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The Corporation of Foreign Bondholders

The Corporation of Foreign Bondholders »

Source: The Corporation of Foreign Bondholders

Volume/Issue: 2003/107

Series: IMF Working Papers

Author(s): Paolo Mauro , and Yishay Yafeh

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2003

ISBN: 9781451853001

Keywords: foreign bondholders, bond finance, creditor coordination, bondholders, bonds, debt, creditors, creditor, Financial Aspects of Economic Integration, Economic History: Financial Markets and Institutions: General

This paper analyzes the Corporation of Foreign Bondholders (CFB), an association of British investors holding bonds issued by foreign governments. The CFB played a key role during the heyday of international bond f...

Emerging Market Bond Spreads and Sovereign Credit Ratings

Emerging Market Bond Spreads and Sovereign Credit Ratings »

Source: Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals

Volume/Issue: 2001/165

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451858051

Keywords: Bond spreads, monitoring, risk appetite, bond, bonds, emerging market bond, market bond, Financial Institutions and Services: General,

This paper uses a panel data estimation of a simple univariate model of sovereign spreads on ratings to analyze statistically significant deviations from the estimated relationship. We find evidence of an asymmetri...

Emerging Market Spreads

Emerging Market Spreads »

Source: Emerging Market Spreads : Then Versus Now

Volume/Issue: 2000/190

Series: IMF Working Papers

Author(s): Yishay Yafeh , Paolo Mauro , and Nathan Sussman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2000

ISBN: 9781451859652

Keywords: bond returns, international financial integration, brady bonds, bond, government bonds, bond yields

This paper analyzes yield spreads on sovereign debt issued by emerging markets using modern data from the 1990s and newly-collected historical data on debt traded in London during 1870–1913, a previous &#x20...

Turkey
			: Statistical Appendix

Turkey : Statistical Appendix »

Volume/Issue: 2002/138

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 July 2002

DOI: http://dx.doi.org/10.5089/9781451838114.002

ISBN: 9781451838114

Keywords: deposit money, expenditures, deposit money banks, expenditure, bonds, extrabudgetary funds, financial transactions, current expenditures, operating expenses, savings deposits

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...

Policy Responses to Capital Flows in Emerging Markets

Policy Responses to Capital Flows in Emerging Markets »

Volume/Issue: 2011/10

Series: Staff Discussion Notes

Author(s): Mahmood Pradhan , Ravi Balakrishnan , Reza Baqir , Geoffrey Heenan , Sylwia Nowak , Ceyda Oner , and Sanjaya Panth

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 April 2011

DOI: http://dx.doi.org/10.5089/9781463935122.006

ISBN: 9781463935122

Keywords: Emerging markets, Capital flows, Macroeconomic policies, Macroprudential policies, capital inflows, bond, bond yields, bonds,

Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief an...

Emerging Market Bond Spreads and Sovereign Credit Ratings
			: Reconciling Market Views with Economic Fundamentals

Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals »

Volume/Issue: 2001/165

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

DOI: http://dx.doi.org/10.5089/9781451858051.001

ISBN: 9781451858051

Keywords: Bond spreads, monitoring, risk appetite, bond, bonds, emerging market bond, market bond, Financial Institutions and Services: General,

This paper uses a panel data estimation of a simple univariate model of sovereign spreads on ratings to analyze statistically significant deviations from the estimated relationship. We find evidence of an asymmetri...

Emerging Market Spreads
			: Then Versus Now

Emerging Market Spreads : Then Versus Now »

Volume/Issue: 2000/190

Series: IMF Working Papers

Author(s): Yishay Yafeh , Paolo Mauro , and Nathan Sussman

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2000

DOI: http://dx.doi.org/10.5089/9781451859652.001

ISBN: 9781451859652

Keywords: bond returns, international financial integration, brady bonds, bond, government bonds, bond yields

This paper analyzes yield spreads on sovereign debt issued by emerging markets using modern data from the 1990s and newly-collected historical data on debt traded in London during 1870–1913, a previous &#x20...

Liquid Asset Ratios and Financial Sector Reform

Liquid Asset Ratios and Financial Sector Reform »

Volume/Issue: 1997/144

Series: IMF Working Papers

Author(s): Anne Gulde

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 1997

DOI: http://dx.doi.org/10.5089/9781451856408.001

ISBN: 9781451856408

Keywords: Banks, Banking Regulation, Central Bank Policy, liquid asset, banking, reserve requirement, financial sector, bonds

As a monetary, selective credit, and government debt-management instrument, a liquid asset ratio is generally inefficient and may introduce serious distortions. However, it may play a limited role as a prudential i...

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets »

Volume/Issue: 2009/147

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2009

DOI: http://dx.doi.org/10.5089/9781451872941.001

ISBN: 9781451872941

Keywords: bond pricing, macroeconomic news, survey data, news spillovers, high-frequency data, news, bond, emerging market bonds,

This study characterizes volatility dynamics in external emerging bond markets and examines how prices and volatility respond to news about macroeconomic fundamentals. As in mature bond markets, macroeconomic surpr...

Managing Public Debt and Its Financial Stability Implications

Managing Public Debt and Its Financial Stability Implications »

Volume/Issue: 2010/280

Series: IMF Working Papers

Author(s): Udaibir Das , Jay Surti , Faisal Ahmed , Michael Papaioannou , and Guilherme Pedras

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

DOI: http://dx.doi.org/10.5089/9781455210879.001

ISBN: 9781455210879

Keywords: Public Debt Structure, debt management, public debt, debt managers, bonds, Macroeconomic Aspects Of International Trade And Finance,

This paper explores the relationship between the level and management of public debt and financial stability, and explains the channels through which the two are interlinked. It suggests that the broader implicatio...