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Are emerging Asia's reserves really too high? / / Marta Ruiz-Arranz and Milan Zavadjil
Are emerging Asia's reserves really too high? / / Marta Ruiz-Arranz and Milan Zavadjil
Autore Ruiz-Arranz Marta
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.456095
Altri autori (Persone) ZavadjilMilan
Collana IMF Working Papers
IMF working paper
Soggetto topico Foreign exchange administration - Asia
Foreign exchange - Asia
Capital movements - Asia
Soggetto genere / forma Electronic books.
ISBN 1-4623-3662-0
1-4527-7632-6
1-4518-7050-7
9786612841439
1-282-84143-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Developments in Reserve Adequacy Indicators; Tables; 1. Volatilities of Capital Flows in Asia-Pacific Economies; Box 1: Why Scale Reserves by Gross External Liabilities?; III. An Insurance Model of Optimal Reserves; 2. Output Loss in Asian Crisis; 3. Interest Rate Spreads; 4. Estimated Sterilization Financing Costs; 5. Foreign Reserves Levels: Optimal Vs. Actual; IV. A Threshold Model of Spreads-Reserves Elasticity; 6. Thresholds in the Spreads-Reserves Relations; V. Conclusions
7. Threshold Estimates of the Elasticity of EMBI Spreads with Respect to International Reserves Traditional Indicators 8. Threshold Estimates of the Elasticity of EMBI Spreads with Respect to International Reserves New Indicators; Figures; 1. Reserves in U.S. dollar, 1990-2007; 2. Reserves in percent of GDP, 1990-2007; 3. Reserves in months of exports of goods and services, 1990-2007; 4. Reserves in percent of short-term debt, 1990-2007; 5. Reserves in percent of gross external liabilities, 1990-2007; 6. Asia Emerging Markets: External Liabilities, 1990-2006
7. Reserves in percent of broad money, 1990-2007 8. Reserves to Financial System Deposits, Equities, and Bonds, 1990-2005; 9. The Optimal Level of International Reserves, 2007; 10. Optimal vs. Actual Levels of International Reserves in Asia; 11. The Optimal Level of International Reserves and Traditional Reserve Adequacy Indicators; 12. International Reserves and Threshold Estimates; Appendix; A.1. Variable Definitions and Sources; A.2. Summary Statistics; References
Record Nr. UNINA-9910463629003321
Ruiz-Arranz Marta  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Are Emerging Asia’s Reserves Really Too High? / / Marta Ruiz-Arranz, Milan Zavadjil
Are Emerging Asia’s Reserves Really Too High? / / Marta Ruiz-Arranz, Milan Zavadjil
Autore Ruiz-Arranz Marta
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.456095
Altri autori (Persone) ZavadjilMilan
Collana IMF Working Papers
IMF working paper
Soggetto topico Foreign exchange administration - Asia
Foreign exchange - Asia
Capital movements - Asia
Banks and Banking
Exports and Imports
International Investment
Long-term Capital Movements
Monetary Policy
International Lending and Debt Problems
International economics
Banking
Capital flows
Sudden stops
External debt
Reserves accumulation
International reserves
Capital movements
Foreign exchange reserves
Debts, External
ISBN 1-4623-3662-0
1-4527-7632-6
1-4518-7050-7
9786612841439
1-282-84143-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Developments in Reserve Adequacy Indicators; Tables; 1. Volatilities of Capital Flows in Asia-Pacific Economies; Box 1: Why Scale Reserves by Gross External Liabilities?; III. An Insurance Model of Optimal Reserves; 2. Output Loss in Asian Crisis; 3. Interest Rate Spreads; 4. Estimated Sterilization Financing Costs; 5. Foreign Reserves Levels: Optimal Vs. Actual; IV. A Threshold Model of Spreads-Reserves Elasticity; 6. Thresholds in the Spreads-Reserves Relations; V. Conclusions
7. Threshold Estimates of the Elasticity of EMBI Spreads with Respect to International Reserves Traditional Indicators 8. Threshold Estimates of the Elasticity of EMBI Spreads with Respect to International Reserves New Indicators; Figures; 1. Reserves in U.S. dollar, 1990-2007; 2. Reserves in percent of GDP, 1990-2007; 3. Reserves in months of exports of goods and services, 1990-2007; 4. Reserves in percent of short-term debt, 1990-2007; 5. Reserves in percent of gross external liabilities, 1990-2007; 6. Asia Emerging Markets: External Liabilities, 1990-2006
7. Reserves in percent of broad money, 1990-2007 8. Reserves to Financial System Deposits, Equities, and Bonds, 1990-2005; 9. The Optimal Level of International Reserves, 2007; 10. Optimal vs. Actual Levels of International Reserves in Asia; 11. The Optimal Level of International Reserves and Traditional Reserve Adequacy Indicators; 12. International Reserves and Threshold Estimates; Appendix; A.1. Variable Definitions and Sources; A.2. Summary Statistics; References
Record Nr. UNINA-9910788232503321
Ruiz-Arranz Marta  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global volatility and forex returns in East Asia / / Sanjay Kalra
Global volatility and forex returns in East Asia / / Sanjay Kalra
Autore Kalra Sanjay
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (33 p.)
