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Bank Capital and Uncertainty

Bank Capital and Uncertainty »

Source: Bank Capital and Uncertainty

Volume/Issue: 2010/208

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

ISBN: 9781455205394

Keywords: Banking Capital, Risk, Uncertainty, bank capital, equation, statistics, independent variables,

An important role for bank capital is that of a buffer against unexpected losses. As uncertainty about these losses increases, the theory predicts an increase in the optimal level of bank capital. This paper invest...

Nonresident Deposits in India

Nonresident Deposits in India »

Source: Nonresident Deposits in India : In Search of Return?

Volume/Issue: 2004/48

Series: IMF Working Papers

Author(s): Poonam Gupta , and James Gordon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

ISBN: 9781451846768

Keywords: Nonresident Deposits, NRIs, foreign currency, equation, correlation, independent variables, statistics, Open Economy Macroeconomics, Nonreisent Deposits,

This paper analyzes trends in the accumulation of NRI (nonresident Indian) deposits and investigates the determinants of these inflows. It finds that monthly deposit flows have been quite stable since the 1991 cris...

Regional Trade Agreements Versus Broad Liberalization

Regional Trade Agreements Versus Broad Liberalization »

Source: Regional Trade Agreements Versus Broad Liberalization : Which Path Leads to Faster Growth? Time-Series Evidence

Volume/Issue: 1998/40

Series: IMF Working Papers

Author(s): Athanasios Vamvakidis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1998

ISBN: 9781451845945

Keywords: Economic Growth of Open Economies, trade share, independent variables, statistics, international trade, free trade

Should a closed economy open its trade to all countries or limit itself to participation in regional trade agreements (RTAs)? Based on time-series evidence for a data set for 1950-92, this paper estimates and compa...

Valuation of Unlisted Direct Investment Equity

Valuation of Unlisted Direct Investment Equity »

Source: Valuation of Unlisted Direct Investment Equity

Volume/Issue: 2009/242

Series: IMF Working Papers

Author(s): Thomas Elkjaer , Jannick Damgaard , and Emmanuel Kumah

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2009

ISBN: 9781451873894

Keywords: Valuation methods, FDI, macroeconomic statistical methodology, estimation techniques, direct investment, independent variables, investors, statistics, central tendency, Methodology for Collecting

This paper analyzes the seven valuation methods for unlisted direct investment equity included in the recently adopted IMF Balance of Payments and International Investment Position Manual, Sixth Edition (BPM6). Bas...

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Source: How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

Volume/Issue: 2012/36

Series: IMF Working Papers

Author(s): Sonali Das , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463933791

Keywords: crisis, regulation, risk weighted assets, Basel III, banking, return on assets, dummy variables, standard errors, independent variables, Financial Institutions and Services: General

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock r...

Who is Still Haunted by the Specter of Communism? Explaining Relative Output Contractions Under Transition

Who is Still Haunted by the Specter of Communism? Explaining Relative Output Contractions Under Transition »

Source: Who is Still Haunted by the Specter of Communism? Explaining Relative Output Contractions Under Transition

Volume/Issue: 2005/68

Series: IMF Working Papers

Author(s): Katrin Elborgh-Woytek , and Julian Berengaut

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

ISBN: 9781451860870

Keywords: Commonwealth of Independent States, CIS, transition economies, instrumental variable, transition countries, statistic, Comparative Studies of Countries, Socialist Systems and Transitional Economies: General, Macroeconomics: Consumption, Saving

The paper analyzes the initial output decline in transition economies by estimating a crosssection model stressing two major factors-conflicts and the legacies of the Soviet period. We link the Soviet legacies in p...

Does Spousal Labor Smooth Fluctuations in Husbands' Earnings? The Role of Liquidity Constraints

Does Spousal Labor Smooth Fluctuations in Husbands' Earnings? The Role of Liquidity Constraints »

Source: Does Spousal Labor Smooth Fluctuations in Husbands' Earnings? The Role of Liquidity Constraints

Volume/Issue: 2004/20

Series: IMF Working Papers

Author(s): Mercedes Garcia-Escribano

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2004

ISBN: 9781451843873

Keywords: female labor supply, spousal labor participation, consumption smoothing, liquidity constraints, labor supply, labor market, labor force, equation, independent variable, Labor Force and Employment

This paper theoretically and empirically investigates the role of spousal labor in buffering transitory shocks to husbands' earnings. To measure the amount of the shock that spousal labor absorbs, an instrumented c...

Bank Capital and Uncertainty

Bank Capital and Uncertainty »

Volume/Issue: 2010/208

Series: IMF Working Papers

Author(s): Fabian Valencia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2010

DOI: http://dx.doi.org/10.5089/9781455205394.001

ISBN: 9781455205394

Keywords: Banking Capital, Risk, Uncertainty, bank capital, equation, statistics, independent variables,

An important role for bank capital is that of a buffer against unexpected losses. As uncertainty about these losses increases, the theory predicts an increase in the optimal level of bank capital. This paper invest...

Nonresident Deposits in India
			: In Search of Return?

Nonresident Deposits in India : In Search of Return? »

Volume/Issue: 2004/48

Series: IMF Working Papers

Author(s): Poonam Gupta , and James Gordon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2004

DOI: http://dx.doi.org/10.5089/9781451846768.001

ISBN: 9781451846768

Keywords: Nonresident Deposits, NRIs, foreign currency, equation, correlation, independent variables, statistics, Open Economy Macroeconomics, Nonreisent Deposits,

This paper analyzes trends in the accumulation of NRI (nonresident Indian) deposits and investigates the determinants of these inflows. It finds that monthly deposit flows have been quite stable since the 1991 cris...

Regional Trade Agreements Versus Broad Liberalization
			: Which Path Leads to Faster Growth? Time-Series Evidence

Regional Trade Agreements Versus Broad Liberalization : Which Path Leads to Faster Growth? Time-Series Evidence »

Volume/Issue: 1998/40

Series: IMF Working Papers

Author(s): Athanasios Vamvakidis

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1998

DOI: http://dx.doi.org/10.5089/9781451845945.001

ISBN: 9781451845945

Keywords: Economic Growth of Open Economies, trade share, independent variables, statistics, international trade, free trade

Should a closed economy open its trade to all countries or limit itself to participation in regional trade agreements (RTAs)? Based on time-series evidence for a data set for 1950-92, this paper estimates and compa...