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Is there a novelty premium on new financial instruments? : the Argentine experience with GDP-indexed warrants / / Alejo Costa, Marcos Chamon, and Luca Antonio Ricci
| Is there a novelty premium on new financial instruments? : the Argentine experience with GDP-indexed warrants / / Alejo Costa, Marcos Chamon, and Luca Antonio Ricci |
| Autore | Costa Alejo |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) |
ChamonMarcos
RicciLuca Antonio |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico | Inflation-indexed bonds - Argentina - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-0333-1
1-4527-7633-4 1-282-84063-0 1-4518-6969-X 9786612840630 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Argentine GDP-Warrants; Tables; 1. Main Economic Indicators; Figures; 1. GDP Warrants - Currency Distribution; 2. Base Level GDP and GDP Growth; 2. GPD-Linked Unit: Outstanding Value, Units of Currency and Payments; III. Market Response; IV. Theoretical Value; 3. GDP Warrants - Market Price; A. Discount Rate; B. GDP; C. Inflation and the Exchange Rate; V. Main Baseline Results for the US GDP Warrant; 3. Baseline Assumptions; 4. US GDP Warrant Theoretical Values Using Random Sampling from 1981-2007 Residuals; A. Main Factors Behind Valuation Changes
5. US GDP Warrant Premiums Using Random Sampling from 1980-2007 ResidualsB. Comparisons with Investment Bank Valuations; 6. Factors Explaining Price Changes; 7. US GDP Warrant Theoretical Value Under Average Investment Bank Assumptions and Market Prices; 8. US GDP Warrant Premiums Using Average Investment Bank Assumptions; 9. US GDP Warrant Residual Premium Under Different Scenarios; VI. Other Valuation Exercises; A. Theoretical Values for the Arg GDP Warrant; 10. Arg GDP Warrant Using Random Sampling from 1981-2007 Residuals; B. Theoretical Values for the Euro GDP Warrant C. The Effect of Exchange Rates and Inflation11. Arg GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 12. Euro GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 13. Arg GDP Warrant Theoretical Values Robustness With Respect to Inflation; D. The Effect of Growth; 4. Sensitivity on 2007/2008 Baseline Growth +/- 1.5%; 5. Sensitivity on Convergence Year; E. The Effect of Uncertainty; F. Expected Value for the Remaining Maturity; 14a. Expected Cash Flows; 14b. Distribution of Expected Effective Maturity 15 Expected Theoretical Values for the Warrants Over TimeVII. Conclusions; Appendices; 1. Investors' Survey; 2. Discounting Cash Flows; References |
| Record Nr. | UNINA-9910464005803321 |
Costa Alejo
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants / / Luca Ricci, Marcos Chamon, Alejo Costa
| Is There a Novelty Premium on New Financial Instruments? The Argentine Experience with GDP-Indexed Warrants / / Luca Ricci, Marcos Chamon, Alejo Costa |
| Autore | Ricci Luca |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (42 p.) |
| Disciplina | 332.63232 |
| Altri autori (Persone) |
ChamonMarcos
CostaAlejo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Inflation-indexed bonds - Argentina - Econometric models
Banks and Banking Foreign Exchange Inflation Investments: General Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Deflation General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Monetary economics Macroeconomics Investment & securities Finance Currency Foreign exchange Currencies Securities Discount rates Exchange rates Money Prices Financial instruments Discount |
| ISBN |
1-4623-0333-1
1-4527-7633-4 1-282-84063-0 1-4518-6969-X 9786612840630 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Argentine GDP-Warrants; Tables; 1. Main Economic Indicators; Figures; 1. GDP Warrants - Currency Distribution; 2. Base Level GDP and GDP Growth; 2. GPD-Linked Unit: Outstanding Value, Units of Currency and Payments; III. Market Response; IV. Theoretical Value; 3. GDP Warrants - Market Price; A. Discount Rate; B. GDP; C. Inflation and the Exchange Rate; V. Main Baseline Results for the US GDP Warrant; 3. Baseline Assumptions; 4. US GDP Warrant Theoretical Values Using Random Sampling from 1981-2007 Residuals; A. Main Factors Behind Valuation Changes
