Search Results

You are looking at 1 - 8 of 8 items :

  • Keyword: Bond markets x
  • Keywords: bonds x
Clear All Modify Search
The Impact of Macroeconomic Announcements on Emerging Market Bonds

The Impact of Macroeconomic Announcements on Emerging Market Bonds »

Source: The Impact of Macroeconomic Announcements on Emerging Market Bonds

Volume/Issue: 2005/83

Series: IMF Working Papers

Author(s): Jochen Andritzky , Geoffrey Bannister , and Natalia Tamirisa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

ISBN: 9781451861020

Keywords: Announcement, emerging market bonds, news, crisis, bond, equation, bonds, financial markets, anova,

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to rating actions and changes in global interest rates rather than domestic data and policy announceme...

Policy Responses to Capital Flows in Emerging Markets

Policy Responses to Capital Flows in Emerging Markets »

Source: 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

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...

Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets

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

Source: 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

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...

A Primer on Sovereign Debt Buybacks and Swaps

A Primer on Sovereign Debt Buybacks and Swaps »

Source: A Primer on Sovereign Debt Buybacks and Swaps

Volume/Issue: 2007/58

Series: IMF Working Papers

Author(s): Magdalena Polan , Parmeshwar Ramlogan , and Carlos Medeiros

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

ISBN: 9781451866223

Keywords: debt buybacks, debt swaps, net advantage, strategic benchmarks, bond, capital market, bonds, capital markets, domestic capital,

This paper sets forth some basic principles that could help debt managers in emerging market and other countries to plan and implement sovereign debt buyback and swap operations. It discusses the macroeconomic cont...

The Impact of Macroeconomic Announcements on Emerging Market Bonds

The Impact of Macroeconomic Announcements on Emerging Market Bonds »

Volume/Issue: 2005/83

Series: IMF Working Papers

Author(s): Jochen Andritzky , Geoffrey Bannister , and Natalia Tamirisa

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2005

DOI: http://dx.doi.org/10.5089/9781451861020.001

ISBN: 9781451861020

Keywords: Announcement, emerging market bonds, news, crisis, bond, equation, bonds, financial markets, anova,

This paper examines how emerging bond markets react to macroeconomic announcements. Global bond spreads respond to rating actions and changes in global interest rates rather than domestic data and policy announceme...

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...

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...

A Primer on Sovereign Debt Buybacks and Swaps

A Primer on Sovereign Debt Buybacks and Swaps »

Volume/Issue: 2007/58

Series: IMF Working Papers

Author(s): Magdalena Polan , Parmeshwar Ramlogan , and Carlos Medeiros

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2007

DOI: http://dx.doi.org/10.5089/9781451866223.001

ISBN: 9781451866223

Keywords: debt buybacks, debt swaps, net advantage, strategic benchmarks, bond, capital market, bonds, capital markets, domestic capital,

This paper sets forth some basic principles that could help debt managers in emerging market and other countries to plan and implement sovereign debt buyback and swap operations. It discusses the macroeconomic cont...