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Managing Financial Risks in indebted Developing Countries
			: Occa Paper No.65

Managing Financial Risks in indebted Developing Countries : Occa Paper No.65 »

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

DOI: http://dx.doi.org/10.5089/9781557751164.084

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

This paper examines the types of market-related hedging instruments that could potentially be useful to indebted developing countries as they seek to manage the financial risks created by variability of the prices...

The Structure and Operation of the World Gold Market

The Structure and Operation of the World Gold Market »

Series: Occasional Papers

Author(s): M. O'Callaghan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 1993

DOI: http://dx.doi.org/10.5089/9781557752819.084

ISBN: 9781557752819

Keywords: gold, hoarding, futures contracts, gold futures, gold markets

This paper describes the structure of the world gold market, its sources of supply and demand, and how it functions. The paper examines the composition and origin of physical stocks of gold, their flows, and their...

Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?

Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies? »

Source: Does the Introduction of Futures on Emerging Market Currencies Destabilize the Underlying Currencies?

Volume/Issue: 1998/13

Series: IMF Working Papers

Author(s): Christian Jochum , and Laura Kodres

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 1998

ISBN: 9781451842975

Keywords: volatility spillover, emerging markets, SWARCH, futures market, spot market, futures contracts, futures markets, futures trading

Recent interest in futures contracts on emerging market currencies has raised concerns among some central bank authorities about their ability to maintain stable currencies. This paper presents empirical results ex...

Efficiency in Commodity Futures Markets

Efficiency in Commodity Futures Markets »

Source: Efficiency in Commodity Futures Markets

Volume/Issue: 1989/106

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 December 1989

ISBN: 9781451946963

Keywords: futures prices, forecasting, futures markets, equation, commodity futures

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...

Time Varying Risk Premia in Futures Markets

Time Varying Risk Premia in Futures Markets »

Source: Time Varying Risk Premia in Futures Markets

Volume/Issue: 1990/116

Series: IMF Working Papers

Author(s): Graciela Kaminsky , and Manmohan Kumar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1990

ISBN: 9781451941968

Keywords: futures markets, equation, commodity futures, forecasting, futures prices

This paper undertakes an econometric investigation into the presence of risk premium in commodity futures markets. The statistical tests are derived from a formal model of asset pricing and are applied to futures p...

Forecasting Accuracy of Crude Oil Futures Prices

Forecasting Accuracy of Crude Oil Futures Prices »

Source: Forecasting Accuracy of Crude Oil Futures Prices

Volume/Issue: 1991/93

Series: IMF Working Papers

Author(s): Manmohan Kumar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1991

ISBN: 9781451951110

Keywords: futures prices, crude oil, oil futures, futures markets, spot price

This paper undertakes an investigation into the efficiency of the crude oil futures market and the forecasting accuracy of futures prices. Efficiency of the market is analysed in terms of the expected excess return...

I Introduction

I Introduction »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

In 1979 the European Monetary System (EMS) was established to create a “zone of monetary stability” within the European Community (EC). This zone of stability was to be achieved by means of close monetary co...

II Institutional Structure and Historical Development of the EMS

II Institutional Structure and Historical Development of the EMS »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

Objectives of the EMS The objectives of the EMS were identified in discussions at the European Council during the period leading up to the establishment of the system in early 1979....

III The “1992 Program” to Unify EC Financial Markets

III The “1992 Program” to Unify EC Financial Markets »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

The Single Market Program In June 1985, EC heads of governments approved a White Paper, put forward by the Commission, which contained some 300 measures designed to further unify EC...

IV Maintaining a Zone of Monetary Stability

IV Maintaining a Zone of Monetary Stability »

Source: Managing Financial Risks in indebted Developing Countries : Occa Paper No.65

Series: Occasional Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 June 1989

ISBN: 9781557751164

Keywords: hedging, futures contracts, hedge, futures contract, futures markets

The prospective structural changes in European financial markets associated with 1992, along with the increased scope for currency substitution and portfolio diversification, have prompted new questions abou...