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The cost of aggressive sovereign debt policies [[electronic resource] ] : how much is the private sector affected? / / prepared by Christoph Trebesch
| The cost of aggressive sovereign debt policies [[electronic resource] ] : how much is the private sector affected? / / prepared by Christoph Trebesch |
| Autore | Trebesch Christoph |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |
| Descrizione fisica | 1 online resource (37 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Debts, Public
Fiscal policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-6284-2
1-4527-0366-3 9786612842511 1-4518-7176-7 1-282-84251-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; A. Debt Crises and Private Sector Access to Credit; B. The Role of Cooperation and Policy Signals; III. Econometric Methodology; A. Previous Approaches; B. Estimated Model; C. Dependent Variable: Foreign Credit to the Private Sector; D. Measuring Crisis Episodes; IV. Data: The Index of Coerciveness; A. Composition of the Index; B. Coding of the Index; V. Estimation Issues: Controlling for Shocks, Politics and Fundamentals; VI. Discussion of Results; A. Main Results; B. Effects of Individual Coercive Policies; C. Robustness Analysis
VII. Concluding RemarksTables; 1. Emerging Market Countries Included in the Estimations; 2. List of Control Variables; 3. Effect of Aggressive Debt Policies on Total Amount Borrowed; 4. Default Effects and Aggressive Debt Policies During Default; 5. Effect of Individual Coercive Actions (9 Sub-Indicators); 6. Robustness Tests; References |
| Record Nr. | UNINA-9910464252803321 |
Trebesch Christoph
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The derivatives market in South Africa [[electronic resource] ] : lessons for Sub-Saharan African countries / / prepared by Olatundun Janet Adelegan
| The derivatives market in South Africa [[electronic resource] ] : lessons for Sub-Saharan African countries / / prepared by Olatundun Janet Adelegan |
| Autore | Adelegan Olatundun Janet |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina |
332.63
332.63228 |
| Collana | IMF working paper |
| Soggetto topico |
Derivative securities - South Africa
Risk management - South Africa |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-8199-5
1-4518-7343-3 1-4527-9143-0 9786612844041 1-282-84404-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Background; III. Current State of the Market; 1. South Africa: Share of Emerging Market Over-the-Counter Derivatives, 2007; 1. Trading Volume of Over-the-Counter Derivatives in South Africa, 2001-07; 2. South Africa: Trading Volume of Exchange-Based Traded Derivatives, 2007; 2. Trading Volume of Exchange Based Options and Future Contracts in South Africa, 2001-2008; 3. Change in Exchange-Based Derivatives in South Africa 2001-07; 4. Economic and Capital Market Growth Rates in South Africa, 2001-06
5. Notional Amount of the Exchange-Traded Derivatives in South Africa 6. Rankings in Ease of Doing Business, Protecting Investors, and Enforcing Contracts in Selected Sub-Saharan African Countries for 2008; IV. Current Issues Affecting the Future of the Market; V. Lessons for Countries of Sub-Saharan Africa from South Africa's Experience; VI. Conclusion; References; Footnotes |
| Record Nr. | UNINA-9910463996203321 |
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Adelegan Olatundun Janet
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Elements of optimal monetary policy committee design [[electronic resource] /] / Jérôme Vandenbussche
| Elements of optimal monetary policy committee design [[electronic resource] /] / Jérôme Vandenbussche |
| Autore | Vandenbussche Jérôme |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., c2006 |
| Descrizione fisica | 1 online resource (40 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Committees
Monetary policy - Decision making |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-0438-9
1-4527-1784-2 1-283-51502-4 9786613827470 1-4519-0990-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. A LARGE DIVERSITY OF MONETARY POLICY COMMITTEES""; ""III. NORMATIVE ISSUES IN MONETARY POLICY COMMITTEE DESIGN""; ""IV. PREFERENCE AGGREGATION IN MONETARY POLICY COMMITTEES""; ""V. BELIEF AGGREGATION IN MONETARY POLICY COMMITTEES""; ""VI. SUMMARY AND CONCLUSIONS""; ""VII. REFERENCES"" |
| Record Nr. | UNINA-9910464564403321 |
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Vandenbussche Jérôme
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Emerging market spread compression [[electronic resource] ] : is it real or is it liquidity? / / prepared by Kristian Hartelius, Kenichiro Kashiwase, and Laura E. Kodres
| Emerging market spread compression [[electronic resource] ] : is it real or is it liquidity? / / prepared by Kristian Hartelius, Kenichiro Kashiwase, and Laura E. Kodres |
| Autore | Hartelius Kristian |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 |
| Descrizione fisica | 1 online resource (38 p.) |
| Altri autori (Persone) |
KashiwaseKenichiro
KodresLaura E |
| Collana | IMF working paper |
| Soggetto topico |
Bonds - Developing countries - Econometric models
