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Why Are Asset Markets Modeled Successfully, But not Their Dealers?

Why Are Asset Markets Modeled Successfully, But not Their Dealers? »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present?

Real Exchange Rates in Developing Countries: Are Balassa-Samuelson Effects Present? »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

The Internal Job Market of the IMF's Economist Program

The Internal Job Market of the IMF's Economist Program »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

Banking on Foreigners: The Behavior of International Bank Claims on Latin America, 1985–2000

Banking on Foreigners: The Behavior of International Bank Claims on Latin America, 1985–2000 »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

Assessing Early Warning Systems: How Have They Worked in Practice?

Assessing Early Warning Systems: How Have They Worked in Practice? »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

Does SDDS Subscription Reduce Borrowing Costs for Emerging Market Economies?

Does SDDS Subscription Reduce Borrowing Costs for Emerging Market Economies? »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

Domestic Debt Markets in Sub-Saharan Africa

Domestic Debt Markets in Sub-Saharan Africa »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

Volume 52 Index

Volume 52 Index »

Source: IMF Staff Papers, Volume 52, No. 3

Volume: 52

Series: IMF Staff Papers

Author(s): International Monetary Fund. Research Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 22 December 2005

ISBN: 9781589064751

Keywords: exchange rate, foreign exchange, exchange rates, asymmetric information, Foreign exchange market, Labor market, Algorithms, Asset Pricing, Computer Software, Debtor And Creditor

This last issue for 2005 comprises seven new papers, including a contribution to the journal's occasional Special Data Section about domestic debt markets in Sub-Saharan Africa, and also an in-depth look at the int...

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...

Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics

Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics »

Source: Sovereign Defaults, External Debt, and Real Exchange Rate Dynamics

Volume/Issue: 2016/37

Series: IMF Working Papers

Author(s): Tamon Asonuma

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2016

ISBN: 9781475597738

Keywords: Sovereign Defaults, External Debt, Real Exchange Rate, Currency Composition of Debt, Bond Spreads, exchange, default, exchange rate, defaults, International Lending and Debt Problems

Emerging countries experience real exchange rate depreciations around defaults. In this paper, we examine this observed pattern empirically and through the lens of a dynamic stochastic general equilibrium model. Th...