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The Capital Markets of Emerging Europe

The Capital Markets of Emerging Europe »

Source: The Capital Markets of Emerging Europe : Institutions, Instruments and Investors

Volume/Issue: 2008/103

Series: IMF Working Papers

Author(s): Li Ong , and Silvia Iorgova

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

ISBN: 9781451869644

Keywords: Benchmarks, corporate governance and transparency, derivatives, institutional investors, stock markets, bond, stock exchange, stock market, stock markets. exchange,

Emerging European countries have made large strides in developing their local capital markets since the early-1990s. However, the rate of development has been widely disparate across countries and market segments,...

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Source: Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

The Cost of Private Debt Over the Credit Cycle

The Cost of Private Debt Over the Credit Cycle »

Source: The Cost of Private Debt Over the Credit Cycle

Volume/Issue: 2010/283

Series: IMF Working Papers

Author(s): Eugen Tereanu , Johanna Francis , and Dilek Aykut

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455210909

Keywords: debt flows, credit spreads, syndicated lending, credit cycles, bond, private debt, bonds, private debt flows, bond issuance, Global Outlook

We identify global and regional fluctuations in international private debt flows to emerging and developing countries using data on cross border loans and international bond issuance over 1993 -2009. We estimate th...

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...

Development of Financial Markets in Central Europe

Development of Financial Markets in Central Europe »

Source: Development of Financial Markets in Central Europe : the Case of the CE4 Countries

Volume/Issue: 2011/101

Series: IMF Working Papers

Author(s): Amat Adarov , and Robert Tchaidze

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455254323

Keywords: financial development, bond, bond market, private bond, financial markets, institutional development, Financial Institutions and Services: General, Slovakia,

Financial markets in the CE4 countries are still shallow compared to other advanced EU countries. While the government bond markets are comparable in size, measured by capitalization in percent of GDP, the private...

Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period - a Fortune or Misfortune?1

Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period - a Fortune or Misfortune?1 »

Source: Emerging Market Local Currency Bond Yields and Foreign Holdings in the Post-Lehman Period - a Fortune or Misfortune?

Volume/Issue: 2014/29

Series: IMF Working Papers

Author(s): Christian Ebeke , and Yinqiu Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 February 2014

ISBN: 9781484302859

Keywords: Foreign Holdings, Domestic Bonds, Yields, Volatility, bond, bond yields, bonds, government bond, bond yield, Time-Series Models

The paper shows that foreign holdings of local currency government bonds in emerging market countries (EMs) have reduced bond yields but have somewhat increased yield volatility in the post-Lehman period. Econometr...

A Financial Conditions Index for Poland

A Financial Conditions Index for Poland »

Source: A Financial Conditions Index for Poland

Volume/Issue: 2013/252

Series: IMF Working Papers

Author(s): Giang Ho , and Yinqiu Lu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 December 2013

ISBN: 9781475540642

Keywords: Financial conditions index, factor analysis, vector auto-regression, gdp growth, bond, bond yield, government bond yield, government bond, Forecasting and Simulation, Financial Markets and the Macroeconomy

This paper constructs a financial conditions index for Poland to explore the link between financial conditions and real economic activity. The index in constructed by applying two complementary approaches-factor an...

Global Financial Spillovers to Emerging Market Sovereign Bond Markets1

Global Financial Spillovers to Emerging Market Sovereign Bond Markets1 »

Source: Global Financial Spillovers to Emerging Market Sovereign Bond Markets

Volume/Issue: 2015/141

Series: IMF Working Papers

Author(s): Christian Ebeke , and Annette Kyobe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2015

ISBN: 9781513552750

Keywords: Financial shocks, EM bond markets, Non-linearity, markets, currency, bond, holdings,

Foreign holdings of emerging markets (EMs) government bonds have increased substantially over the last decade. While foreign participation in local-currency sovereign bond markets provides an additional source of f...

I Overview

I Overview »

Source: Sovereign Debt Structure for Crisis Prevention

Series: Occasional Papers

Author(s): Eduardo Borensztein , Olivier Jeanne , Paolo Mauro , Jeronimo Zettelmeyer , and Marcos Chamon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 January 2005

ISBN: 9781589063778

Keywords: bonds, bond, currency debt, indexation, indexed bonds

The way countries structure their public borrowing has long been considered an important determinant of economic performance. This topic has recently received renewed attention as a result of not only steep...

II Facts on Existing Public Debt Structures

II Facts on Existing Public Debt Structures »

Source: Sovereign Debt Structure for Crisis Prevention

Series: Occasional Papers

Author(s): Eduardo Borensztein , Olivier Jeanne , Paolo Mauro , Jeronimo Zettelmeyer , and Marcos Chamon

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 January 2005

ISBN: 9781589063778

Keywords: bonds, bond, currency debt, indexation, indexed bonds

Public debt in emerging market countries differs in several respects from that in advanced economies. First, average debt levels were traditionally equivalent to a lower share of GDP in emerging market count...