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Adopting Currency Convertibility

Adopting Currency Convertibility »

Source: Adopting Currency Convertibility : Experiences and Monetary Policy Considerations for Advanced Developing Countries

Volume/Issue: 1994/96

Series: IMF Working Papers

Author(s): Peter Quirk

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1994

ISBN: 9781451950052

Keywords: exchange rate, capital inflows, foreign exchange, domestic credit, capital movements

This paper analyses issues for developing countries with structurally sound balance of payments that are considering a move to full currency convertibility. The main experiences of industrial countries in their dec...

Bilateral Financial Linkages and Global Imbalances

Bilateral Financial Linkages and Global Imbalances »

Source: Bilateral Financial Linkages and Global Imbalances : a View on The Eve of the Financial Crisis

Volume/Issue: 2010/257

Series: IMF Working Papers

Author(s): Gian Milesi-Ferretti , Natalia Tamirisa , and Francesco Strobbe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2010

ISBN: 9781455209576

Keywords: International financial integration, claims, fdi, portfolio investment, foreign exchange reserves,

We present a novel and comprehensive dataset of bilateral gross and net external positions in various financial instruments for the main advanced and emerging economies and regions, designed to improve our understa...

Characteristics of the Euro, the Demand for Reserves, and Policy Coordination Under EMU

Characteristics of the Euro, the Demand for Reserves, and Policy Coordination Under EMU »

Source: Characteristics of the Euro, the Demand for Reserves, and Policy Coordination Under EMU

Volume/Issue: 1997/58

Series: IMF Working Papers

Author(s): Paul Masson , and Bart Turtelboom

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 1997

ISBN: 9781451847826

Keywords: inflation, monetary policy, monetary union, foreign exchange, inflation targeting

The success of European Economic and Monetary Union (EMU) will depend on the stability of the euro. The monetary policy framework is yet to be decided, but is likely to involve either money or inflation targeting....

The Curious Case of the Yen as a Safe Haven Currency: A Forensic Analysis

The Curious Case of the Yen as a Safe Haven Currency: A Forensic Analysis »

Source: The Curious Case of the Yen as a Safe Haven Currency : A Forensic Analysis

Volume/Issue: 2013/228

Series: IMF Working Papers

Author(s): Dennis Botman , Irineu de Carvalho Filho , and Waikei Lam

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 November 2013

ISBN: 9781475513424

Keywords: Safe Haven, Yen Volatility, Derivatives, exchange rate, foreign exchange, real exchange rate, exchange rates, exchange rate movements,

During risk-off episodes, the yen is a safe haven currency and on average appreciates against the U.S. dollar. We investigate the proximate causes of yen risk-off appreciations. We find that neither capital inflows...

Currency Composition and Foreign Exchange Reserves1

Currency Composition and Foreign Exchange Reserves1 »

Source: Currency Composition and Foreign Exchange Reserves

Volume/Issue: 1988/61

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 1988

ISBN: 9781451964844

Keywords: foreign exchange, exchange rate, exchange reserves, foreign exchange reserves, currency composition

This study examines the determinants of the currency composition of foreign exchange reserves for both industrial and developing countries. During the period from 1976-85, our empirical results indicate that the cu...

The Currency Composition of Foreign Exchange Reserves

The Currency Composition of Foreign Exchange Reserves »

Source: The Currency Composition of Foreign Exchange Reserves : Retrospect and Prospect

Volume/Issue: 2000/131

Series: IMF Working Papers

Author(s): Barry Eichengreen , and Donald Mathieson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2000

ISBN: 9781451855272

Keywords: International reserves, currency composition, foreign exchange, central banks, exchange reserves

This paper examines the determinants of the currency composition of international reserves. Our single most important finding is the striking stability over time of the relationship between the demand for reserves...

Currency Risk Premia in Global Stock Markets

Currency Risk Premia in Global Stock Markets »

Source: Currency Risk Premia in Global Stock Markets

Volume/Issue: 2006/194

Series: IMF Working Papers

Author(s): Matthew Merritt , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2006

ISBN: 9781451864540

Keywords: Arbitrage pricing theory, risk prices, asset pricing, exchange rate, currency risk, exchange risk, foreign exchange risk, International Finance Forecasting and Simulation,

Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedgi...

Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime

Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime »

Source: Foreign Exchange Hedging with Synthetic Options and the Interest Rate Defense of a Fixed Exchange Rate Regime

Volume/Issue: 1994/151

Series: IMF Working Papers

Author(s): Peter Garber , and Michael Spencer

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1994

ISBN: 9781451857009

Keywords: exchange rate, hedging, hedge, foreign exchange, fixed exchange rate

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...

Foreign Exchange Intervention in Developing and Transition Economies

Foreign Exchange Intervention in Developing and Transition Economies »

Source: Foreign Exchange Intervention in Developing and Transition Economies : Results of a Survey

Volume/Issue: 2003/95

Series: IMF Working Papers

Author(s): Jorge Canales Kriljenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2003

ISBN: 9781451851847

Keywords: foreign exchange market microstructure, foreign exchange net open positions, foreign exchange regulation, exchange rate, foreign exchange market, exchange rate regime, Financial Institutions and Services: Government Policy and Regulation,

Based on evidence obtained from the IMF's 2001 Survey on Foreign Exchange Market Organization, the author argues that, for several reasons, some central banks in developing and transition economies may be able to c...

Foreign Exchange Market Intervention and Domestic Monetary Control in Japan. 1973-19+L26389

Foreign Exchange Market Intervention and Domestic Monetary Control in Japan. 1973-19+L26389 »

Source: Foreign Exchange Market Intervention and Domestic Monetary Control in Japan. 1973-19+L26389

Volume/Issue: 1989/101

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 December 1989

ISBN: 9781451948479

Keywords: exchange rate, foreign exchange, monetary base, money supply, monetary authorities

The IMF Working Papers series is designed to make IMF staff research available to a wide audience. Almost 300 Working Papers are released each year, covering a wide range of theoretical and analytical topics, inclu...