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World Economic Outlook, May 1998
			: Financial Crises: Causes and Indicators

World Economic Outlook, May 1998 : Financial Crises: Causes and Indicators »

Series: World Economic Outlook

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 September 1998

Language: Arabic

DOI: http://dx.doi.org/10.5089/9781557757432.081

ISBN: 9781557757432

Keywords: debt, interest, exchange rates, current account, debtor countries, banking, payments, banking crises, external debt, net debtor

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...

Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime

Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime »

Source: Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime

Volume/Issue: 1994/151

Series: IMF Working Papers

Author(s): Peter Garber , and Michael Spencer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1994

ISBN: 9781451857009

Keywords: exchange rate, hedging, hedge, foreign exchange, fixed exchange rate

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

III Prologue to the ERM Crisis: “Convergence Play”

III Prologue to the ERM Crisis: “Convergence Play” »

Source: World Economic and Financial Surveys, 1993 : International Capital Markets: Part I

Series: World Economic and Financial Surveys

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1993

ISBN: 9781557752901

Keywords: foreign exchange, exchange rate, hedge, hedging, foreign exchange market

To understand why the sales of certain ERM currencies in the summer and fall of 1992 were so huge, the story has to go back at least five years. Specifically, over 1987-91, large, cumulative inflows of capit...

IV Private Sector Behavior During the Crisis

IV Private Sector Behavior During the Crisis »

Source: World Economic and Financial Surveys, 1993 : International Capital Markets: Part I

Series: World Economic and Financial Surveys

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1993

ISBN: 9781557752901

Keywords: foreign exchange, exchange rate, hedge, hedging, foreign exchange market

Role of Institutional Investors Global Hedge Funds As noted earlier, hedge funds—private, closed-end investment funds—assemble pools of private capital...

Annex III: Regulatory and Internal Constraints on Foreign Exchange Trading

Annex III: Regulatory and Internal Constraints on Foreign Exchange Trading »

Source: World Economic and Financial Surveys, 1993 : International Capital Markets: Part I

Series: World Economic and Financial Surveys

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1993

ISBN: 9781557752901

Keywords: foreign exchange, exchange rate, hedge, hedging, foreign exchange market

The relaxation of capital and exchange controls and the acceleration of financial innovation have clearly encouraged competition among financial institutions and improved efficiency in financial services wor...

Annex VI: The ERM Crisis of September 1992

Annex VI: The ERM Crisis of September 1992 »

Source: World Economic and Financial Surveys, 1993 : International Capital Markets: Part I

Series: World Economic and Financial Surveys

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1993

ISBN: 9781557752901

Keywords: foreign exchange, exchange rate, hedge, hedging, foreign exchange market

This annex focuses on the financial aspects of the currency crisis and complements the more detailed discussion of macroeconomic developments presented elsewhere. 1 The first sect...

Annex I: Structure of the Global Foreign Exchange Market

Annex I: Structure of the Global Foreign Exchange Market »

Source: World Economic and Financial Surveys, 1993 : International Capital Markets: Part I

Series: World Economic and Financial Surveys

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1993

ISBN: 9781557752901

Keywords: foreign exchange, exchange rate, hedge, hedging, foreign exchange market

The foreign exchange market is the world’s largest financial market by virtually any measure. It is the only truly global financial market: currencies are traded in financial centers around the world, connec...

VI Policy Options in the Aftermath of the Crisis

VI Policy Options in the Aftermath of the Crisis »

Source: World Economic and Financial Surveys, 1993 : International Capital Markets: Part I

Series: World Economic and Financial Surveys

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1993

ISBN: 9781557752901

Keywords: foreign exchange, exchange rate, hedge, hedging, foreign exchange market

During its discussions with officials and with private market participants, in the aftermath of the crisis, the staff heard a large number of suggestions and proposals for managing exchange rates....

FX Funding Risks and Exchange Rate Volatility–Korea’s Case

FX Funding Risks and Exchange Rate Volatility–Korea’s Case »

Source: FX Funding Risks and Exchange Rate Volatility-Korea's Case

Volume/Issue: 2012/268

Series: IMF Working Papers

Author(s): Jack Ree , Kyoungsoo Yoon , and Hail Park

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 November 2012

ISBN: 9781475565171

Keywords: Foreign exchange liquidity mismatch, exchange rate volatility, macroprudential measures, dollar funding market, exchange rate, hedging, bonds,

This paper examines how exchange rate volatility and Korean banks' foreign exchange liquidity mismatches interacted with each other during the Global Financial Crisis, and whether the vulnerability stemming from th...

The International Diversification Puzzle when Goods Prices Are Sticky

The International Diversification Puzzle when Goods Prices Are Sticky »

Source: The International Diversification Puzzle when Goods Prices Are Sticky : It's Really About Exchange-Rate Hedging, not Equity Portfolios

Volume/Issue: 2009/12

Series: IMF Working Papers

Author(s): Akito Matsumoto , and Charles Engel

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2009

ISBN: 9781451871593

Keywords: international risk sharing, international portfolio allocation, exchange rate hedging, equity home bias, exchange rate, hedge, home currency, nominal exchange rate, Equity Home Bias International Risk Sharing,

This paper develops a two-country monetary DSGE model in which households choose a portfolio of home and foreign equities, and a forward position in foreign exchange. Some nominal goods prices are sticky. Trade in...