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The Determinants of Corporate Risk in Emerging Markets

The Determinants of Corporate Risk in Emerging Markets »

Source: The Determinants of Corporate Risk in Emerging Markets : An Option-Adjusted Spread Analysis

Volume/Issue: 2007/228

Series: IMF Working Papers

Author(s): Eduardo Cavallo , and Patricio Valenzuela

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

ISBN: 9781451867923

Keywords: Corporate bond spreads, sovereign ceiling, default risk, emerging market, bond, sovereign risk, corporate bond, bond spreads,

This study explores the determinants of corporate bond spreads in emerging markets economies. Using a largely unexploited dataset, the paper finds that corporate bond spreads are determined by firm-specific variabl...

Belgium

Belgium »

Source: Belgium : Selected Issues Paper

Volume/Issue: 2012/56

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2012

ISBN: 9781475502398

Keywords: banking, banking sector, bond, government bond, bond spread

This Selected Issues Paper on Belgium provides an overview of the extent of trade and financial openness of Belgium and the links to particular countries. With an export-to-GDP ratio of 79 percent, Belgium belongs...

Belgium: Selected Issues Paper

Belgium: Selected Issues Paper »

Source: Belgium : Selected Issues Paper

Volume/Issue: 2012/56

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2012

ISBN: 9781475502398

Keywords: banking, banking sector, bond, government bond, bond spread

This Selected Issues Paper on Belgium provides an overview of the extent of trade and financial openness of Belgium and the links to particular countries. With an export-to-GDP ratio of 79 percent, Belgium belongs...

Belgium: Selected Issues Paper

Belgium: Selected Issues Paper »

Source: Belgium : Selected Issues Paper

Volume/Issue: 2012/56

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2012

ISBN: 9781475502398

Keywords: banking, banking sector, bond, government bond, bond spread

This Selected Issues Paper on Belgium provides an overview of the extent of trade and financial openness of Belgium and the links to particular countries. With an export-to-GDP ratio of 79 percent, Belgium belongs...

Banks and Monetary Shocks in Emerging Markets

Banks and Monetary Shocks in Emerging Markets »

Source: Banks and Monetary Shocks in Emerging Markets : How Far Can We Go with the "Credit View"?

Volume/Issue: 2000/68

Series: IMF Working Papers

Author(s): Luis Catão , and Sergio Rodriguez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451848984

Keywords: interest rate spreads, banking, bond, reserve requirements, bank deposits

This paper examines the propagation of monetary shocks in a two-good optimizing macromodel where domestic banking activity is costly and the non-tradable sector is highly dependent on domestic bank credit, as in mo...

Financial Spillovers to Chile

Financial Spillovers to Chile »

Source: Financial Spillovers to Chile

Volume/Issue: 2012/254

Series: IMF Working Papers

Author(s): Jiri Podpiera

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 October 2012

ISBN: 9781475552195

Keywords: Credit Spread, Interbank Market Spread, Financial Spillover, bond, interbank market, bond market, banking, banking sector, Asset Pricing,

This paper quantifies financial spillovers from global risk factors to banks' funding costs in Chile. It decomposes Chilean banks' bond and interbank spreads into domestic and external factors. The results suggest...

The Determinants of Corporate Risk in Emerging Markets
			: An Option-Adjusted Spread Analysis

The Determinants of Corporate Risk in Emerging Markets : An Option-Adjusted Spread Analysis »

Volume/Issue: 2007/228

Series: IMF Working Papers

Author(s): Eduardo Cavallo , and Patricio Valenzuela

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

DOI: http://dx.doi.org/10.5089/9781451867923.001

ISBN: 9781451867923

Keywords: Corporate bond spreads, sovereign ceiling, default risk, emerging market, bond, sovereign risk, corporate bond, bond spreads,

This study explores the determinants of corporate bond spreads in emerging markets economies. Using a largely unexploited dataset, the paper finds that corporate bond spreads are determined by firm-specific variabl...

Belgium
			: Selected Issues Paper

Belgium : Selected Issues Paper »

Volume/Issue: 2012/56

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 March 2012

DOI: http://dx.doi.org/10.5089/9781475502398.002

ISBN: 9781475502398

Keywords: banking, banking sector, bond, government bond, bond spread

This Selected Issues Paper on Belgium provides an overview of the extent of trade and financial openness of Belgium and the links to particular countries. With an export-to-GDP ratio of 79 percent, Belgium belongs...

Banks and Monetary Shocks in Emerging Markets
			: How Far Can We Go with the "Credit View"?

Banks and Monetary Shocks in Emerging Markets : How Far Can We Go with the "Credit View"? »

Volume/Issue: 2000/68

Series: IMF Working Papers

Author(s): Luis Catão , and Sergio Rodriguez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451848984.001

ISBN: 9781451848984

Keywords: interest rate spreads, banking, bond, reserve requirements, bank deposits

This paper examines the propagation of monetary shocks in a two-good optimizing macromodel where domestic banking activity is costly and the non-tradable sector is highly dependent on domestic bank credit, as in mo...

Financial Spillovers to Chile

Financial Spillovers to Chile »

Volume/Issue: 2012/254

Series: IMF Working Papers

Author(s): Jiri Podpiera

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 October 2012

DOI: http://dx.doi.org/10.5089/9781475552195.001

ISBN: 9781475552195

Keywords: Credit Spread, Interbank Market Spread, Financial Spillover, bond, interbank market, bond market, banking, banking sector, Asset Pricing,

This paper quantifies financial spillovers from global risk factors to banks' funding costs in Chile. It decomposes Chilean banks' bond and interbank spreads into domestic and external factors. The results suggest...