beyond the Fiscal

Looking Beyond the Fiscal »

Source: Looking Beyond the Fiscal : Do Oil Funds Bring Macroeconomic Stability?

Volume/Issue: 2007/96

Series: IMF Working Papers

Author(s): Ghiath Shabsigh , and Nadeem Ilahi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2007

ISBN: 9781451866605

Keywords: budget institutions, macroeconomic volatility, real exchange rate, exchange rate, oil exporting countries, oil exporting, exporting countries,

Oil funds have become increasingly popular in oil exporting countries during the recent surge in oil prices. However, the literature on the contribution is small, tends to focus narrowly on their fiscal benefits, a...