Government Debt in Emerging Market Countries : : A New Data Set / / Anastasia Guscina, Olivier Jeanne |
Autore | Guscina Anastasia |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | JeanneOlivier |
Collana | IMF Working Papers |
Soggetto topico |
Debts, Public - Econometric models
Debt - Econometric models Finance: General Inflation Money and Monetary Policy Public Finance Debt Debt Management Sovereign Debt General Financial Markets: General (includes Measurement and Data) Price Level Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Public finance & taxation Finance Macroeconomics Monetary economics Domestic debt Public debt Emerging and frontier financial markets Currencies Debts, Public Financial services industry Prices Money |
ISBN |
1-4623-5485-8
1-4527-4005-4 1-283-51469-9 1-4519-0892-X 9786613827142 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DESCRIPTION OF THE DATABASE""; ""III. DOMESTIC VERSUS INTERNATIONAL DEBT""; ""IV. THE STRUCTURE OF DOMESTIC DEBT""; ""V. MONETARY INSTABILITY AND DOMESTIC ORIGINAL SIN""; ""VI. CONCLUSION""; ""REFERENCES"" |
Record Nr. | UNINA-9910788402203321 |
Guscina Anastasia | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Government Debt in Emerging Market Countries : : A New Data Set / / Anastasia Guscina, Olivier Jeanne |
Autore | Guscina Anastasia |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | JeanneOlivier |
Collana | IMF Working Papers |
Soggetto topico |
Debts, Public - Econometric models
Debt - Econometric models Currencies Debt Management Debt Debts, Public Deflation Domestic debt Emerging and frontier financial markets Finance Finance: General Financial services industry General Financial Markets: General (includes Measurement and Data) Government and the Monetary System Inflation Macroeconomics Monetary economics Monetary Systems Money and Monetary Policy Money Payment Systems Price Level Prices Public debt Public finance & taxation Public Finance Regimes Sovereign Debt Standards |
ISBN |
1-4623-5485-8
1-4527-4005-4 1-283-51469-9 1-4519-0892-X 9786613827142 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DESCRIPTION OF THE DATABASE""; ""III. DOMESTIC VERSUS INTERNATIONAL DEBT""; ""IV. THE STRUCTURE OF DOMESTIC DEBT""; ""V. MONETARY INSTABILITY AND DOMESTIC ORIGINAL SIN""; ""VI. CONCLUSION""; ""REFERENCES"" |
Record Nr. | UNINA-9910817459103321 |
Guscina Anastasia | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Macro-hedging for commodity exporters [[electronic resource] /] / prepared by Eduardo Borensztein, Olivier Jeanne, Damiano Sandri |
Autore | Borensztein Eduardo |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., 2009 |
Descrizione fisica | 29 p. : ill |
Altri autori (Persone) |
JeanneOlivier
SandriDamiano |
Collana | IMF working paper |
Soggetto topico |
Hedging (Finance) - Econometric models
Futures - Econometric models Commodity futures - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-1439-2
9786612844300 1-4518-7376-X 1-282-84430-X 1-4527-1070-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463691103321 |
Borensztein Eduardo | ||
[Washington, D.C.], : International Monetary Fund, Research Dept., 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Macro-Hedging for Commodity Exporters / / Eduardo Borensztein, Damiano Sandri, Olivier Jeanne |
Autore | Borensztein Eduardo |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 29 p. : ill |
Altri autori (Persone) |
SandriDamiano
JeanneOlivier |
Collana | IMF Working Papers |
Soggetto topico |
Hedging (Finance) - Econometric models
Futures - Econometric models Commodity futures - Econometric models Banks and Banking Investments: Commodities Exports and Imports Macroeconomics Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill International Investment Long-term Capital Movements Aggregate Factor Income Distribution Macroeconomics: Consumption Saving Wealth Commodity Markets Financial services law & regulation International economics Investment & securities Hedging Foreign assets Income Consumption Commodities Financial risk management Investments, Foreign Economics Commercial products |
ISBN |
1-4623-1439-2
9786612844300 1-4518-7376-X 1-282-84430-X 1-4527-1070-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788224503321 |
