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Bank Credit During the 2008 Financial Crisis

Bank Credit During the 2008 Financial Crisis »

Source: Bank Credit During the 2008 Financial Crisis : A Cross-Country Comparison

Volume/Issue: 2010/47

Series: IMF Working Papers

Author(s): Ari Aisen , and Michael Franken

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

ISBN: 9781451963120

Keywords: credit boom, bust cycles, money market, banking, banking system,

This paper empirically estimates the main determinants of bank credit growth during the 2008 financial crisis. Using a sample covering over 80 countries, this paper finds that larger bank credit booms prior to the...

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...

Financial Crises and the Composition of Cross-Border Lending*

Financial Crises and the Composition of Cross-Border Lending* »

Source: Financial Crises and the Composition of Cross-Border Lending

Volume/Issue: 2014/185

Series: IMF Working Papers

Author(s): Eugenio Cerutti , Galina Hale , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 October 2014

ISBN: 9781484361443

Keywords: syndicated loans, global financial crisis, BIS international banking statistics, Dealogic Loan Analytics, banking, bank assets, financial crisis, bank capital, General, Globalization: Finance,

We examine the composition and drivers of cross-border bank lending between 1995 and 2012, distinguishing between syndicated and non-syndicated loans. We show that on-balance sheet syndicated loan exposures account...

Fiscal Deficits and Inflation

Fiscal Deficits and Inflation »

Source: Fiscal Deficits and Inflation : A New Look at the Emerging Market Evidence

Volume/Issue: 2001/74

Series: IMF Working Papers

Author(s): Marco Terrones , and Luis Catão

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2001

ISBN: 9781451849592

Keywords: inflation tax, monetary fund, inflation rates, inflation rate, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General,

Empirical studies have had little success in finding a statistically significant relationship between fiscal deficits and inflation in broad cross-country panels. This paper provides new econometric estimates for a...

Fiscal Sustainability

Fiscal Sustainability »

Source: Fiscal Sustainability : A 21st Century Guide for the Perplexed

Volume/Issue: 2013/89

Series: IMF Working Papers

Author(s): Evan Tanner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 April 2013

ISBN: 9781484381991

Keywords: Intertemporal solvency, tax smoothing, debt stabilization, fiscal rule, stochastic simulation, fiscal adjustment, budget constraint, Deficit, Forecasts of Budgets, Deficits

This paper critically reviews recent work regarding the sustainability of public debt. It argues that Debt Sustainability Analyses (DSAs) should be more than mere mechanical simulation exercises. Instead, a DSA sho...

The Role of IMF Support in Crisis Prevention

The Role of IMF Support in Crisis Prevention »

Volume/Issue: 2006/75

Series: IMF Working Papers

Author(s): Uma Ramakrishnan , and Juan Zalduendo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2006

DOI: http://dx.doi.org/10.5089/9781451863352.001

ISBN: 9781451863352

Keywords: IMF financing, capital account crisis, cluster analysis, exchange rate, private capital flows, private capital, capital outflows, International Monetary Arrangements and Institutions, International Lending and Debt Problems, Economic History: Financial Markets and Institutions: General

This paper examines the role of IMF-supported programs in crisis prevention; specifically, whether, conditional on an episode of intense market pressures, IMF financial support helps prevent a capital account crisi...

Bank Credit During the 2008 Financial Crisis
			: A Cross-Country Comparison

Bank Credit During the 2008 Financial Crisis : A Cross-Country Comparison »

Volume/Issue: 2010/47

Series: IMF Working Papers

Author(s): Ari Aisen , and Michael Franken

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2010

DOI: http://dx.doi.org/10.5089/9781451963120.001

ISBN: 9781451963120

Keywords: credit boom, bust cycles, money market, banking, banking system,

This paper empirically estimates the main determinants of bank credit growth during the 2008 financial crisis. Using a sample covering over 80 countries, this paper finds that larger bank credit booms prior to the...

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...