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Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico's Sovereign Bond Yields

Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico's Sovereign Bond Yields »

Volume/Issue: 2017/50

Series: IMF Working Papers

Author(s): Carlos Góes , Herman Kamil , Phil De Imus , Mercedes Garcia-Escribano , Roberto Perrelli , Shaun Roache , and Jeremy Zook

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 March 2017

DOI: http://dx.doi.org/10.5089/9781475586077.001

ISBN: 9781475586077

Keywords: Western Hemisphere, Brazil, Mexico, QE, tapering, local-currency sovereign bond yields, vector error correction models, General

This paper examines the transmission of changes in the U.S. monetary policy to localcurrency sovereign bond yields of Brazil and Mexico. Using vector error-correction models, we find that the U.S. 10-year bond yiel...

Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico's Sovereign Bond Yields

Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico's Sovereign Bond Yields »

Source: Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico's Sovereign Bond Yields

Volume/Issue: 2017/50

Series: IMF Working Papers

Author(s): Carlos Góes , Herman Kamil , Phil De Imus , Mercedes Garcia-Escribano , Roberto Perrelli , Shaun Roache , and Jeremy Zook

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 March 2017

ISBN: 9781475586077

Keywords: Western Hemisphere, Brazil, Mexico, QE, tapering, local-currency sovereign bond yields, vector error correction models, General

This paper examines the transmission of changes in the U.S. monetary policy to localcurrency sovereign bond yields of Brazil and Mexico. Using vector error-correction models, we find that the U.S. 10-year bond yiel...

Are Capital Inflows Expansionary or Contractionary? Theory, Policy Implications, and Some Evidence†

Are Capital Inflows Expansionary or Contractionary? Theory, Policy Implications, and Some Evidence† »

Source: Are Capital Inflows Expansionary or Contractionary? Theory, Policy Implications, and Some Evidence

Volume/Issue: 2015/226

Series: IMF Working Papers

Author(s): Olivier Blanchard , Jonathan Ostry , Atish Ghosh , and Marcos Chamon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2015

ISBN: 9781513500805

Keywords: capital inflows, bonds, bond, return, domestic bonds, All Countries, apital inflows,

The workhorse open-economy macro model suggests that capital inflows are contractionary because they appreciate the currency and reduce net exports. Emerging market policy makers however believe that inflows lead t...

Are Capital Inflows Expansionary or Contractionary? Theory, Policy Implications, and Some Evidence

Are Capital Inflows Expansionary or Contractionary? Theory, Policy Implications, and Some Evidence »

Volume/Issue: 2015/226

Series: IMF Working Papers

Author(s): Olivier Blanchard , Jonathan Ostry , Atish Ghosh , and Marcos Chamon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2015

DOI: http://dx.doi.org/10.5089/9781513500805.001

ISBN: 9781513500805

Keywords: capital inflows, bonds, bond, return, domestic bonds, All Countries, apital inflows,

The workhorse open-economy macro model suggests that capital inflows are contractionary because they appreciate the currency and reduce net exports. Emerging market policy makers however believe that inflows lead t...

Domestic and Foreign Mutual Funds in Mexico

Domestic and Foreign Mutual Funds in Mexico »

Source: Domestic and Foreign Mutual Funds in Mexico : Do They Behave Differently?

Volume/Issue: 2015/104

Series: IMF Working Papers

Author(s): Jasmine Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 May 2015

ISBN: 9781475589542

Keywords: herding, feedback trading, flows, foreign mutual funds, bond, domestic mutual funds, Portfolio Choice,

This paper utilizes a new dataset of foreign and domestic mutual funds in Mexico to assess their behavior and obtains three new findings. First, foreign mutual funds are more sensitive to global financial condition...

Domestic and Foreign Mutual Funds in Mexico
			: Do They Behave Differently?

Domestic and Foreign Mutual Funds in Mexico : Do They Behave Differently? »

Volume/Issue: 2015/104

Series: IMF Working Papers

Author(s): Jasmine Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 May 2015

DOI: http://dx.doi.org/10.5089/9781475589542.001

ISBN: 9781475589542

Keywords: herding, feedback trading, flows, foreign mutual funds, bond, domestic mutual funds, Portfolio Choice,

This paper utilizes a new dataset of foreign and domestic mutual funds in Mexico to assess their behavior and obtains three new findings. First, foreign mutual funds are more sensitive to global financial condition...

Corporate Financing Trends and Balance Sheet Risks in Latin America1

Corporate Financing Trends and Balance Sheet Risks in Latin America1 »

Source: Corporate Financing Trends and Balance Sheet Risks in Latin America

Volume/Issue: 2015/10

Series: IMF Working Papers

Author(s): Fabiano Rodrigues Bastos , Herman Kamil , and Bennett Sutton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 January 2015

ISBN: 9781498307802

Keywords: Bond issuance, corporate leverage, bond, debt, markets, issuance, Financial Markets and the Macroeconomy,

Easy global liquidity conditions, stronger risk appetite and a retrenchment in cross-border bank lending led to a surge in emerging market firms' bond issuance in international markets (what we term 'The Bon(d)anza...

Corporate Financing Trends and Balance Sheet Risks in Latin America

Corporate Financing Trends and Balance Sheet Risks in Latin America »

Volume/Issue: 2015/10

Series: IMF Working Papers

Author(s): Fabiano Rodrigues Bastos , Herman Kamil , and Bennett Sutton

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 January 2015

DOI: http://dx.doi.org/10.5089/9781498307802.001

ISBN: 9781498307802

Keywords: Bond issuance, corporate leverage, bond, debt, markets, issuance, Financial Markets and the Macroeconomy,

Easy global liquidity conditions, stronger risk appetite and a retrenchment in cross-border bank lending led to a surge in emerging market firms' bond issuance in international markets (what we term 'The Bon(d)anza...

Global Monetary Tightening

Global Monetary Tightening »

Source: Global Monetary Tightening : Emerging Markets Debt Dynamics and Fiscal Crises

Volume/Issue: 2014/215

Series: IMF Working Papers

Author(s): Julio Escolano , Christina Kolerus , and Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

ISBN: 9781475584691

Keywords: Debt dynamics, sovereign debt crisis, unconventional, debt, bond, interest, Monetary Policy (Targets, Instruments, and Effects), International Lending and Debt Problems

This paper finds that tightening global financial conditions can worsen emerging economies' public debt dynamics through an increasing interest rate-growth differential, particularly if coupled with high global ris...

Global Monetary Tightening
			: Emerging Markets Debt Dynamics and Fiscal Crises

Global Monetary Tightening : Emerging Markets Debt Dynamics and Fiscal Crises »

Volume/Issue: 2014/215

Series: IMF Working Papers

Author(s): Julio Escolano , Christina Kolerus , and Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

DOI: http://dx.doi.org/10.5089/9781475584691.001

ISBN: 9781475584691

Keywords: Debt dynamics, sovereign debt crisis, unconventional, debt, bond, interest, Monetary Policy (Targets, Instruments, and Effects), International Lending and Debt Problems

This paper finds that tightening global financial conditions can worsen emerging economies' public debt dynamics through an increasing interest rate-growth differential, particularly if coupled with high global ris...