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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...

Does IMF Financing Result in Moral Hazard?

Does IMF Financing Result in Moral Hazard? »

Source: Does IMF Financing Result in Moral Hazard?

Volume/Issue: 2000/168

Series: IMF Working Papers

Author(s): Steven Phillips , and Timothy Lane

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2000

ISBN: 9781451858259

Keywords: IMF, bond, bonds, bond spreads, liquidity support

The view that the IMF’s financial support gives rise to moral hazard has become increasingly prominent in policy discussions, particularly following the 1995 Mexican crisis. This paper seeks to clarify a num...

Emerging Market Sovereign Bond Spreads

Emerging Market Sovereign Bond Spreads »

Source: Emerging Market Sovereign Bond Spreads : Estimation and Back-testing

Volume/Issue: 2012/212

Series: IMF Working Papers

Author(s): Fabio Comelli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505627

Keywords: Emerging economies, sovereign bond yield spreads, in-sample forecasts, bond, bond spreads, sovereign bond, bond spread, sovereign bonds,

We estimate sovereign bond spreads of 28 emerging economies over the period January 1998-December 2011 and test the ability of the model in generating accurate in-sample predictions for emerging economies bond spre...

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...

Determinants of Sovereign Bond Spreads in Emerging Markets

Determinants of Sovereign Bond Spreads in Emerging Markets »

Source: Determinants of Sovereign Bond Spreads in Emerging Markets : Local Fundamentals and Global Factors vs. Ever-Changing Misalignments

Volume/Issue: 2013/164

Series: IMF Working Papers

Author(s): Balazs Csonto , and Iryna Ivaschenko

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 July 2013

ISBN: 9781475573206

Keywords: Emerging market debt, spreads, misalignment, bond, bond spreads, emerging market bond, market bond, Asset Pricing,

We analyze the relationship between global and country-specific factors and emerging market debt spreads from three different angles. First, we aim to disentangle the effect of global and country-specific developme...

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...

Resource Windfalls and Emerging Market Sovereign Bond Spreads

Resource Windfalls and Emerging Market Sovereign Bond Spreads »

Source: Resource Windfalls and Emerging Market Sovereign Bond Spreads : The Role of Political Institutions

Volume/Issue: 2010/179

Series: IMF Working Papers

Author(s): Rabah Arezki , and Markus Bruckner

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2010

ISBN: 9781455202133

Keywords: Sovereign Bond Spread, Political Institutions, sovereign bond, sovereign bonds, bond, bond spreads, bonds,

We examine the effect that revenue windfalls from international commodity price shocks have on sovereign bond spreads using panel data for 30 emerging market economies during the period 1997-2007. Our main finding...

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...