Search Results

You are looking at 1 - 10 of 59 items

  • Keyword: risk aversion x
Clear All Modify Search
Prudential Responses to De Facto Dollarization

Prudential Responses to De Facto Dollarization »

Source: Prudential Responses to De Facto Dollarization

Volume/Issue: 2004/66

Series: IMF Working Papers

Author(s): Alain Ize , and Andrew Powell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

ISBN: 9781451848823

Keywords: currency risk, moral hazard, credit risk, risk aversion, capital requirements,

We develop a theoretical framework that encompasses four distinct motives for dollarization and discuss appropriate policy responses to help contain dollarization and its attendant risks. "Moral hazard" dollarizati...

Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets

Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets »

Source: Portfolio Flows, Global Risk Aversion and Asset Prices in Emerging Markets

Volume/Issue: 2014/156

Series: IMF Working Papers

Author(s): Nasha Ananchotikul , and Longmei Zhang

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 August 2014

ISBN: 9781498340229

Keywords: portfolio flows, global risk aversion, exchange rate, bond, bond flows, risk aversion, stock market, Portfolio Choice,

In recent years, portfolio flows to emerging markets have become increasingly large and volatile. Using weekly portfolio fund flows data, the paper finds that their short-run dynamics are driven mostly by global 'p...

Discretionary Trading and Asset Price Volatility

Discretionary Trading and Asset Price Volatility »

Source: Discretionary Trading and Asset Price Volatility

Volume/Issue: 1995/104

Series: IMF Working Papers

Author(s): Jahangir Aziz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1995

ISBN: 9781451947922

Keywords: stock market, stock markets, stock prices, future value, risk aversion

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...

World Economic Outlook, April 2011
			: Tensions from the Two-Speed Recovery:  Unemployment, Commodities, and Capital Flows

World Economic Outlook, April 2011 : Tensions from the Two-Speed Recovery: Unemployment, Commodities, and Capital Flows »

Series: World Economic Outlook

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 July 2011

Language: Arabic

DOI: http://dx.doi.org/10.5089/9781616350970.081

ISBN: 9781616350970

Keywords: capital flows, net capital flows, private capital flows, inflation, commodity prices, oil demand, private capital, net capital, oil supply, oil production

The World Economic Outlook (WEO) presents the IMF's leading economists' analyses of global economic developments during the near and medium terms. It is a respected, one-stop, trusted resource offering remarkable...

Perspectives de l'économie mondiale, Avril 2011
			: Les tensions d'une reprise à deux vitesses Chômage, matières premières et flux de capitaux

Perspectives de l'économie mondiale, Avril 2011 : Les tensions d'une reprise à deux vitesses Chômage, matières premières et flux de capitaux »

Series: World Economic Outlook

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 May 2011

Language: French

DOI: http://dx.doi.org/10.5089/9781616350994.081

ISBN: 9781616350994

Keywords: capital flows, net capital flows, private capital flows, inflation, commodity prices, oil demand, private capital, net capital, oil supply, oil production

The April 2011 edition of the World Economic Outlook assesses the global prospects for economic growth in the face of policy challenges that remain unaddressed and new challenges now coming to the fore.The recovery...

World Economic Outlook, April 2011
			: Tensions from the Two-Speed Recovery: Unemployment, Commodities, and Capital Flows

World Economic Outlook, April 2011 : Tensions from the Two-Speed Recovery: Unemployment, Commodities, and Capital Flows »

Series: World Economic Outlook

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 June 2011

Language: Russian

DOI: http://dx.doi.org/10.5089/9781616351007.081

ISBN: 9781616351007

Keywords: capital flows, net capital flows, private capital flows, inflation, commodity prices, oil demand, private capital, net capital, oil supply, oil production

The World Economic Outlook (WEO) presents the IMF's leading economists' analyses of global economic developments during the near and medium terms. It is a respected, one-stop, trusted resource offering remarkable i...

World Economic Outlook, April 2011
			: Tensions from the Two-Speed Recovery:  Unemployment, Commodities, and Capital Flows

World Economic Outlook, April 2011 : Tensions from the Two-Speed Recovery: Unemployment, Commodities, and Capital Flows »

Series: World Economic Outlook

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 09 December 2011

Language: Chinese

DOI: http://dx.doi.org/10.5089/9787504961334.081

ISBN: 9787504961334

Keywords: capital flows, net capital flows, private capital flows, inflation, commodity prices, oil demand, private capital, net capital, oil supply, oil production

The World Economic Outlook (WEO) presents the IMF's leading economists' analyses of global economic developments during the near and medium terms. It is a respected, one-stop, trusted resource offering remarkable...

Robustness of Macroeconomic Indicators of Capital Mobility

Robustness of Macroeconomic Indicators of Capital Mobility »

Source: Robustness of Macroeconomic Indicators of Capital Mobility

Volume/Issue: 1992/111

Series: IMF Working Papers

Author(s): Enrique Mendoza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1992

ISBN: 9781451853391

Keywords: capital mobility, mobility, capital markets, risk aversion, capital controls, Research Department,

The performance of macroeconomic indicators of capital mobility is examined in the context of an intertemporal equilibrium model of a small open economy. Recursive numerical solution methods are used to compute mea...

A Model of Contagious Currency Crises with Application to Argentina

A Model of Contagious Currency Crises with Application to Argentina »

Source: A Model of Contagious Currency Crises with Application to Argentina

Volume/Issue: 1999/29

Series: IMF Working Papers

Author(s): Nada Choueiri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 1999

ISBN: 9781451844788

Keywords: contagion, multiple equilibria, risk aversion, exchange rate, covariance, equation, exchange rates, probability

This paper proposes a model of contagious currency crises: crises transmit across countries by raising the risk premium on government bonds. Three types of equilibria can occur: a “no-collapse” equili...

International Reserve Trends in the South Caucasus and Central Asia Region

International Reserve Trends in the South Caucasus and Central Asia Region »

Source: International Reserve Trends in the South Caucasus and Central Asia Region

Volume/Issue: 2008/41

Series: IMF Working Papers

Author(s): Holger Floerkemeier , and Mariusz Sumlinski

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2008

ISBN: 9781451869033

Keywords: Balance of Payments Crises, reserve holdings, capital markets, international capital markets, risk aversion, international capital,

In recent years, the South Caucasus and Central Asia countries (CCA-6) have received significant foreign exchange inflows. While a healthy reserve buffer is desirable to selfinsure against external crises, holding...