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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...

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...

The Relative Volatility of Commodity Prices

The Relative Volatility of Commodity Prices »

Source: The Relative Volatility of Commodity Prices : A Reappraisal

Volume/Issue: 2011/279

Series: IMF Working Papers

Author(s): Rabah Arezki , Daniel Lederman , and Hongyan Zhao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

ISBN: 9781463925963

Keywords: International Commodity Prices, Volatility, Manufactured Product Prices., commodity prices, foreign trade, standard deviations, international trade, standard deviation, Country and Industry Studies of Trade, Manufactured Product Prices,

This paper studies the volatility of commodity prices on the basis of a large dataset of monthly prices observed in international trade data from the United States over the period 2002 to 2011. The conventional wis...

The New Economy and Global Stock Returns

The New Economy and Global Stock Returns »

Source: The New Economy and Global Stock Returns

Volume/Issue: 2000/216

Series: IMF Working Papers

Author(s): Luis Catão , and Robin Brooks

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451875089

Keywords: Economic models, Stock markets, portfolio diversification, international financial integration, new economy, stock returns, stock market, equity markets, standard deviations, standard deviation

This paper revisits the relative importance of global versus country-specific factors underlying stock returns. It constructs a new firm level data set covering emerging and developed markets and estimates a simple...