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Investors' Risk Appetite and Global Financial Market Conditions

Investors' Risk Appetite and Global Financial Market Conditions »

Source: Investors' Risk Appetite and Global Financial Market Conditions

Volume/Issue: 2008/85

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

ISBN: 9781451869460

Keywords: volatility risk, default risk, risk appetite, financial markets, bond, global financial markets, bond spreads, financial market,

A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing countries during periods of financial stress in the last decade. The model ident...

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...

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Source: Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads1

The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads1 »

Source: The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads

Volume/Issue: 2013/93

Series: IMF Working Papers

Author(s): Nazim Belhocine , and Salvatore Dell'Erba

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2013

ISBN: 9781484382769

Keywords: sovereign spreads, emerging markets debt, external debt, sovereign bond, Financial Markets and the Macroeconomy, International Lending and Debt Problems, emerging markets debt.,

How do financial markets respond to concerns over debt sustainability and the level of public debt in emerging markets? We introduce a measure of debt sustainability – the difference between the debt stabili...

Investors' Risk Appetite and Global Financial Market Conditions

Investors' Risk Appetite and Global Financial Market Conditions »

Volume/Issue: 2008/85

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2008

DOI: http://dx.doi.org/10.5089/9781451869460.001

ISBN: 9781451869460

Keywords: volatility risk, default risk, risk appetite, financial markets, bond, global financial markets, bond spreads, financial market,

A structural vector autoregression model is developed to analyze the dynamics of bond spreads among a sample of mature and developing countries during periods of financial stress in the last decade. The model ident...

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...

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

DOI: http://dx.doi.org/10.5089/9781451875928.001

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads

The Impact of Debt Sustainability and the Level of Debt on Emerging Markets Spreads »

Volume/Issue: 2013/93

Series: IMF Working Papers

Author(s): Nazim Belhocine , and Salvatore Dell'Erba

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2013

DOI: http://dx.doi.org/10.5089/9781484382769.001

ISBN: 9781484382769

Keywords: sovereign spreads, emerging markets debt, external debt, sovereign bond, Financial Markets and the Macroeconomy, International Lending and Debt Problems, emerging markets debt.,

How do financial markets respond to concerns over debt sustainability and the level of public debt in emerging markets? We introduce a measure of debt sustainability – the difference between the debt stabili...