Search Results

You are looking at 1 - 10 of 95 items

  • Keyword: standard deviation x
Clear All Modify Search
Currency Crises

Currency Crises »

Source: Currency Crises : In Search of Common Elements

Volume/Issue: 2000/67

Series: IMF Working Papers

Author(s): Ranil Salgado , Jahangir Aziz , and Francesco Caramazza

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451848892

Keywords: Currency Crises, outliers, banking crises, standard deviations, standard deviation

The paper seeks to identify common characteristics among a variety of macroeconomic and financial variables for a large sample of currency crises in industrial countries and emerging market economies. It covers cri...

Volatility and Predictability in National Stock Markets

Volatility and Predictability in National Stock Markets »

Source: Volatility and Predictability in National Stock Markets : How Do Emerging and Mature Markets Differ?

Volume/Issue: 1996/29

Series: IMF Working Papers

Author(s): Anthony Richards

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451844757

Keywords: emerging markets, predictability, autocorrelation, cointegration, standard deviation

This paper examines the evidence for the common assertion that the volatility of emerging stock markets has increased as a result of the liberalization of markets. A range of measures suggests that there has been n...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Philippines: Selected Issues

Philippines: Selected Issues »

Source: Philippines : Selected Issues

Volume/Issue: 2006/181

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 May 2006

ISBN: 9781451831375

Keywords: external debt, foreign currency, standard deviation, financial institutions

This Selected Issues paper on the Philippines reviews the diminished volatility of the Republic of Philippines bonds (RoPs), even through a period of extended turbulence cannot be attributed solely to the sanguine...

Tunisia

Tunisia »

Source: Tunisia : Selected Issues

Volume/Issue: 2007/319

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 September 2007

ISBN: 9781451837933

Keywords: inflation targeting, monetary policy, international monetary fund, standard deviation

This Selected Issues paper analyzes trends in Tunisian inflation. It computes measures of core inflation, and develops a simple framework for forecasting inflation. The paper econometrically estimates the degree of...

Tunisia: Selected Issues

Tunisia: Selected Issues »

Source: Tunisia : Selected Issues

Volume/Issue: 2007/319

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 September 2007

ISBN: 9781451837933

Keywords: inflation targeting, monetary policy, international monetary fund, standard deviation

This Selected Issues paper analyzes trends in Tunisian inflation. It computes measures of core inflation, and develops a simple framework for forecasting inflation. The paper econometrically estimates the degree of...

Mexico

Mexico »

Source: Mexico : Selected Issues

Volume/Issue: 2007/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 December 2007

ISBN: 9781451956061

Keywords: real output, business cycle, standard deviation, real interest, capital inflows

This Selected Issues paper analyzes external shocks and business cycle fluctuations in Mexico. The paper examines the relative importance of U.S. demand shocks-and other foreign disturbances-in explaining Mexican o...

Mexico: Selected Issues

Mexico: Selected Issues »

Source: Mexico : Selected Issues

Volume/Issue: 2007/378

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 December 2007

ISBN: 9781451956061

Keywords: real output, business cycle, standard deviation, real interest, capital inflows

This Selected Issues paper analyzes external shocks and business cycle fluctuations in Mexico. The paper examines the relative importance of U.S. demand shocks-and other foreign disturbances-in explaining Mexican o...