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The Role of Mature Market Mutual Funds in Emerging Markets

The Role of Mature Market Mutual Funds in Emerging Markets »

Source: The Role of Mature Market Mutual Funds in Emerging Markets : Myth or Mayhem?

Volume/Issue: 2004/133

Series: IMF Working Papers

Author(s): Amadou Sy , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451855524

Keywords: asset allocation, crossover investors, dedicated investors, mature markets, investors, bonds, bond, bond funds, Assest allocation,

The expansion of the global mutual funds industry has been characterized by growth in mature as well as emerging markets. This has clearly contributed to the development of local securities markets in emerging mark...

Pension Funds and Emerging Markets

Pension Funds and Emerging Markets »

Source: Pension Funds and Emerging Markets

Volume/Issue: 2004/181

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2004

ISBN: 9781451859225

Keywords: asset allocation, regulation, pension, pension fund, pension fund managers, pension fund assets,

This paper focuses on the investment behavior of pension funds in developed and emerging market countries. First, it analyzes the main determinants of the emerging market asset allocation of pension funds in develo...

Institutionalizing Countercyclical Investment

Institutionalizing Countercyclical Investment »

Source: Institutionalizing Countercyclical Investment

Volume/Issue: 2016/38

Series: IMF Working Papers

Author(s): Bradley Jones

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 February 2016

ISBN: 9781513512495

Keywords: Asset Allocation, Asset Owners, Momentum, Risk Management, asset, investment, risk, returns, Asset Pricing, Government Policy and Regulation

Do portfolio shifts by the world’s largest asset owners respond procyclically to past returns, or countercyclically to valuations? And if countercyclical investment (with both market-stabilizing and return-generati...

The Asset Allocation of Emerging Market Mutual Funds

The Asset Allocation of Emerging Market Mutual Funds »

Source: The Asset Allocation of Emerging Market Mutual Funds

Volume/Issue: 2001/111

Series: IMF Working Papers

Author(s): Piti Disyatat , and R. Gelos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451853476

Keywords: asset allocation, portfolio choice, contagion, statistic, risk aversion, optimization, correlation, covariance,

Benchmark following and portfolio rebalancing effects have often been cited when trying to explain international financial contagion phenomena. Using a dataset containing the country allocation of individual dedica...

Pension Reform, Investment Restrictions and Capital Markets

Pension Reform, Investment Restrictions and Capital Markets »

Source: Pension Reform, Investment Restrictions and Capital Markets

Volume/Issue: 2004/4

Series: IMF Policy Discussion Papers

Author(s): Jorge Roldos

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2004

ISBN: 9781451973730

Keywords: Capital markets, Capital market development, Investment, Pensions, Pension fund regulation, asset allocation, securities, capital market, securities markets, portfolios,

Pension reform in several emerging market countries has been associated with rapid growth in assets under management and a positive impact on the development of local securities markets. However, limitations on suc...

Aging, Asset Allocation, and Costs

Aging, Asset Allocation, and Costs »

Source: Aging, Asset Allocation, and Costs : Evidence for the Pension Fund Industry in Switzerland

Volume/Issue: 2007/29

Series: IMF Working Papers

Author(s): Rene Weber , and David Gerber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2007

ISBN: 9781451865936

Keywords: asset allocation, pension system, pension, pension fund, life insurance, Financial Institutions and Services: Government Policy and Regulation,

This paper focuses on the nexus between pension funds' balance sheet liabilities, reflecting their age profile and payments obligations, and the investment behavior and costs of these funds. The context of the anal...

International Liquidity and the Role of the SDR in the International Monetary System

International Liquidity and the Role of the SDR in the International Monetary System »

Source: International Liquidity and the Role of the SDR in the International Monetary System

Volume/Issue: 2002/217

Series: IMF Working Papers

Author(s): J. Polak , and Peter Clark

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2002

ISBN: 9781451875126

Keywords: SDR, sdr allocations, reserve assets, monetary fund, balance of payments, International Monetary Arrangements and Institutions, Open Economy Macroeconomics,

This paper describes how the changed conditions in the international monetary system have undermined the role originally envisaged for the SDR. It argues that the concept of a global stock of international liquidit...

Habit Formation and Persistence in Individual Asset Portfolio Holdings

Habit Formation and Persistence in Individual Asset Portfolio Holdings »

Source: Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy

Volume/Issue: 2006/29

Series: IMF Working Papers

Author(s): Sònia Muñoz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862898

Keywords: Portfolio Allocations, Incomplete Markets, Habits, Multiperiod Multinomial Probit, bonds, financial assets, correlation, probability, probabilities, Personal Income

This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the dynamics of asset portfolio ownership. The household asset portfolio decision is a choice among discrete alternat...

Bank Risk-Taking and Competition Revisited

Bank Risk-Taking and Competition Revisited »

Source: Bank Risk-Taking and Competition Revisited : New Theory and New Evidence

Volume/Issue: 2006/297

Series: IMF Working Papers

Author(s): Gianni De Nicolo , Abu M. Jalal , and John Boyd

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865578

Keywords: Bank Competition, Concentration, Risk, Asset Allocations, banking, predictions, instrumental variables, probability, bank profits, Oligopoly and Other Imperfect Markets,

This paper studies two new models in which banks face a non-trivial asset allocation decision. The first model (CVH) predicts a negative relationship between banks' risk of failure and concentration, indicating a t...

Insurance Companies in Emerging Markets

Insurance Companies in Emerging Markets »

Source: Insurance Companies in Emerging Markets

Volume/Issue: 2005/88

Series: IMF Working Papers

Author(s): Janet Kong , and Manmohan Singh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

ISBN: 9781451861075

Keywords: asset allocation, investments, life insurers, life insurance, risk management, General Financial Markets: Government Policy and Regulation, International Finance Forecasting and Simulation,

This paper focuses on asset allocation decisions of life insurance companies in emerging markets. Mature market insurers allocate only a small fraction of their assets to emerging markets because of regulatory cons...