Liquidity (Economics) - Econometric models Credit ratings - Developing countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2352-9
1-4527-6624-X 1-282-44773-4 1-4519-1325-7 9786613820969 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Data; A. Variables; Emerging Market Bond Spreads; Tables; 1. Availability of EMBI and EMBI Global; Credit Ratings and Outlooks; Fed Funds Futures; Figures; 1. Changes in Sovereign Credit Ratings and Outlook: January 1991~February 2007; Volatility in the Fed Funds Futures Market; Volatility Index of S&P 500 (VIX); 2. Volatility of Fed Funds Futures Market and Emerging Market Bond Spread; B. Total Credit Rating-Outlook Index (CROI); Log Linearity Between the Spreads and Ratings; 3. VIX and Emerging Market Bond Spread
Construction of the Total Credit Rating-Outlook Index (CROI)4. Average vis-à-vis Estimated Bond Spreads on Long-Term Sovereign Credit Ratings; 2. Total Credit Rating-Outlook Index (CROI); III. Results; A. Basic Model; 5. Aggregate Fundamentals: Total Credit Rating-Outlook Index (CROI) vis-à-vis Long-Term Credit-Rating Index (LTCR); 3. Basic Model Results: CROI vs. LTCR, December 1991~February 2007; B. Extended Model with Volatility; 4. Extended Model Results: CROI vs. LTCR, January 1991~February 1997; C. Graphical Interpretation of the Models 6. Actual vs. Estimated Spreads Extended Model with CROI as FundamentalsD. Contributions to EMBI Spreads; 5. Determinants of Change in the EMBIG Spread, December 2002-February 2007; IV. Conclusions; Appendix; Appendix 1.A: A Procedure of Constructing the CROI; Appendix Figure; 1. Actual and Estimated Spreads: Extended Model with CROI as Fundamentals; References |
| Record Nr. | UNINA-9910464840003321 |
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Hartelius Kristian
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| Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial instruments to hedge commodity price risk for developing countries [[electronic resource] /] / prepared by Yinqiu Lu and Salih Neftci
| Financial instruments to hedge commodity price risk for developing countries [[electronic resource] /] / prepared by Yinqiu Lu and Salih Neftci |
| Autore | Lu Yinqiu |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | NeftciSalih N |
| Collana | IMF working paper |
| Soggetto topico |
Prices - Developing countries
Commercial products - Economic aspects - Developing countries Revenue - Developing countries Options (Finance) - Developing countries |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9718-2
1-4527-9450-2 1-4518-6868-5 9786612840395 1-282-84039-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Smooth fluctuations in Commodity Revenue Collections-Option Transactions; A. Plain Vanilla Options; Figures; 1. A Put Option Structure; B. Risk Reversals; Tables; 1. Prices of ATM Options; 2. Prices of 20 Percent OTM Options; 2. A Zero Premium Risk Reversal Structure; C. Barrier Option Structures; 3. Prices of the Up-and-Out Put Options: H=120; 3. A Knock-out Option; III. Smooth Borrowing Cost-A Structured Product; A. The Instrument; B. Intermediary; 4. The Structure of the New Instrument; C. Pricing; 5 The Involvement of Investment Bank as an Intermediary |
| Record Nr. | UNINA-9910464007703321 |
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Lu Yinqiu
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| Washington, D.C., : International Monetary Fund, Monetary and Capital Markets Dept., 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Global market conditions and systemic risk [[electronic resource] /] / prepared by Brenda González-Hermosillo and Heiko Hesse
| Global market conditions and systemic risk [[electronic resource] /] / prepared by Brenda González-Hermosillo and Heiko Hesse |
| Autore | González-Hermosillo Brenda |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |
| Descrizione fisica | 22 p. : ill |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF working paper |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463688603321 |
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González-Hermosillo Brenda
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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How the financial crisis affects pensions and insurance and why the impacts matter [[electronic resource] /] / prepared by Gregorio Impavido and Ian Tower
| How the financial crisis affects pensions and insurance and why the impacts matter [[electronic resource] /] / prepared by Gregorio Impavido and Ian Tower |
| Autore | Impavido Gregorio |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |
| Descrizione fisica | 1 online resource (58 p.) |
| Altri autori (Persone) | TowerIan |
| Collana | IMF working paper |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Pensions Insurance |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9411-6
1-4527-3997-8 1-4518-7298-4 1-282-84365-6 9786612843655 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. The Role of Pension Plans and Insurance Companies; III. Key Pensions and Insurance Characteristics; Figures; 1. Role of Financial Assets in Overall; 2. Assets in DB and DC Private Plans (OECD and Latin America); IV. The Nature of Assets and Liabilities; 3. Pension Assets as Percent of GDP in OECD Countries (2007); 4. Pension Assets as Percent of GDP in Latin American Countries (06/2008); 5. Asset Allocation of OECD Private Pension plans (2006); 6. Asset Allocation (average) of Latin American Pension Plans (06/2008); Boxes
