Search Results

You are looking at 1 - 10 of 14 items :

  • Keyword: Bond markets x
  • Middle East x
Clear All Modify Search
Are there Spillover Effects From Munis?

Are there Spillover Effects From Munis? »

Source: Are there Spillover Effects From Munis?

Volume/Issue: 2011/290

Series: IMF Working Papers

Author(s): Bertrand Candelon , Rabah Arezki , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

ISBN: 9781463927240

Keywords: bond, bond yields, municipal bond yields, bond market

This paper studies the spillover effects both within the bond markets for individual U.S. states and between the latter and the market for U.S. Treasury securities. We perform the Forbes and Rigobon (2002) spillove...

IFS Supplement on Monetary and Financial Statistics

IFS Supplement on Monetary and Financial Statistics »

Series: International Financial Statistics

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 September 2007

DOI: http://dx.doi.org/10.5089/9781451937107.041

ISBN: 9781451937107

Keywords: claims, financial derivatives, commercial banks, deposit rate, money market, financial corporations, foreign currency, money market rate, discount rate, financial assets

International Financial Statistics provides a complete library of continuously updated international statistics on all aspects of international and domestic finance. The monthly print edition contains over 1,000 pa...

IFS Supplement on Monetary and Financial Statistics, March 2007 Quarterly

IFS Supplement on Monetary and Financial Statistics, March 2007 Quarterly »

Series: International Financial Statistics

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

DOI: http://dx.doi.org/10.5089/9781451937039.041

ISBN: 9781451937039

Keywords: claims, financial derivatives, commercial banks, deposit rate, money market, financial corporations, foreign currency, money market rate, discount rate, financial assets

International Financial Statistics provides a complete library of continuously updated international statistics on all aspects of international and domestic finance. The monthly print edition contains over 1,000 pa...

Emerging Market Spread Compression

Emerging Market Spread Compression »

Source: Emerging Market Spread Compression : Is it Real or is it Liquidity?

Volume/Issue: 2008/10

Series: IMF Working Papers

Author(s): Laura Kodres , Kristian Hartelius , and Kenichiro Kashiwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

ISBN: 9781451868722

Keywords: Sovereign Spreads, Fundamentals, bond, bond spreads, market bond, emerging market bond, standard deviation,

Despite recent turmoil, spreads on emerging market countries' sovereign bonds have fallen dramatically since mid-2002. Some have attributed the fall to improved economic fundamentals while others to ample global li...

On the Determinants of First-Time Sovereign Bond Issues

On the Determinants of First-Time Sovereign Bond Issues »

Source: On the Determinants of First-Time Sovereign Bond Issues

Volume/Issue: 2003/184

Series: IMF Working Papers

Author(s): David Grigorian

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2003

ISBN: 9781451859386

Keywords: sovereign bonds, first-time market access, bond, bonds, bond issues, international capital markets, sovereign bond, International Lending and Debt Problems,

In recent years, the number of countries which have borrowed in international capital markets by issuing sovereign bonds has increased substantially. For these countries, capital market access meant a de facto ackn...

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets

Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets »

Source: Bank Rating Changes and Bank Stock Returns-Puzzling Evidence from the Emerging Markets

Volume/Issue: 1999/151

Series: IMF Working Papers

Author(s): Anthony Richards , and David Deddouche

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 1999

ISBN: 9781451857016

Keywords: Event Study, Rating Changes, Bank Stock Prices, bond, stock prices, stock market, bank stocks, stock returns

This paper examines the performance of emerging market bank stocks around the time of rating changes by major international agencies. The data suggest that downgrades on average have followed periods of negative cu...

Sovereign Credit Ratings Methodology

Sovereign Credit Ratings Methodology »

Source: Sovereign Credit Ratings Methodology : An Evaluation

Volume/Issue: 2002/170

Series: IMF Working Papers

Author(s): Ashok Bhatia

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

ISBN: 9781451858433

Keywords: early warning, risk, sovereign, vulnerability, bonds, bond, financial system, sovereign default, external debt, Market Structure and Pricing: General

This paper describes and evaluates the sovereign credit ratings methodologies of Standard & Poor's, Moody's Investors Service, and Fitch Ratings. A simple definition of ratings failure-based on ratings stability-is...

Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects

Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects »

Source: Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects

Volume/Issue: 2010/224

Series: IMF Working Papers

Author(s): Raphael Espinoza , and Ananthakrishnan Prasad

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455208890

Keywords: NPLs, macro-financial linkages, Gulf Cooperation Council, Stress-testing, banking, banking system, national bank, bond, financial system, Financial Markets and the Macroeconomy,

According to a dynamic panel estimated over 1995 - 2008 on around 80 banks in the GCC region, the NPL ratio worsens as economic growth becomes lower and interest rates and risk aversion increase. Our model implies...

Are there Spillover Effects From Munis?

Are there Spillover Effects From Munis? »

Volume/Issue: 2011/290

Series: IMF Working Papers

Author(s): Bertrand Candelon , Rabah Arezki , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2011

DOI: http://dx.doi.org/10.5089/9781463927240.001

ISBN: 9781463927240

Keywords: bond, bond yields, municipal bond yields, bond market

This paper studies the spillover effects both within the bond markets for individual U.S. states and between the latter and the market for U.S. Treasury securities. We perform the Forbes and Rigobon (2002) spillove...

Emerging Market Spread Compression
			: Is it Real or is it Liquidity?

Emerging Market Spread Compression : Is it Real or is it Liquidity? »

Volume/Issue: 2008/10

Series: IMF Working Papers

Author(s): Laura Kodres , Kristian Hartelius , and Kenichiro Kashiwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

DOI: http://dx.doi.org/10.5089/9781451868722.001

ISBN: 9781451868722

Keywords: Sovereign Spreads, Fundamentals, bond, bond spreads, market bond, emerging market bond, standard deviation,

Despite recent turmoil, spreads on emerging market countries' sovereign bonds have fallen dramatically since mid-2002. Some have attributed the fall to improved economic fundamentals while others to ample global li...