Borensztein Eduardo | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Macro-Hedging for Commodity Exporters / / Eduardo Borensztein, Damiano Sandri, Olivier Jeanne |
Autore | Borensztein Eduardo |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 29 p. : ill |
Disciplina | 332.64;332.645 |
Altri autori (Persone) |
JeanneOlivier
SandriDamiano |
Collana | IMF Working Papers |
Soggetto topico |
Hedging (Finance) - Econometric models
Futures - Econometric models Commodity futures - Econometric models Aggregate Factor Income Distribution Banks and Banking Capital and Ownership Structure Commercial products Commodities Commodity Markets Consumption Economics Exports and Imports Financial Risk and Risk Management Financial risk management Financial services law & regulation Financing Policy Foreign assets Goodwill Hedging Income International economics International Investment Investment & securities Investments, Foreign Investments: Commodities Long-term Capital Movements Macroeconomics Macroeconomics: Consumption Saving Value of Firms Wealth |
ISBN |
1-4623-1439-2
9786612844300 1-4518-7376-X 1-282-84430-X 1-4527-1070-8 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Stylized facts -- III. The model -- A. No hedging -- B. Futures -- IV. The welfare gains from hedging -- A. Calibration -- B. Benchmark results -- C. Sensitivity analysis -- D. Welfare gains by commodity -- V. Extensions -- A. Options -- B. Default -- VI. Conclusion -- References -- Appendices -- I. Commodity price data -- II. Model with hedging -- III. Notes on numerical simulations -- IV. Maximum likelihood estimation -- Tables -- 1. Countries with 2002-2007 average of commodity net export share of non-commodity-GDP above 10 percent -- 2. Standard deviation of the detrended log of commodity exports and non-commodity GDP -- 3. Benchmark calibration -- 4. Calibration by commodity -- 5. Welfare gains from futures by commodity -- 6. Commodity price data from International Finance Statistics ... -- Figures -- 1. Average open interest and risk premium (NYMEX July 03 - May 09) -- 2. Welfare gains from consumption smoothing only -- 3. Full welfare gains -- 4. Consumption functions and target net foreign asset position -- 5. Dynamics of net foreign assets and consumption following the introduction of hedging -- 6. Welfare gains as a function of discount factor and growth rate -- 7. Welfare gains as a function of the shock persistency -- 8. Welfare gains as a function of the shock variance -- 9. Net foreign assets and welfare gains with options and futures contracts -- 10. Borrowing capacity, equilibrium net foreign assets and welfare gains with defaultable debt. |
Record Nr. | UNINA-9910826147303321 |
Borensztein Eduardo | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Optimal Level of International Reserves for Emerging Market Countries : : Formulas and Applications / / Romain Ranciere, Olivier Jeanne |
Autore | Ranciere Romain |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (35 p.) |
Altri autori (Persone) | JeanneOlivier |
Collana | IMF Working Papers |
Soggetto topico |
Balance of payments
Foreign exchange administration Exports and Imports Finance: General Foreign Exchange Macroeconomics Banks and Banking Current Account Adjustment Short-term Capital Movements International Investment Long-term Capital Movements International Lending and Debt Problems General Financial Markets: General (includes Measurement and Data) Macroeconomics: Consumption Saving Wealth Monetary Policy International economics Finance Currency Foreign exchange Banking Sudden stops External debt Emerging and frontier financial markets Exchange rate arrangements Consumption Reserve positions Central banks Reserves accumulation Financial markets Capital movements Debts, External Financial services industry Economics Foreign exchange reserves |
ISBN |
1-4623-3365-6
1-4527-5316-4 1-283-36412-3 9786613823564 1-4519-0942-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SUDDEN STOPS AND RESERVES: SOME FACTS""; ""III. THE MODEL""; ""IV. APPLICATIONS""; ""V. EXTENSIONS""; ""VI. CONCLUDING COMMENTS""; ""APPENDIX: COMPUTATIONS""; ""REFERENCES"" |
Record Nr. | UNINA-9910788412603321 |
Ranciere Romain | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Optimal Level of International Reserves for Emerging Market Countries : : Formulas and Applications / / Romain Ranciere, Olivier Jeanne |