5. US GDP Warrant Premiums Using Random Sampling from 1980-2007 ResidualsB. Comparisons with Investment Bank Valuations; 6. Factors Explaining Price Changes; 7. US GDP Warrant Theoretical Value Under Average Investment Bank Assumptions and Market Prices; 8. US GDP Warrant Premiums Using Average Investment Bank Assumptions; 9. US GDP Warrant Residual Premium Under Different Scenarios; VI. Other Valuation Exercises; A. Theoretical Values for the Arg GDP Warrant; 10. Arg GDP Warrant Using Random Sampling from 1981-2007 Residuals; B. Theoretical Values for the Euro GDP Warrant C. The Effect of Exchange Rates and Inflation11. Arg GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 12. Euro GDP Warrant Premiums Using Random Sampling from 1981-2007 Residuals; 13. Arg GDP Warrant Theoretical Values Robustness With Respect to Inflation; D. The Effect of Growth; 4. Sensitivity on 2007/2008 Baseline Growth +/- 1.5%; 5. Sensitivity on Convergence Year; E. The Effect of Uncertainty; F. Expected Value for the Remaining Maturity; 14a. Expected Cash Flows; 14b. Distribution of Expected Effective Maturity 15 Expected Theoretical Values for the Warrants Over TimeVII. Conclusions; Appendices; 1. Investors' Survey; 2. Discounting Cash Flows; References |
| Record Nr. | UNINA-9910788245603321 |
|
Ricci Luca
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The myth of post-reform income stagnation : evidence from Brazil and Mexico / / Irineu de Carvalho Filho and Marcos Chamon
| The myth of post-reform income stagnation : evidence from Brazil and Mexico / / Irineu de Carvalho Filho and Marcos Chamon |
| Autore | Carvalho Filho Irineu E (Irineu Evangelista), <1971-> |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (54 p.) |
| Disciplina | 339.20981 |
| Altri autori (Persone) | ChamonMarcos |
| Collana | IMF Working Paper |
| Soggetto topico |
Income - Brazil - Econometric models
Income - Mexico - Econometric models Consumer price indexes - Brazil - Econometric models Consumer price indexes - Mexico - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3864-X
1-4527-5008-4 1-4518-7055-8 1-282-84148-3 9786612841484 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Empirical Methodology; III. Brazil; A. Background on Economic Policy Changes; B. Data; C. Results; D. Evidence from Durable Goods Ownership and Anthropometrics; E. Food Consumption in the 1970's; IV. Mexico; A. Background on Economic Policy Changes; B. Data; C. Results; D. Evidence from Durable Goods Ownership and Anthropometrics; V. Discussion and Conclusion; Text Tables; 1. Descriptive Statistics for Brazil; 2. Regression Results for Brazil, Full Sample; 3. Annual Bias Estimates for Brazil Across Different Methods and Samples
4. Household Per Capita Expenditure and Net Income in Brazil 5. Anthropometric Measures for Children 0-60 Months Old in Brazil; 6. Brazil: Ownership of Durable Goods, and Sensitivity to Income; 7. Descriptive Statistics for Mexico; 8. Regression Results for Mexico, Pooled Sample; 9. Household Per Capita Expenditure and Net Income in Mexico: Headline And Corrected (in 2002 Pesos); 10. Anthropometric Measures for Children 0-60 Months Old in Mexico; 11. Mexico: Ownership for Durable Goods, and Sensitivity to Income; Text Figures; 1. Brazil: GDP Per Capita and Average Growth in Decade 2. Mexico: GDP Per Capita and Average Growth in Decade 3. Changes in Relative Prices in Brazil; 4. Non-Parametric Estimates of Relationship between Food Shares and Household Expenditure in Brazil; 5A. Estimated Bias in Brazil in 1987/88-1995/96 as a Function of CPI-Measured Real Expenditure in 1995/96; 5B. Estimated Bias in Brazil 1995/96-2002/03 as a Function of CPI-Measured Real Expenditure in 2002/03; 6A. Distribution of Expenditure in Brazil Deflated by the CPI: 87/88, 95/96 and 02/03 6B. Distribution of Expenditure in Brazil Deflated by the Estimated True Cost of Living Index: 97/88, 95/96 and 02/03 7A. Changes in Durable Goods Holdings in Brazil and Sensitivity to Income; 7B. Changes in Durable Goods Holdings in Brazil and Sensitivity to Income; 8. Evolution of the Food Budget Share in Brazil since in 1974/75-2002/03; 9. Changes in Relative Prices in Mexico; 10. Non-Parametric Estimates of Relationship Between Food Budget Shares And Household Expenditure in Mexico 11A. Estimated Bias in Mexico in 1984-1998 as a Function of CPI-Measured Real Expenditure in 1998 and Distribution of the Latter 11B. Estimated Bias in Mexico in 1998-2006 as a Function of CPI-Measured Real Expenditure in 2006 and Distribution of the Latter; 12. Estimated Cumulative Bias in Mexico Since 1984 Across Different Methods and Samples; 13A. Distribution of CPI-Measured Real Expenditure in Mexico; 13B. Distribution of Expenditure in Mexico Deflated by the Estimated True Cost of Living Index; 14A. Changes in Durable Goods Holdings in Mexico and Sensitivity to Income 14B. Changes in Durable Goods Holdings in Mexico and Sensitivity to Income |
