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The Effect of External Conditions on Growth in Latin America

The Effect of External Conditions on Growth in Latin America »

Source: The Effect of External Conditions on Growth in Latin America

Volume/Issue: 2007/176

Series: IMF Working Papers

Author(s): Jeronimo Zettelmeyer , and Pär Österholm

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

ISBN: 9781451867404

Keywords: Bayesian VAR, world growth, bond, bond spread,

This paper investigates the sensitivity of Latin American GDP growth to external developments using a Bayesian VAR model with informative steady-state priors. The model is estimated on quarterly data from 1994 to 2...

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...

Persistent Gaps, Volatility Types, and Default Traps

Persistent Gaps, Volatility Types, and Default Traps »

Source: Persistent Gaps, Volatility Types, and Default Traps

Volume/Issue: 2007/148

Series: IMF Working Papers

Author(s): Ana Fostel , Sandeep Kapur , and Luis Catão

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

ISBN: 9781451867121

Keywords: Sovereign Debt, Default, Country Spreads, Output Volatility and Persistence, bond, bonds, sovereign bond, bondholders, Sovereign Debt. Default,

We show that cross-country differences in the underlying volatility and persistence of macroeconomic shocks help explain two historical regularities in sovereign borrowing: the existence of "vicious" circles of bor...

International Pricing of Emerging Market Corporate Debt

International Pricing of Emerging Market Corporate Debt »

Source: International Pricing of Emerging Market Corporate Debt : Does the Corporate Matter?

Volume/Issue: 2010/26

Series: IMF Working Papers

Author(s): Sonja Keller , and Ashoka Mody

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

ISBN: 9781451962475

Keywords: Corporate bonds, bond spreads, Fama-French factors, equity returns, bonds, bond, General Financial Markets, Corporate Finance And Governance,

We examine risk spreads charged on corporate bonds placed by emerging market borrowers on international exchanges. While global developments have an important effect on spreads, changes in firm-level default risk a...

The Effect of External Conditions on Growth in Latin America

The Effect of External Conditions on Growth in Latin America »

Volume/Issue: 2007/176

Series: IMF Working Papers

Author(s): Jeronimo Zettelmeyer , and Pär Österholm

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2007

DOI: http://dx.doi.org/10.5089/9781451867404.001

ISBN: 9781451867404

Keywords: Bayesian VAR, world growth, bond, bond spread,

This paper investigates the sensitivity of Latin American GDP growth to external developments using a Bayesian VAR model with informative steady-state priors. The model is estimated on quarterly data from 1994 to 2...

Does Sdds Subscription Reduce Borrowing Costs for Emerging Market Economies

Does Sdds Subscription Reduce Borrowing Costs for Emerging Market Economies »

Source: Does Sdds Subscription Reduce Borrowing Costs for Emerging Market Economies

Volume/Issue: 2004/58

Series: IMF Working Papers

Author(s): John Cady

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

ISBN: 9781451847895

Keywords: Sovereign debt and yield spreads, data transparency, SDDS, bond, capital markets, international capital, bonds, International Monetary Arrangements and Institutions, International Lending and Debt Problems,

Does macroeconomic data transparency-as signaled by subscription to the IMF's Special Data Dissemination Standard (SDDS)-help reduce borrowing costs in private capital markets? This question is examined using detai...

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...

Persistent Gaps, Volatility Types, and Default Traps

Persistent Gaps, Volatility Types, and Default Traps »

Volume/Issue: 2007/148

Series: IMF Working Papers

Author(s): Ana Fostel , Sandeep Kapur , and Luis Catão

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2007

DOI: http://dx.doi.org/10.5089/9781451867121.001

ISBN: 9781451867121

Keywords: Sovereign Debt, Default, Country Spreads, Output Volatility and Persistence, bond, bonds, sovereign bond, bondholders, Sovereign Debt. Default,

We show that cross-country differences in the underlying volatility and persistence of macroeconomic shocks help explain two historical regularities in sovereign borrowing: the existence of "vicious" circles of bor...

International Pricing of Emerging Market Corporate Debt
			: Does the Corporate Matter?

International Pricing of Emerging Market Corporate Debt : Does the Corporate Matter? »

Volume/Issue: 2010/26

Series: IMF Working Papers

Author(s): Sonja Keller , and Ashoka Mody

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2010

DOI: http://dx.doi.org/10.5089/9781451962475.001

ISBN: 9781451962475

Keywords: Corporate bonds, bond spreads, Fama-French factors, equity returns, bonds, bond, General Financial Markets, Corporate Finance And Governance,

We examine risk spreads charged on corporate bonds placed by emerging market borrowers on international exchanges. While global developments have an important effect on spreads, changes in firm-level default risk a...

Does Sdds Subscription Reduce Borrowing Costs for Emerging Market Economies

Does Sdds Subscription Reduce Borrowing Costs for Emerging Market Economies »

Volume/Issue: 2004/58

Series: IMF Working Papers

Author(s): John Cady

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2004

DOI: http://dx.doi.org/10.5089/9781451847895.001

ISBN: 9781451847895

Keywords: Sovereign debt and yield spreads, data transparency, SDDS, bond, capital markets, international capital, bonds, International Monetary Arrangements and Institutions, International Lending and Debt Problems,

Does macroeconomic data transparency-as signaled by subscription to the IMF's Special Data Dissemination Standard (SDDS)-help reduce borrowing costs in private capital markets? This question is examined using detai...