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Determinants of Financial Market Spillovers

Determinants of Financial Market Spillovers »

Source: Determinants of Financial Market Spillovers : The Role of Portfolio Diversification, Trade, Home Bias, and Concentration

Volume/Issue: 2014/187

Series: IMF Working Papers

Author(s): Yoko Shinagawa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2014

ISBN: 9781498365628

Keywords: Financial Spillover, Coordinated Portfolio Investment Survey (CPIS), Home Bias, portfolio investment, financial market, bond, bond markets, International Policy Coordination and Transmission, Portfolio Choice,

This paper defines financial market spillovers as the comovement between two countries' financial markets and analyzes financial market spillovers over the period 2001-12 through four channels: bilateral portfolio...

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions »

Source: The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

Volume/Issue: 2010/153

Series: IMF Working Papers

Author(s): Jiri Podpiera , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201365

Keywords: Large Complex Financial Institutions, dynamic panel data, CAMELS, vulnerability analysis, bond, autocorrelation, corporate bond, statistics, standard errors, Financial Institutions and Services: Government Policy and Regulation

This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly d...

IMF Executive Board Concludes 2009 Article IV Consultation with Norway

IMF Executive Board Concludes 2009 Article IV Consultation with Norway »

Source: Norway : Staff Report for the 2009 Article IV Consultation

Volume/Issue: 2010/24

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2010

ISBN: 9781451829839

Keywords: banking, banking system, financial system, bond, financial institutions

This paper presents the staff report for Norway's 2009 Article IV Consultation on economic developments and policies. Unemployment remains low, and key short-term indicators point to a continued recovery. Norway's...

Norway
			: Staff Report for the 2009 Article IV Consultation

Norway : Staff Report for the 2009 Article IV Consultation »

Volume/Issue: 2010/24

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2010

DOI: http://dx.doi.org/10.5089/9781451829839.002

ISBN: 9781451829839

Keywords: banking, banking system, financial system, bond, financial institutions

This paper presents the staff report for Norway's 2009 Article IV Consultation on economic developments and policies. Unemployment remains low, and key short-term indicators point to a continued recovery. Norway's...

Determinants of Financial Market Spillovers
			: The Role of Portfolio Diversification, Trade, Home Bias, and Concentration

Determinants of Financial Market Spillovers : The Role of Portfolio Diversification, Trade, Home Bias, and Concentration »

Volume/Issue: 2014/187

Series: IMF Working Papers

Author(s): Yoko Shinagawa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2014

DOI: http://dx.doi.org/10.5089/9781498365628.001

ISBN: 9781498365628

Keywords: Financial Spillover, Coordinated Portfolio Investment Survey (CPIS), Home Bias, portfolio investment, financial market, bond, bond markets, International Policy Coordination and Transmission, Portfolio Choice,

This paper defines financial market spillovers as the comovement between two countries' financial markets and analyzes financial market spillovers over the period 2001-12 through four channels: bilateral portfolio...

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis
			: Causes, Impacts, and Challenges

Procyclical Behavior of Institutional Investors During the Recent Financial Crisis : Causes, Impacts, and Challenges »

Volume/Issue: 2013/193

Series: IMF Working Papers

Author(s): Michael Papaioannou , Joonkyu Park , Jukka Pihlman , and Han Hoorn

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 11 September 2013

DOI: http://dx.doi.org/10.5089/9781484336083.001

ISBN: 9781484336083

Keywords: long-term investments, institutional investors, procyclicality, financial stability, financial system, financial markets, bonds, bond, Portfolio Choice,

This paper (i) provides evidence on the procyclical investment behavior of major institutional investors during the global financial crisis; (ii) identifies the main factors that could account for such behavior; (i...

Spillovers to and from the Nordic Economies
			: A Macroeconometric Model Based Analysis

Spillovers to and from the Nordic Economies : A Macroeconometric Model Based Analysis »

Volume/Issue: 2013/225

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 November 2013

DOI: http://dx.doi.org/10.5089/9781475514667.001

ISBN: 9781475514667

Keywords: Spillover analysis, Trade linkages, Financial linkages, External risks, Policy coordination, bond, domestic demand, world economy, stock market, financial market

This paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on a pair of estimated structural macroeconometric model...

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions »

Volume/Issue: 2010/153

Series: IMF Working Papers

Author(s): Jiri Podpiera , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201365.001

ISBN: 9781455201365

Keywords: Large Complex Financial Institutions, dynamic panel data, CAMELS, vulnerability analysis, bond, autocorrelation, corporate bond, statistics, standard errors, Financial Institutions and Services: Government Policy and Regulation

This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly d...

Norway

Norway »

Source: Norway : Staff Report for the 2009 Article IV Consultation

Volume/Issue: 2010/24

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2010

ISBN: 9781451829839

Keywords: banking, banking system, financial system, bond, financial institutions

This paper presents the staff report for Norway's 2009 Article IV Consultation on economic developments and policies. Unemployment remains low, and key short-term indicators point to a continued recovery. Norway's...

Norway: Staff Report for the 2009 Article IV Consultation—Informational Annex

Norway: Staff Report for the 2009 Article IV Consultation—Informational Annex »

Source: Norway : Staff Report for the 2009 Article IV Consultation

Volume/Issue: 2010/24

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 January 2010

ISBN: 9781451829839

Keywords: banking, banking system, financial system, bond, financial institutions

This paper presents the staff report for Norway's 2009 Article IV Consultation on economic developments and policies. Unemployment remains low, and key short-term indicators point to a continued recovery. Norway's...