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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...

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...

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...

III Rendering Debt Structures Less Crisis Prone with Existing Instruments

III Rendering Debt Structures Less Crisis Prone with Existing Instruments »

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

Existing debt structures in emerging market countries seem to rely excessively on risky forms of debt—such as short-term and foreign-currency debt—which may amplify the economic cycle, increase the likelihoo...

IMF Executive Board Concludes 2012 Article IV Consultation with the Republic of Poland

IMF Executive Board Concludes 2012 Article IV Consultation with the Republic of Poland »

Source: Republic of Poland : Staff Report for the 2012 Article IV Consultation

Volume/Issue: 2012/162

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 July 2012

ISBN: 9781475506532

Keywords: bond, financial sector, bond market, bonds, corporate bond

This 2012 Article IV Consultation discusses that the economy of Poland fared well throughout the crisis. The growth was robust and well balanced in 2011. The banking sector remained profitable and well capitalized....

Republic of Poland
			: Selected Issues Paper

Republic of Poland : Selected Issues Paper »

Volume/Issue: 2014/174

Series: IMF Staff Country Reports

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 June 2014

DOI: http://dx.doi.org/10.5089/9781498367868.002

ISBN: 9781498367868

Keywords: foreign participation, bond, bonds, bond yields

This Selected Issues paper considers the case of Poland to analyze global financial spillovers to emerging market (EM) sovereign bond markets. Foreign holdings of Polish government bonds have increased substantiall...

Republic of Poland
			: Staff Report for the 2012 Article IV Consultation

Republic of Poland : Staff Report for the 2012 Article IV Consultation »

Volume/Issue: 2012/162

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 July 2012

DOI: http://dx.doi.org/10.5089/9781475506532.002

ISBN: 9781475506532

Keywords: bond, financial sector, bond market, bonds, corporate bond

This 2012 Article IV Consultation discusses that the economy of Poland fared well throughout the crisis. The growth was robust and well balanced in 2011. The banking sector remained profitable and well capitalized....

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...