| Record Nr. | UNINA-9910463607103321 |
|
Carvalho Filho Irineu E (Irineu Evangelista), <1971->
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Myth of Post-Reform Income Stagnation : : Evidence from Brazil and Mexico / / Irineu de Carvalho Filho, Marcos Chamon
| The Myth of Post-Reform Income Stagnation : : Evidence from Brazil and Mexico / / Irineu de Carvalho Filho, Marcos Chamon |
| Autore | de Carvalho Filho Irineu |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (54 p.) |
| Disciplina | 339.20981 |
| Altri autori (Persone) | ChamonMarcos |
| Collana | IMF Working Papers |
| Soggetto topico |
Income - Brazil - Econometric models
Income - Mexico - Econometric models Consumer price indexes - Brazil - Econometric models Consumer price indexes - Mexico - Econometric models Macroeconomics Public Finance National Government Expenditures and Related Policies: General Personal Income, Wealth, and Their Distributions Price Level Inflation Deflation Urban, Rural, and Regional Economics: Household Analysis: General Public finance & taxation Expenditure Personal income Consumer price indexes Public expenditure review Household consumption Expenditures, Public Income Price indexes Consumption Economics |
| ISBN |
1-4623-3864-X
1-4527-5008-4 1-4518-7055-8 1-282-84148-3 9786612841484 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Empirical Methodology; III. Brazil; A. Background on Economic Policy Changes; B. Data; C. Results; D. Evidence from Durable Goods Ownership and Anthropometrics; E. Food Consumption in the 1970's; IV. Mexico; A. Background on Economic Policy Changes; B. Data; C. Results; D. Evidence from Durable Goods Ownership and Anthropometrics; V. Discussion and Conclusion; Text Tables; 1. Descriptive Statistics for Brazil; 2. Regression Results for Brazil, Full Sample; 3. Annual Bias Estimates for Brazil Across Different Methods and Samples
4. Household Per Capita Expenditure and Net Income in Brazil 5. Anthropometric Measures for Children 0-60 Months Old in Brazil; 6. Brazil: Ownership of Durable Goods, and Sensitivity to Income; 7. Descriptive Statistics for Mexico; 8. Regression Results for Mexico, Pooled Sample; 9. Household Per Capita Expenditure and Net Income in Mexico: Headline And Corrected (in 2002 Pesos); 10. Anthropometric Measures for Children 0-60 Months Old in Mexico; 11. Mexico: Ownership for Durable Goods, and Sensitivity to Income; Text Figures; 1. Brazil: GDP Per Capita and Average Growth in Decade 2. Mexico: GDP Per Capita and Average Growth in Decade 3. Changes in Relative Prices in Brazil; 4. Non-Parametric Estimates of Relationship between Food Shares and Household Expenditure in Brazil; 5A. Estimated Bias in Brazil in 1987/88-1995/96 as a Function of CPI-Measured Real Expenditure in 1995/96; 5B. Estimated Bias in Brazil 1995/96-2002/03 as a Function of CPI-Measured Real Expenditure in 2002/03; 6A. Distribution of Expenditure in Brazil Deflated by the CPI: 87/88, 95/96 and 02/03 6B. Distribution of Expenditure in Brazil Deflated by the Estimated True Cost of Living Index: 97/88, 95/96 and 02/03 7A. Changes in Durable Goods Holdings in Brazil and Sensitivity to Income; 7B. Changes in Durable Goods Holdings in Brazil and Sensitivity to Income; 8. Evolution of the Food Budget Share in Brazil since in 1974/75-2002/03; 9. Changes in Relative Prices in Mexico; 10. Non-Parametric Estimates of Relationship Between Food Budget Shares And Household Expenditure in Mexico 11A. Estimated Bias in Mexico in 1984-1998 as a Function of CPI-Measured Real Expenditure in 1998 and Distribution of the Latter 11B. Estimated Bias in Mexico in 1998-2006 as a Function of CPI-Measured Real Expenditure in 2006 and Distribution of the Latter; 12. Estimated Cumulative Bias in Mexico Since 1984 Across Different Methods and Samples; 13A. Distribution of CPI-Measured Real Expenditure in Mexico; 13B. Distribution of Expenditure in Mexico Deflated by the Estimated True Cost of Living Index; 14A. Changes in Durable Goods Holdings in Mexico and Sensitivity to Income 14B. Changes in Durable Goods Holdings in Mexico and Sensitivity to Income |
