Search Results

You are looking at 1 - 6 of 6 items :

  • Keyword: market exchange rates x
Clear All Modify Search
Foreign Exchange Risk Regulation

Foreign Exchange Risk Regulation »

Source: Foreign Exchange Risk Regulation : Issues for Industrial and Developing Countries

Volume/Issue: 1994/141

Series: IMF Working Papers

Author(s): Philipp Hartmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1994

ISBN: 9781451928129

Keywords: foreign exchange, banking, exchange rate, foreign exchange market, capital adequacy

Capital adequacy regulations or quantity restrictions on bank portfolios put forward by the Basle Committee on Banking Supervision have virtually become an international standard of prudential regulation. Recent pr...

Crisis and Recovery

Crisis and Recovery »

Source: Crisis and Recovery : Role of the Exchange Rate Regime in Emerging Market Countries

Volume/Issue: 2010/242

Series: IMF Working Papers

Author(s): Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455209422

Keywords: Global financial crisis, fixed exchange rate, growth, emerging market economies, exchange rate regime, exchange rate, current account balance, terms of trade

This paper examines the role of the exchange rate regime in explaining how emerging market economies fared in the recent global financial crisis, particularly in terms of output losses and growth resilience. After...

Testing the Prebisch-Singer Hypothesis since 1650

Testing the Prebisch-Singer Hypothesis since 1650 »

Source: Testing the Prebisch-Singer Hypothesis since 1650 : Evidence from Panel Techniques that Allow for Multiple Breaks

Volume/Issue: 2013/180

Series: IMF Working Papers

Author(s): Rabah Arezki , Kaddour Hadri , Prakash Loungani , and Yao Rao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 August 2013

ISBN: 9781484341155

Keywords: Primary, commodities, Unit, root tests, Multiple, Structural breaks, Volatility, commodity markets, price fluctuations, transport costs

In this paper, we re-examine two important aspects of the dynamics of relative primary commodity prices, namely the secular trend and the short run volatility. To do so, we employ 25 series, some of them starting a...

Foreign Exchange Risk Regulation
			: Issues for Industrial and Developing Countries

Foreign Exchange Risk Regulation : Issues for Industrial and Developing Countries »

Volume/Issue: 1994/141

Series: IMF Working Papers

Author(s): Philipp Hartmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 1994

DOI: http://dx.doi.org/10.5089/9781451928129.001

ISBN: 9781451928129

Keywords: foreign exchange, banking, exchange rate, foreign exchange market, capital adequacy

Capital adequacy regulations or quantity restrictions on bank portfolios put forward by the Basle Committee on Banking Supervision have virtually become an international standard of prudential regulation. Recent pr...

Crisis and Recovery
			: Role of the Exchange Rate Regime in Emerging Market Countries

Crisis and Recovery : Role of the Exchange Rate Regime in Emerging Market Countries »

Volume/Issue: 2010/242

Series: IMF Working Papers

Author(s): Charalambos Tsangarides

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

DOI: http://dx.doi.org/10.5089/9781455209422.001

ISBN: 9781455209422

Keywords: Global financial crisis, fixed exchange rate, growth, emerging market economies, exchange rate regime, exchange rate, current account balance, terms of trade

This paper examines the role of the exchange rate regime in explaining how emerging market economies fared in the recent global financial crisis, particularly in terms of output losses and growth resilience. After...

Testing the Prebisch-Singer Hypothesis since 1650
			: Evidence from Panel Techniques that Allow for Multiple Breaks

Testing the Prebisch-Singer Hypothesis since 1650 : Evidence from Panel Techniques that Allow for Multiple Breaks »

Volume/Issue: 2013/180

Series: IMF Working Papers

Author(s): Rabah Arezki , Kaddour Hadri , Prakash Loungani , and Yao Rao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 August 2013

DOI: http://dx.doi.org/10.5089/9781484341155.001

ISBN: 9781484341155

Keywords: Primary, commodities, Unit, root tests, Multiple, Structural breaks, Volatility, commodity markets, price fluctuations, transport costs

In this paper, we re-examine two important aspects of the dynamics of relative primary commodity prices, namely the secular trend and the short run volatility. To do so, we employ 25 series, some of them starting a...