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Nonresident Capital Flows and Volatility: Evidence from Malaysia's Local Currency Bond Market

Nonresident Capital Flows and Volatility: Evidence from Malaysia's Local Currency Bond Market »

Source: Nonresident Capital Flows and Volatility: Evidence from Malaysia's Local Currency Bond Market

Volume/Issue: 2019/23

Series: IMF Working Papers

Author(s): David Grigorian

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 January 2019

ISBN: 9781484393161

Keywords: Malaysia, Asia and Pacific, Debt markets, International financial markets, nonresident investors, volatility, Asset Pricing

Malaysia's local currency debt market is one of the most liquid public debt markets in the world. In recent years, the growing share of nonresident holders of debt has been a source of concern for policymakers as a...

Interview with Gita Gopinath: New Director of the Research Department

Interview with Gita Gopinath: New Director of the Research Department »

Source: IMF Research Perspectives : Spring-Summer 2019

Volume/Issue: 19/1

Series: IMF Research Bulletin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 June 2019

ISBN: 9781498320177

Keywords: Unemployment, Production, External sector, Goods, Services, misallocation, asset price, energy consumption, energy service, sub-Saharan Africa

The Spring-Summer 2019 issue of the IMF Research Perspectives explores how technology deals with old questions. Articles discuss the ways technological progress and the increased availability of data have helped in...

Technological Change and the Future of Work: The Impact of Africa and the G20

Technological Change and the Future of Work: The Impact of Africa and the G20 »

Source: IMF Research Perspectives : Spring-Summer 2019

Volume/Issue: 19/1

Series: IMF Research Bulletin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 June 2019

ISBN: 9781498320177

Keywords: Unemployment, Production, External sector, Goods, Services, misallocation, asset price, energy consumption, energy service, sub-Saharan Africa

The Spring-Summer 2019 issue of the IMF Research Perspectives explores how technology deals with old questions. Articles discuss the ways technological progress and the increased availability of data have helped in...

Is Misallocation Really Mismeasurement?: When Models Meet the Micro Data

Is Misallocation Really Mismeasurement?: When Models Meet the Micro Data »

Source: IMF Research Perspectives : Spring-Summer 2019

Volume/Issue: 19/1

Series: IMF Research Bulletin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 June 2019

ISBN: 9781498320177

Keywords: Unemployment, Production, External sector, Goods, Services, misallocation, asset price, energy consumption, energy service, sub-Saharan Africa

The Spring-Summer 2019 issue of the IMF Research Perspectives explores how technology deals with old questions. Articles discuss the ways technological progress and the increased availability of data have helped in...

The Power of Text: Measuring Sentiment in Financial Markets

The Power of Text: Measuring Sentiment in Financial Markets »

Source: IMF Research Perspectives : Spring-Summer 2019

Volume/Issue: 19/1

Series: IMF Research Bulletin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 June 2019

ISBN: 9781498320177

Keywords: Unemployment, Production, External sector, Goods, Services, misallocation, asset price, energy consumption, energy service, sub-Saharan Africa

The Spring-Summer 2019 issue of the IMF Research Perspectives explores how technology deals with old questions. Articles discuss the ways technological progress and the increased availability of data have helped in...

Our Commmon Energy Future: What Do 167 Years of Data Say?

Our Commmon Energy Future: What Do 167 Years of Data Say? »

Source: IMF Research Perspectives : Spring-Summer 2019

Volume/Issue: 19/1

Series: IMF Research Bulletin

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 June 2019

ISBN: 9781498320177

Keywords: Unemployment, Production, External sector, Goods, Services, misallocation, asset price, energy consumption, energy service, sub-Saharan Africa

The Spring-Summer 2019 issue of the IMF Research Perspectives explores how technology deals with old questions. Articles discuss the ways technological progress and the increased availability of data have helped in...

European Union Enlargement and Equity Markets in Accession Countries

European Union Enlargement and Equity Markets in Accession Countries »

Source: European Union Enlargement and Equity Markets in Accession Countries

Volume/Issue: 2005/182

Series: IMF Working Papers

Author(s): Richard Podpiera , and Tomás Dvorák

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2005

ISBN: 9781451862010

Keywords: asset pricing, international financial integration, EU enlargement, accession countries, stock prices, world market, market integration, stock price, Financial Aspects of Economic Integration,

The announcement of the European Union enlargement coincided with a dramatic rise in stock prices in accession countries. This paper investigates the hypothesis that the rise in stock prices was a result of the rep...

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...

On the First-Round Effects of International Food Price Shocks

On the First-Round Effects of International Food Price Shocks »

Source: On the First-Round Effects of International Food Price Shocks : the Role of the Asset Market Structure

Volume/Issue: 2015/33

Series: IMF Working Papers

Author(s): Rafael Portillo , and Luis-Felipe Zanna

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 February 2015

ISBN: 9781498333092

Keywords: Food Price Shocks, First-Round Effects, New-Keynesian Models, Asset Market Structure, food, price, market, prices, inflation, General

We develop a tractable small open-economy model to study the first-round effects of international food price shocks in developing countries. We define first-round effects as changes in headline inflation that, hold...

1. Overview of the Data Template

1. Overview of the Data Template »

Source: International Reserves and Foreign Currency Liquidity : Guidelines for a Data Template

Series: Manuals & Guides

Author(s): Anne Kester

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 October 2001

ISBN: 9781589060586

Keywords: foreign currency, reserve assets, foreign exchange, foreign currencies, strike price

1. International financial crises in the late 1990s underscored the importance of disseminating comprehensive information on countries’ international reserves and foreign currency liquidity...