Autore | Ranciere Romain |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (35 p.) |
Altri autori (Persone) | JeanneOlivier |
Collana | IMF Working Papers |
Soggetto topico |
Balance of payments
Foreign exchange administration Banking Banks and Banking Capital movements Central banks Consumption Currency Current Account Adjustment Debts, External Economics Emerging and frontier financial markets Exchange rate arrangements Exports and Imports External debt Finance Finance: General Financial markets Financial services industry Foreign exchange reserves Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) International economics International Investment International Lending and Debt Problems Long-term Capital Movements Macroeconomics Macroeconomics: Consumption Monetary Policy Reserve positions Reserves accumulation Saving Short-term Capital Movements Sudden stops Wealth |
ISBN |
1-4623-3365-6
1-4527-5316-4 1-283-36412-3 9786613823564 1-4519-0942-X |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SUDDEN STOPS AND RESERVES: SOME FACTS""; ""III. THE MODEL""; ""IV. APPLICATIONS""; ""V. EXTENSIONS""; ""VI. CONCLUDING COMMENTS""; ""APPENDIX: COMPUTATIONS""; ""REFERENCES"" |
Record Nr. | UNINA-9910814665103321 |
Ranciere Romain | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A Theory of International Crisis Lending and IMF Conditionality / / Jeromin Zettelmeyer, Jonathan Ostry, Olivier Jeanne |
Autore | Zettelmeyer Jeromin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (35 p.) |
Disciplina | 332.152 |
Altri autori (Persone) |
OstryJonathan
JeanneOlivier |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Financial crises - Prevention - Econometric models
Moral hazard - Econometric models Loans, Foreign - Econometric models Finance: General Financial Risk Management Political Economy Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Financial Crises Economic & financial crises & disasters Finance Political economy Crisis prevention Moral hazard Financial crises Crisis resolution Crisis management Financial risk management Economics |
ISBN |
1-4623-3359-1
1-4519-9938-0 1-282-84187-4 9786612841873 1-4518-7094-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. History; III. Literature; IV. A Theory of the IMF; A. Setup; B. Equilibrium Under Laissez-Faire; C. Equilibrium with IMF Crisis Lending; D. Moral Hazard in the Presence of IMF Crisis Lending; E. The Case for ex ante Conditionality; V. Discussion and Extensions; A. Incomplete Information and Imperfect Commitment by the IMF; B. Large versus Small Countries; C. Distortions Related to Domestic Political Economy; VI. Conclusion; References |
Record Nr. | UNINA-9910788344103321 |
Zettelmeyer Jeromin | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
A Theory of International Crisis Lending and IMF Conditionality / / Jeromin Zettelmeyer, Jonathan Ostry, Olivier Jeanne |
Autore | Zettelmeyer Jeromin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (35 p.) |
Disciplina | 332.152 |
Altri autori (Persone) |
JeanneOlivier
OstryJonathan |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Financial crises - Prevention - Econometric models
Moral hazard - Econometric models Loans, Foreign - Econometric models Crisis management Crisis prevention Crisis resolution Economic & financial crises & disasters Economics Finance Finance: General Financial Crises Financial crises Financial Institutions and Services: Government Policy and Regulation Financial Risk Management Financial risk management General Financial Markets: Government Policy and Regulation Moral hazard Political Economy Political economy |
ISBN |
1-4623-3359-1
1-4519-9938-0 1-282-84187-4 9786612841873 1-4518-7094-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. History; III. Literature; IV. A Theory of the IMF; A. Setup; B. Equilibrium Under Laissez-Faire; C. Equilibrium with IMF Crisis Lending; D. Moral Hazard in the Presence of IMF Crisis Lending; E. The Case for ex ante Conditionality; V. Discussion and Extensions; A. Incomplete Information and Imperfect Commitment by the IMF; B. Large versus Small Countries; C. Distortions Related to Domestic Political Economy; VI. Conclusion; References |
Record Nr. | UNINA-9910827363403321 |
Zettelmeyer Jeromin | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|