1. Insurance Companies' Balance Sheets: The Importance of ALMV. Sources of Vulnerability; 2. Insurance Companies Accounting and Solvency Requirements; Asset shocks; 7. Pension Fund Returns in Selected OECD Countries (January-October 2008); Tables; 1. Asset Changes in Corporate Plans (Major Stock Indices); 8. Corporate Plan Assets in Major Stock Indices (January 2007-April 2009); 2. Asset Changes in Mandatory DC Plans; 3. Insurance Sector Announced Losses and Capital-raising to Date; 9. CDS Spreads in the Insurance Sector; 10. Bloomberg Insurance and Bank Indices; Liability shocks 4. Liability Changes in Corporate Plans (Major Stock Indices)11. Corporate Plan Liabilities in Major Stock Indices (January 2007-April 2009); VI. Risk Sharing and Transmission Channels to the Rest of the Economy; A. Pensions; 5. Funding Ratio Changes in Corporate Plans (Major Stock Indices); 12. Changes in Accounting Funding Levels of Corporate Plans of Major Stock Indices (January 2007-April 2009); 13. Funding Ratios of U.S. State and Local Plans; 6. Composition of Household Financial Balance Sheet in Select OECD; 7. 2008 Financial Crisis and Multi-funds in Latin America 14. Minimum Pension Guarantees 8. Public Debt, Pension Spending and Implicit Pension Debt for Thirty Five Low and Middle Income Countries for Various Years During the end-1990s and 2000; B. Insurance Companies; VII. Policy Conclusions; References; Annexes; I. Liability Valuation Rules in Select OECD Countries; II. "Simpler" Presentation of FAS 87 |
| Record Nr. | UNINA-9910464017503321 |
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Impavido Gregorio
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Hybrid inflation targeting regimes [[electronic resource] /] / prepared by Scott Roger, Jorge Restrepo, and Carlos Garcia
| Hybrid inflation targeting regimes [[electronic resource] /] / prepared by Scott Roger, Jorge Restrepo, and Carlos Garcia |
| Autore | Roger Scott |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |
| Descrizione fisica | 57 p. : ill |
| Altri autori (Persone) |
RestrepoJorge
GarcíaCarlos (García Brun) |
| Collana | IMF working paper |
| Soggetto topico |
Inflation (Finance)
Anti-inflationary policies |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7896-X
1-4527-4198-0 1-282-84435-0 1-4518-7381-6 9786612844355 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910463997703321 |
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Roger Scott
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Implementing inflation targeting [[electronic resource] ] : institutional arrangements, target design, and communications / / prepared by Geoffrey Heenan, Marcel Peter, and Scott Roger
| Implementing inflation targeting [[electronic resource] ] : institutional arrangements, target design, and communications / / prepared by Geoffrey Heenan, Marcel Peter, and Scott Roger |
| Autore | Heenan Geoffrey |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2006 |
| Descrizione fisica | 1 online resource (59 p.) |
| Altri autori (Persone) |
PeterMarcel
RogerScott |
| Collana | IMF working paper |
| Soggetto topico |
Anti-inflationary policies
Inflation (Finance) Monetary policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-8611-3
1-4527-1582-3 1-283-51598-9 1-4519-0991-8 9786613828439 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. OVERVIEW""; ""II. INSTITUTIONAL ARRANGEMENTS""; ""III. INFLATION TARGET DESIGN""; ""IV. MONETARY POLICY COMMUNICATIONS""; ""Appendix. The Inflation Report""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464346203321 |
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Heenan Geoffrey
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Integration of the securities market infrastructure in the European Union [[electronic resource] ] : policy and regulatory issues / / Elias Kazarian
| Integration of the securities market infrastructure in the European Union [[electronic resource] ] : policy and regulatory issues / / Elias Kazarian |
| Autore | Kazarian Elias G. <1957-> |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., c2006 |
| Descrizione fisica | 1 online resource (29 p.) |
| Collana | IMF working paper |
| Soggetto topico |
Securities industry - European Union countries
Securities - European Union countries |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2558-0
1-4527-2491-1 1-282-44842-0 1-4519-0954-3 9786613821614 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MAIN COMPONENTS OF SECURITIES MARKET INFRASTRUCTURE""; ""III. MAIN ECONOMIC FEATURES""; ""IV. INTEGRATION OF THE SECURITIES MARKET INFRASTRUCTURE IN EUROPE""; ""V. IMPACT OF INFRASTRUCTURE CONSOLIDATION""; ""VI. REGULATORY AND SUPERVISORY RESPONSE""; ""VII. AN ALTERNATIVE APPROACH: A TWO-TIER REGULATORY FRAMEWORK""; ""REFERENCE"" |
| Record Nr. | UNINA-9910464823603321 |
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Kazarian Elias G. <1957->
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| [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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