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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...

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...

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

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

DOI: http://dx.doi.org/10.5089/9781484302859.001

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...

Policy Credibility and Sovereign Credit
			: The Case of New EU Member States

Policy Credibility and Sovereign Credit : The Case of New EU Member States »

Volume/Issue: 2007/1

Series: IMF Working Papers

Author(s): Manmohan Kumar , Jirí Jonáš , and David Hauner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2007

DOI: http://dx.doi.org/10.5089/9781451865653.001

ISBN: 9781451865653

Keywords: Policy credibility, credit spreads, sovereign ratings, new EU member states, foreign currency, inflation, bond, bonds, real interest rate, Eu New Member States

References to policy credibility, particularly with regard to fiscal policy, are ubiquitous in both economic literature and financial markets, even though it is not directly observable. The case of the EU new membe...

The Cost of Private Debt Over the Credit Cycle

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

DOI: http://dx.doi.org/10.5089/9781455210909.001

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...

The Impact of Macroeconomic Announcements on Emerging Market Bonds

The Impact of Macroeconomic Announcements on Emerging Market Bonds »

Volume/Issue: 2005/83

Series: IMF Working Papers

Author(s): Jochen Andritzky , Geoffrey Bannister , and Natalia Tamirisa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

DOI: http://dx.doi.org/10.5089/9781451861020.001

ISBN: 9781451861020

Keywords: Announcement, emerging market bonds, news, crisis, bond, equation, bonds, financial markets, anova,

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to rating actions and changes in global interest rates rather than domestic data and policy announceme...

The Role of Financial Institutions in the Transition to a Market Economy

The Role of Financial Institutions in the Transition to a Market Economy »

Volume/Issue: 1993/75

Series: IMF Working Papers

Author(s): Michael Spencer , and H. Blommestein

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1993

DOI: http://dx.doi.org/10.5089/9781451849653.001

ISBN: 9781451849653

Keywords: banking, bonds, financial institutions, stock exchange, banking sector

Financial institutions intermediate between savers and investors and contribute to corporate governance. Equity and bond markets in the former centrally planned economies are not yet in a position adequately to pro...

The Impact of Macroeconomic Announcements on Emerging Market Bonds

The Impact of Macroeconomic Announcements on Emerging Market Bonds »

Source: The Impact of Macroeconomic Announcements on Emerging Market Bonds

Volume/Issue: 2005/83

Series: IMF Working Papers

Author(s): Jochen Andritzky , Geoffrey Bannister , and Natalia Tamirisa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

ISBN: 9781451861020

Keywords: Announcement, emerging market bonds, news, crisis, bond, equation, bonds, financial markets, anova,

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to rating actions and changes in global interest rates rather than domestic data and policy announceme...