| Record Nr. | UNINA-9910788231703321 |
|
de Carvalho Filho Irineu
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The myth of post-reform income stagnation in Brazil [[electronic resource] /] / prepared by Irineu de Carvalho Filho and Marcos Chamon
| The myth of post-reform income stagnation in Brazil [[electronic resource] /] / prepared by Irineu de Carvalho Filho and Marcos Chamon |
| Autore | Carvalho Filho Irineu E (Irineu Evangelista), <1971-> |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2006 |
| Descrizione fisica | 1 online resource (36 p.) |
| Altri autori (Persone) | ChamonMarcos |
| Collana | IMF working paper |
| Soggetto topico |
Inflation (Finance) - Brazil
Structural adjustment (Economic policy) - Brazil |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2860-1
1-4527-3197-7 1-283-51548-2 1-4519-0988-8 9786613827937 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EMPIRICAL METHODOLOGY""; ""III. DATA""; ""IV. RESULTS""; ""V. EVIDENCE FROM DURABLE GOODS OWNERSHIP AND ANTHROPOMETRICS""; ""VI. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910463965003321 |
|
Carvalho Filho Irineu E (Irineu Evangelista), <1971->
|
||
| [Washington, D.C.], : International Monetary Fund, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Myth of Post-Reform Income Stagnation in Brazil / / Irineu de Carvalho Filho, Marcos Chamon
| The Myth of Post-Reform Income Stagnation in Brazil / / Irineu de Carvalho Filho, Marcos Chamon |
| Autore | de Carvalho Filho Irineu |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (36 p.) |
| Altri autori (Persone) | ChamonMarcos |
| Collana | IMF Working Papers |
| Soggetto topico |
Inflation (Finance) - Brazil
Structural adjustment (Economic policy) - Brazil Macroeconomics Public Finance Consumer Economics: Empirical Analysis Measurement and Data on National Income and Product Accounts and Wealth Environmental Accounts Measurement and Analysis of Poverty Economic Development: General Economic Integration National Government Expenditures and Related Policies: General Personal Income, Wealth, and Their Distributions Price Level Inflation Deflation Urban, Rural, and Regional Economics: Household Analysis: General Public finance & taxation Expenditure Personal income Consumer price indexes Total expenditures Household consumption National accounts Prices Expenditures, Public Income Price indexes Consumption Economics |
| ISBN |
1-4623-2860-1
1-4527-3197-7 1-283-51548-2 1-4519-0988-8 9786613827937 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EMPIRICAL METHODOLOGY""; ""III. DATA""; ""IV. RESULTS""; ""V. EVIDENCE FROM DURABLE GOODS OWNERSHIP AND ANTHROPOMETRICS""; ""VI. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788405703321 |
|
de Carvalho Filho Irineu
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Trade Costs of Sovereign Debt Restructurings : : Does a Market-Friendly Approach Improve the Outcome? / / Tamon Asonuma, Marcos Chamon, Akira Sasahara
| Trade Costs of Sovereign Debt Restructurings : : Does a Market-Friendly Approach Improve the Outcome? / / Tamon Asonuma, Marcos Chamon, Akira Sasahara |
| Autore | Asonuma Tamon |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (58 pages) : illustrations |
| Altri autori (Persone) |
ChamonMarcos
SasaharaAkira |
| Collana | IMF Working Papers |
| Soggetto topico |
International trade - Costs
Debts, External Exports and Imports Financial Risk Management Foreign Exchange Empirical Studies of Trade International Lending and Debt Problems Open Economy Macroeconomics Debt Debt Management Sovereign Debt Trade: General International economics Finance Currency Foreign exchange Debt restructuring Exports Imports Real exchange rates Exchange rate arrangements Asset and liability management International trade |
| ISBN |
1-4755-5395-1
1-4755-5399-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155201903321 |
|
Asonuma Tamon
|
||
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||