Disciplina 332.456095
Collana IMF working paper
Soggetto topico Foreign exchange rates - East Asia
Financial crises - East Asia
Soggetto genere / forma Electronic books.
ISBN 1-4623-6386-5
1-4527-5412-8
9786612841590
1-282-84159-9
1-4518-7066-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Methodology and Data; III. GARCH Models of East Asian Daily Forex Returns; IV. Empirical Results; A. Sensitivity of Forex Returns to Mature Equity Market Volatility; B. Conditional and Unconditional Volatility of Forex Returns:; C. Subsamples; V. Robustness; VI. Conclusions; Figures; 1. VIX and VDAX Indices; 2. Exchange Rates; 3. Daily Forex Returns; 4. Daily Squared Forex Returns; 5. FIX_AR(2)-GARCH(1,1) Models: Residuals; 6. VIX AR(2)-GARCH(1,1) Models: Squared Residuals; 7. Daily Conditional and Unconditional Volatilities: 2001-07
8. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-03Q29. Daily Conditional and Unconditional Volatilities: VIX Models, 2003Q3-07; 10. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-07; Tables; 1. Daily Foreign Exchange Return: Summary Statistics; 2. VIX and VDAX Indices: Summary Statistics; 3. Exchange Rates and Volatility Indices: Augmented Dickey-Fuller Test Statistics; 4. VAR Lag Order Selection Criteria; 5. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-07; 6. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-03Q2
7. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2003Q3-078. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-07; 9. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-03Q2; 10. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2003Q3-0; References
Record Nr. UNINA-9910463627103321
Kalra Sanjay  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Volatility and Forex Returns in East Asia / / Sanjay Kalra
Global Volatility and Forex Returns in East Asia / / Sanjay Kalra
Autore Kalra Sanjay
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (33 p.)
Disciplina 332.456095
Collana IMF Working Papers
IMF working paper
Soggetto topico Foreign exchange rates - East Asia
Financial crises - East Asia
Finance: General
Foreign Exchange
Money and Monetary Policy
International Financial Markets
General Financial Markets: General (includes Measurement and Data)
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
Currency
Foreign exchange
Finance
Monetary economics
Exchange rates
Currency markets
Stock markets
Currencies
Foreign exchange market
Stock exchanges
Money
ISBN 1-4623-6386-5
1-4527-5412-8
9786612841590
1-282-84159-9
1-4518-7066-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Methodology and Data; III. GARCH Models of East Asian Daily Forex Returns; IV. Empirical Results; A. Sensitivity of Forex Returns to Mature Equity Market Volatility; B. Conditional and Unconditional Volatility of Forex Returns:; C. Subsamples; V. Robustness; VI. Conclusions; Figures; 1. VIX and VDAX Indices; 2. Exchange Rates; 3. Daily Forex Returns; 4. Daily Squared Forex Returns; 5. FIX_AR(2)-GARCH(1,1) Models: Residuals; 6. VIX AR(2)-GARCH(1,1) Models: Squared Residuals; 7. Daily Conditional and Unconditional Volatilities: 2001-07
8. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-03Q29. Daily Conditional and Unconditional Volatilities: VIX Models, 2003Q3-07; 10. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-07; Tables; 1. Daily Foreign Exchange Return: Summary Statistics; 2. VIX and VDAX Indices: Summary Statistics; 3. Exchange Rates and Volatility Indices: Augmented Dickey-Fuller Test Statistics; 4. VAR Lag Order Selection Criteria; 5. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-07; 6. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-03Q2
7. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2003Q3-078. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-07; 9. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-03Q2; 10. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2003Q3-0; References
Record Nr. UNINA-9910788346303321
Kalra Sanjay  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui