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Pure Contagion and Investors Shifting Risk Appetite

Pure Contagion and Investors Shifting Risk Appetite »

Source: Pure Contagion and Investors Shifting Risk Appetite : Analytical Issues and Empirical Evidence

Volume/Issue: 2001/134

Series: IMF Working Papers

Author(s): Manmohan Kumar , and Avinash Persaud

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2001

ISBN: 9781451855609

Keywords: Risk aversion, contagion affects, financial crises, contagion, correlation, probability, currency crises, Financial Institutions and Services: General,

This paper discusses a "pure" form of financial contagion, unrelated to economic fundamentals - investors' shifting appetite for risk. It provides an analytical framework for identifying changes in investors' risk...

Pure Contagion and Investors Shifting Risk Appetite
			: Analytical Issues and Empirical Evidence

Pure Contagion and Investors Shifting Risk Appetite : Analytical Issues and Empirical Evidence »

Volume/Issue: 2001/134

Series: IMF Working Papers

Author(s): Manmohan Kumar , and Avinash Persaud

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2001

DOI: http://dx.doi.org/10.5089/9781451855609.001

ISBN: 9781451855609

Keywords: Risk aversion, contagion affects, financial crises, contagion, correlation, probability, currency crises, Financial Institutions and Services: General,

This paper discusses a "pure" form of financial contagion, unrelated to economic fundamentals - investors' shifting appetite for risk. It provides an analytical framework for identifying changes in investors' risk...

Short-Term Wholesale Funding and Systemic Risk

Short-Term Wholesale Funding and Systemic Risk »

Source: Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach

Volume/Issue: 2012/46

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

ISBN: 9781463936471

Keywords: Wholesale Funding, Macroprudential Regulation, recapitalization, financial system, contagion, Multiple or Simultaneous Equation Models: General, Financial Institutions and Services: General, General Financial Markets,

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex banks using the novel CoVaR approach. We find that short-term wholesale funding is a key determi...

Short-Term Wholesale Funding and Systemic Risk
			: A Global Covar Approach

Short-Term Wholesale Funding and Systemic Risk : A Global Covar Approach »

Volume/Issue: 2012/46

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2012

DOI: http://dx.doi.org/10.5089/9781463936471.001

ISBN: 9781463936471

Keywords: Wholesale Funding, Macroprudential Regulation, recapitalization, financial system, contagion, Multiple or Simultaneous Equation Models: General, Financial Institutions and Services: General, General Financial Markets,

In this paper we identify some of the main factors behind systemic risk in a set of international large-scale complex banks using the novel CoVaR approach. We find that short-term wholesale funding is a key determi...

Setting Up a Sovereign Wealth Fund

Setting Up a Sovereign Wealth Fund »

Source: Setting Up a Sovereign Wealth Fund : Some Policy and Operational Considerations

Volume/Issue: 2009/179

Series: IMF Working Papers

Author(s): Christian Mulder , Amadou Sy , Yinqiu Lu , and Udaibir Das

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

ISBN: 9781451873269

Keywords: Sovereign wealth fund, SWF&;amp;#x2019;s policy objective, central bank, monetary fund, balance of payments, currency composition, external debt, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General

This paper offers a policy and operational "roadmap" to policymakers considering setting up an SWF. It should also be of interest to policymakers in countries where SWFs are already in place, to review their existi...

Setting Up a Sovereign Wealth Fund
			: Some Policy and Operational Considerations

Setting Up a Sovereign Wealth Fund : Some Policy and Operational Considerations »

Volume/Issue: 2009/179

Series: IMF Working Papers

Author(s): Christian Mulder , Amadou Sy , Yinqiu Lu , and Udaibir Das

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2009

DOI: http://dx.doi.org/10.5089/9781451873269.001

ISBN: 9781451873269

Keywords: Sovereign wealth fund, SWF&;amp;#x2019;s policy objective, central bank, monetary fund, balance of payments, currency composition, external debt, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General

This paper offers a policy and operational "roadmap" to policymakers considering setting up an SWF. It should also be of interest to policymakers in countries where SWFs are already in place, to review their existi...