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Asia’s Stock Markets: Are There Crouching Tigers and Hidden Dragons?

Asia’s Stock Markets: Are There Crouching Tigers and Hidden Dragons? »

Source: Asia's Stock Markets : Are There Crouching Tigers and Hidden Dragons?

Volume/Issue: 2014/37

Series: IMF Working Papers

Author(s): Fabian Lipinsky , and Li Lian Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 February 2014

ISBN: 9781484320143

Keywords: arbitrage pricing theory, Asian financial crisis, fundamentals, global financial crisis, idiosyncratic factors, integration, IOSCO, securities regulation, stock market, stock pricing

Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of size and cross-border investment activity, the region's markets are reputed to be more 'idiosyn...

Bank Solvency and Funding Cost

Bank Solvency and Funding Cost »

Source: Bank Solvency and Funding Cost

Volume/Issue: 2016/64

Series: IMF Working Papers

Author(s): Christoph Aymanns , Carlos Caceres , Christina Daniel , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2016

ISBN: 9781513591131

Keywords: Solvency, funding cost, bank fundamentals, bank, banks, interest, capital, risk, General, All Countries,

Understanding the interaction between bank solvency and funding cost is a crucial pre-requisite for stress-testing. In this paper we study the sensitivity of bank funding cost to solvency measures while controlling...

Can Switching Between Inflationary Regimes Explain Fluctuations in Real Interest Rates?

Can Switching Between Inflationary Regimes Explain Fluctuations in Real Interest Rates? »

Source: Can Switching Between Inflationary Regimes Explain Fluctuations in Real Interest Rates?

Volume/Issue: 1997/131

Series: IMF Working Papers

Author(s): M. Bleaney

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1997

ISBN: 9781451855241

Keywords: interest rates, real interest rates, long-term interest rates, inflation rate, monetary economics

It has recently been suggested that allowing for switches between different inflationary regimes produces a much better fit for the Fisher relationship between interest rates and inflation, at least for U.S. data....

Explicit and Implicit Targets in Open Economies

Explicit and Implicit Targets in Open Economies »

Source: Explicit and Implicit Targets in Open Economies

Volume/Issue: 2005/176

Series: IMF Working Papers

Author(s): Silvia Sgherri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451861952

Keywords: Inflation targeting, interest rate rules, exchange rates, inflation, central bank, inflation targeting regime, Money and Interest Rates: General,

Under a flexible inflation targeting regime, should policymakers avoid any reaction to movements in the foreign exchange market? Using data for six advanced open economies explicitly targeting inflation, the paper...

Fixing the Fixings

Fixing the Fixings »

Source: Fixing the Fixings : What Road to a More Representative Money Market Benchmark?

Volume/Issue: 2013/131

Series: IMF Working Papers

Author(s): V. Brousseau , Alexandre Chailloux , and A. Durré

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 29 May 2013

ISBN: 9781484306772

Keywords: Libor, fixings, Unsecured Money Market, Benchmarking System, money market, derivative, hedging, interest rate derivatives, financial institutions, General

Interest rate derivatives on major currencies, with notional outstanding amounts adding up to hundreds of trillions, are mostly indexed on Libor and Euribor benchmarks, as are hundreds of billions in loans to enter...

From West to East

From West to East »

Source: From West to East : Estimating External Spillovers to Australia and New Zealand

Volume/Issue: 2011/120

Series: IMF Working Papers

Author(s): Yan Sun

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2011

ISBN: 9781455262434

Keywords: business cyles, sample period, small sample, statistically significant, interest rates, International Policy Coordination and Transmission,

This paper examines the size and source of external spillovers to Australia and New Zealand based on a structural vector autoregression (VAR) approach. It finds that during the last decade shocks from emerging Asia...

Household Debt, Consumption, and Monetary Policy in Australia1

Household Debt, Consumption, and Monetary Policy in Australia1 »

Source: Household Debt, Consumption, and Monetary Policy in Australia

Volume/Issue: 2019/76

Series: IMF Working Papers

Author(s): Elena Loukoianova , Yu Ching Wong , and Ioana Hussiada

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 April 2019

ISBN: 9781498303767

Keywords: Financial statistics, Interest rates on loans, Cost of living, Interest rate increases, Monetary transmission mechanism, household debt, consumption, household survey data, monetary policy, household

This paper discusses the evolution of the household debt in Australia and finds that while higher-income and higher-wealth households tend to have higher debt, lower-income households may become more vulnerable to...

Asia's Stock Markets
			: Are There Crouching Tigers and Hidden Dragons?

Asia's Stock Markets : Are There Crouching Tigers and Hidden Dragons? »

Volume/Issue: 2014/37

Series: IMF Working Papers

Author(s): Fabian Lipinsky , and Li Lian Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 26 February 2014

DOI: http://dx.doi.org/10.5089/9781484320143.001

ISBN: 9781484320143

Keywords: arbitrage pricing theory, Asian financial crisis, fundamentals, global financial crisis, idiosyncratic factors, integration, IOSCO, securities regulation, stock market, stock pricing

Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of size and cross-border investment activity, the region's markets are reputed to be more 'idiosyn...

Bank Solvency and Funding Cost

Bank Solvency and Funding Cost »

Volume/Issue: 2016/64

Series: IMF Working Papers

Author(s): Christoph Aymanns , Carlos Caceres , Christina Daniel , and Liliana Schumacher

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 March 2016

DOI: http://dx.doi.org/10.5089/9781513591131.001

ISBN: 9781513591131

Keywords: Solvency, funding cost, bank fundamentals, bank, banks, interest, capital, risk, General, All Countries,

Understanding the interaction between bank solvency and funding cost is a crucial pre-requisite for stress-testing. In this paper we study the sensitivity of bank funding cost to solvency measures while controlling...

Can Switching Between Inflationary Regimes Explain Fluctuations in Real Interest Rates?

Can Switching Between Inflationary Regimes Explain Fluctuations in Real Interest Rates? »

Volume/Issue: 1997/131

Series: IMF Working Papers

Author(s): M. Bleaney

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1997

DOI: http://dx.doi.org/10.5089/9781451855241.001

ISBN: 9781451855241

Keywords: interest rates, real interest rates, long-term interest rates, inflation rate, monetary economics

It has recently been suggested that allowing for switches between different inflationary regimes produces a much better fit for the Fisher relationship between interest rates and inflation, at least for U.S. data....