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Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations

Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations »

Source: Co-Movements in Long-Term Interest Rates and the Role of PPP-Based Exchange Rate Expectations

Volume/Issue: 1999/81

Series: IMF Working Papers

Author(s): Klaas Knot , and Jan Berk

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 1999

ISBN: 9781451850345

Keywords: interest parity relations, exchange rate expectations, exchange rate, bond, bond yields, exchange rates

This paper investigates international co-movement in bond yields by testing for uncovered interest parity (UIP). Existing work is supplemented by focusing on long instead of short-term interest rates and by employi...

Comments Current Account Imbalances and Capital Formation in Industrial Countries

Comments Current Account Imbalances and Capital Formation in Industrial Countries »

Source: IMF Staff papers, Volume 37 No. 3

Volume: 40

Series: IMF Staff Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1990

ISBN: 9781451973068

Keywords: real interest, real interest rate, labor force, exchange rate, industrial countries

This paper analyzes macroeconomic effects of projected population aging in industrial countries. The effects of population aging are examined with a theoretical model and simulations of the IMF's multiregion econom...

Credibility and Nominal Debt Exploring the Role of Maturity in Managing Inflation

Credibility and Nominal Debt Exploring the Role of Maturity in Managing Inflation »

Source: IMF Staff papers, Volume 37 No. 3

Volume: 40

Series: IMF Staff Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1990

ISBN: 9781451973068

Keywords: real interest, real interest rate, labor force, exchange rate, industrial countries

This paper analyzes macroeconomic effects of projected population aging in industrial countries. The effects of population aging are examined with a theoretical model and simulations of the IMF's multiregion econom...

Determinants of Interest Rate Pass-Through

Determinants of Interest Rate Pass-Through »

Source: Determinants of Interest Rate Pass-Through : Do Macroeconomic Conditions and Financial Market Structure Matter?

Volume/Issue: 2011/176

Series: IMF Working Papers

Author(s): Nikoloz Gigineishvili

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2011

ISBN: 9781462312313

Keywords: Interest rate pass-through, transmission mechanism, money market, inflation, central bank, monetary transmission, Financial Markets and the Macroeconomy,

Numerous empirical studies have found that the strength of the interest rate pass-through varies markedly across countries and markets. The causes of such heterogeneity have attracted considerably less attention so...

Efficiency in Commodity Futures Markets

Efficiency in Commodity Futures Markets »

Source: IMF Staff papers, Volume 37 No. 3

Volume: 40

Series: IMF Staff Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1990

ISBN: 9781451973068

Keywords: real interest, real interest rate, labor force, exchange rate, industrial countries

This paper analyzes macroeconomic effects of projected population aging in industrial countries. The effects of population aging are examined with a theoretical model and simulations of the IMF's multiregion econom...

Estimating Yen/Dollar and Mark/Dollar Purchasing Power Parities

Estimating Yen/Dollar and Mark/Dollar Purchasing Power Parities »

Source: IMF Staff papers, Volume 37 No. 3

Volume: 40

Series: IMF Staff Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1990

ISBN: 9781451973068

Keywords: real interest, real interest rate, labor force, exchange rate, industrial countries

This paper analyzes macroeconomic effects of projected population aging in industrial countries. The effects of population aging are examined with a theoretical model and simulations of the IMF's multiregion econom...

Fixing the Fixings

Fixing the Fixings »

Source: Fixing the Fixings : What Road to a More Representative Money Market Benchmark?

Volume/Issue: 2013/131

Series: IMF Working Papers

Author(s): V. Brousseau , Alexandre Chailloux , and A. Durré

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 May 2013

ISBN: 9781484306772

Keywords: Libor, fixings, Unsecured Money Market, Benchmarking System, money market, derivative, hedging, interest rate derivatives, financial institutions, General

Interest rate derivatives on major currencies, with notional outstanding amounts adding up to hundreds of trillions, are mostly indexed on Libor and Euribor benchmarks, as are hundreds of billions in loans to enter...

IMF Executive Board Modifies SDR Interest Rate Basket

IMF Executive Board Modifies SDR Interest Rate Basket »

Source: The SDR Interest Rate Basket--Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C)

Volume/Issue: 2014/088

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 2014

ISBN: 9781498342476

Keywords: Amendments to Rules and Regulations, Euro, European Central Bank, Executive Board decisions, Rule T-1(c), SDR interest rate basket, SDR interest rates, Interest rates, Market interest rates, Financial instruments

The three-month Eurepo interest rate, the euro component of the SDR interest rate basket, will be discontinued as of the end of 2014. The three-month Eurepo rate, administered by the European Money Market Institute...

The SDR Interest Rate Basket--Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C)

The SDR Interest Rate Basket--Proposed Change of the Representative Interest Rate for the Euro and Amendment to Rule T-1(C) »

Volume/Issue: 2014/088

Series: Policy Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 December 2014

DOI: http://dx.doi.org/10.5089/9781498342476.007

ISBN: 9781498342476

Keywords: Amendments to Rules and Regulations, Euro, European Central Bank, Executive Board decisions, Rule T-1(c), SDR interest rate basket, SDR interest rates, Interest rates, Market interest rates, Financial instruments

The three-month Eurepo interest rate, the euro component of the SDR interest rate basket, will be discontinued as of the end of 2014. The three-month Eurepo rate, administered by the European Money Market Institute...

IMF Staff papers, Volume 37 No. 3

IMF Staff papers, Volume 37 No. 3 »

Volume: 40

Series: IMF Staff Papers

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1990

DOI: http://dx.doi.org/10.5089/9781451973068.024

ISBN: 9781451973068

Keywords: real interest, real interest rate, labor force, exchange rate, industrial countries

This paper analyzes macroeconomic effects of projected population aging in industrial countries. The effects of population aging are examined with a theoretical model and simulations of the IMF's multiregion econom...