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Czech Koruna and Polish Zloty

Czech Koruna and Polish Zloty »

Source: Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns

Volume/Issue: 2001/120

Series: IMF Working Papers

Author(s): Armando Méndez Morales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

ISBN: 9781451854275

Keywords: exchange rate, volatility, exchange rate volatility, bonds, bond, Financial Aspects of Economic Integration,

Exchange rate flexibility has facilitated an impressively fast insertion of the Czech koruna and the Polish zloty into the global currency market. However, exchange rate volatility patterns differ: Lower volatility...

Czech Koruna and Polish Zloty
			: Spot and Currency Option Volatility Patterns

Czech Koruna and Polish Zloty : Spot and Currency Option Volatility Patterns »

Volume/Issue: 2001/120

Series: IMF Working Papers

Author(s): Armando Méndez Morales

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2001

DOI: http://dx.doi.org/10.5089/9781451854275.001

ISBN: 9781451854275

Keywords: exchange rate, volatility, exchange rate volatility, bonds, bond, Financial Aspects of Economic Integration,

Exchange rate flexibility has facilitated an impressively fast insertion of the Czech koruna and the Polish zloty into the global currency market. However, exchange rate volatility patterns differ: Lower volatility...

Macrofinance Model of the Czech Economy
			: Asset Allocation Perspective

Macrofinance Model of the Czech Economy : Asset Allocation Perspective »

Volume/Issue: 2012/78

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

DOI: http://dx.doi.org/10.5089/9781475502305.001

ISBN: 9781475502305

Keywords: yield curve modeling, macrofinance modeling, vector auto-regression model, bond, bond yield, government bond, bond yields, correlation, Econometric Modeling: General,

The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine...

Resource Windfalls and Emerging Market Sovereign Bond Spreads
			: The Role of Political Institutions

Resource Windfalls and Emerging Market Sovereign Bond Spreads : The Role of Political Institutions »

Volume/Issue: 2010/179

Series: IMF Working Papers

Author(s): Rabah Arezki , and Markus Bruckner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

DOI: http://dx.doi.org/10.5089/9781455202133.001

ISBN: 9781455202133

Keywords: Sovereign Bond Spread, Political Institutions, sovereign bond, sovereign bonds, bond, bond spreads, bonds,

We examine the effect that revenue windfalls from international commodity price shocks have on sovereign bond spreads using panel data for 30 emerging market economies during the period 1997-2007. Our main finding...

Macrofinance Model of the Czech Economy

Macrofinance Model of the Czech Economy »

Source: Macrofinance Model of the Czech Economy : Asset Allocation Perspective

Volume/Issue: 2012/78

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502305

Keywords: yield curve modeling, macrofinance modeling, vector auto-regression model, bond, bond yield, government bond, bond yields, correlation, Econometric Modeling: General,

The paper developes a VAR macrofinance model of the Czech economy. It shows that yield misalignments from the yields implied by the macrofinance model partially determine subsequent yield changes over three to nine...

Resource Windfalls and Emerging Market Sovereign Bond Spreads

Resource Windfalls and Emerging Market Sovereign Bond Spreads »

Source: Resource Windfalls and Emerging Market Sovereign Bond Spreads : The Role of Political Institutions

Volume/Issue: 2010/179

Series: IMF Working Papers

Author(s): Rabah Arezki , and Markus Bruckner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455202133

Keywords: Sovereign Bond Spread, Political Institutions, sovereign bond, sovereign bonds, bond, bond spreads, bonds,

We examine the effect that revenue windfalls from international commodity price shocks have on sovereign bond spreads using panel data for 30 emerging market economies during the period 1997-2007. Our main finding...