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International Finance and Financial Crises
			: Essays in Honor of Robert P. Flood Jr.

International Finance and Financial Crises : Essays in Honor of Robert P. Flood Jr. »

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

DOI: http://dx.doi.org/10.5089/9781557758347.071

ISBN: 9781557758347

Keywords: inflation, risk premium, monetary policy, equation, fdi

This book contains the proceedings of a conference held in honor of Robert P. Flood Jr. Contributors to the conference were invited to address many of the topics that Robert Flood has explored including regime swit...

Financial Risks, Stability, and Globalization

Financial Risks, Stability, and Globalization »

Series: Seminar Volumes

Author(s): Omotunde Johnson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 April 2002

DOI: http://dx.doi.org/10.5089/9781589060128.072

ISBN: 9781589060128

Keywords: Financial stability, Risk premium, banking, financial system, financial sector, regulation, financial institutions

This book covers financial sector stability issues in the following areas: risk management and governance in financial institutions; financial crises and contagion; domestic monetary and financial policies; and int...

Colombia: Selected Issues

Colombia: Selected Issues »

Source: Colombia : Selected Issues

Volume/Issue: 2016/134

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 May 2016

ISBN: 9781484367520

Keywords: monetary policy, risk, interest rate, inflation, risk premium

This paper presents an assessment of the monetary policy stance and broad financial conditions in Colombia, which provides insights about macro-financial linkages. It also discusses how nonfinancial corporate debt...

Colombia: Selected Issues

Colombia: Selected Issues »

Source: Colombia : Selected Issues

Volume/Issue: 2016/134

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 May 2016

ISBN: 9781484367520

Keywords: monetary policy, risk, interest rate, inflation, risk premium

This paper presents an assessment of the monetary policy stance and broad financial conditions in Colombia, which provides insights about macro-financial linkages. It also discusses how nonfinancial corporate debt...

Colombia: Selected Issues

Colombia: Selected Issues »

Source: Colombia : Selected Issues

Volume/Issue: 2016/134

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Western Hemisphere Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 May 2016

ISBN: 9781484367520

Keywords: monetary policy, risk, interest rate, inflation, risk premium

This paper presents an assessment of the monetary policy stance and broad financial conditions in Colombia, which provides insights about macro-financial linkages. It also discusses how nonfinancial corporate debt...

Global Financial Stability Report, October 2015
			: Vulnerabilities, Legacies, and Policy Challenges - Risks Rotating to Emerging Markets

Global Financial Stability Report, October 2015 : Vulnerabilities, Legacies, and Policy Challenges - Risks Rotating to Emerging Markets »

Series: Global Financial Stability Report

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 October 2015

DOI: http://dx.doi.org/10.5089/9781513582047.082

ISBN: 9781513582047

Keywords: Liquidity, global financial crisis, securities markets, corporate debt, commodity prices, corporate bonds, regulations, equity bubble, normalization, risk premiums

The October 2015 Global Financial Stability Report finds that, despite an improvement in financial stability in advanced economies, risks continue to rotate toward emerging markets. The global financial outlook is...

U.S. Dollar Risk Premiums and Capital Flows

U.S. Dollar Risk Premiums and Capital Flows »

Source: U.S. Dollar Risk Premiums and Capital Flows

Volume/Issue: 2006/160

Series: IMF Working Papers

Author(s): Ravi Balakrishnan , and Volodymyr Tulin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2006

ISBN: 9781451864205

Keywords: U.S. Dollar, Risk Premiums, risk premium, bonds, investors, treasury bonds, financial markets,

This paper sheds light on the attractiveness of U.S. assets by studying dollar risk premiums, calculated using Consensus exchange rate forecasts, and linking them to bilateral capital flows. The paper finds that th...

Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries

Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries »

Source: Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries

Volume/Issue: 2010/255

Series: IMF Working Papers

Author(s): Tigran Poghosyan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209552

Keywords: time-varying risk premium, multivariate GARCH-in- Mean, GCC, risk premium, exchange risk, exchange rate, Multivariate Garch-in-mean,

This paper analyzes macroeconomic determinants of the foreign exchange risk premium in two Gulf Cooperation Council (GCC) countries that peg their currencies to the U.S. dollar: Saudi Arabia and the United Arab Emi...

Some Parallels Between Currency and Banking Crises

Some Parallels Between Currency and Banking Crises »

Source: International Finance and Financial Crises : Essays in Honor of Robert P. Flood Jr.

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

ISBN: 9781557758347

Keywords: inflation, risk premium, monetary policy, equation, fdi

NANCY P. MARION Department of Economics, Dartmouth College, Hanover, NH 03755 nancy.p.marion@dartmouth.edu Abstract...

Balance Sheets, the Transfer Problem, and Financial Crises

Balance Sheets, the Transfer Problem, and Financial Crises »

Source: International Finance and Financial Crises : Essays in Honor of Robert P. Flood Jr.

Series: Books

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 January 2000

ISBN: 9781557758347

Keywords: inflation, risk premium, monetary policy, equation, fdi

PAUL KRUGMAN MIT, Department of Economics, Cambridge, MA 02139 krugman@mit.edu Abstract In a world of high capital mobility, the thr...