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Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia / / Benedict Clements, Herman Kamil
Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia / / Benedict Clements, Herman Kamil
Autore Clements Benedict
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (27 p.)
Altri autori (Persone) KamilHerman
Collana IMF Working Papers
Soggetto topico Capital movements
Foreign exchange rates - Econometric models
Exports and Imports
Foreign Exchange
Public Finance
Current Account Adjustment
Short-term Capital Movements
Contingent Pricing
Futures Pricing
option pricing
International Investment
Long-term Capital Movements
Social Security and Public Pensions
International economics
Currency
Foreign exchange
Pensions
Capital controls
Exchange rates
Capital flows
Capital inflows
Pension spending
Balance of payments
Expenditure
ISBN 1-4623-9513-9
1-4527-0164-4
1-282-84252-8
1-4518-7177-5
9786612842528
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Database and Stylized Facts on Capital Flows and Exchange Rates; A. Database; B. Capital Flows and Exchange Rates in the Pre-Controls Era; C. Capital Flows and Exchange Rates in the Controls Era; Tables; 1. Private Capital Flows Before and After Capital Controls; 1. Private Capital Flows Before and After Capital Controls; III. The Effectiveness of Capital Controls in Emerging Markets: Insights from Previous Research; IV. Empirical Methodology; A. The Effectiveness of Controls: Impact on Capital Flows
B. The Effectiveness of Controls: Evidence from Daily Exchange Rate Data V. Empirical Results; A. Controls and Capital Flows; 2. Impact of Capital Controls on Non-FDI Private Capital Flows; 3. Impact of Capital Controls on Foreign Borrowing and Drawdown of Residents' Bank Accounts Abroad; 4. Impact of Capital Controls on Portfolio Inflows; B. Controls and Exchange Rates; 5. Impact of Capital Controls on the Exchange Rate; Figures; VI. Conclusions and Suggestions for Future Research; References
Record Nr. UNINA-9910788347103321
Clements Benedict  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia / / Benedict Clements, Herman Kamil
Are Capital Controls Effective in the 21st Century? the Recent Experience of Colombia / / Benedict Clements, Herman Kamil
Autore Clements Benedict
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (27 p.)
Disciplina 332.0424
Altri autori (Persone) KamilHerman
Collana IMF Working Papers
Soggetto topico Capital movements
Foreign exchange rates - Econometric models
Balance of payments
Capital controls
Capital flows
Capital inflows
Contingent Pricing
Currency
Current Account Adjustment
Exchange rates
Expenditure
Exports and Imports
Foreign Exchange
Foreign exchange
Futures Pricing
International economics
International Investment
Long-term Capital Movements
Option pricing
Pension spending
Pensions
Public Finance
Short-term Capital Movements
Social Security and Public Pensions
ISBN 1-4623-9513-9
1-4527-0164-4
1-282-84252-8
1-4518-7177-5
9786612842528
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Database and Stylized Facts on Capital Flows and Exchange Rates; A. Database; B. Capital Flows and Exchange Rates in the Pre-Controls Era; C. Capital Flows and Exchange Rates in the Controls Era; Tables; 1. Private Capital Flows Before and After Capital Controls; 1. Private Capital Flows Before and After Capital Controls; III. The Effectiveness of Capital Controls in Emerging Markets: Insights from Previous Research; IV. Empirical Methodology; A. The Effectiveness of Controls: Impact on Capital Flows
B. The Effectiveness of Controls: Evidence from Daily Exchange Rate Data V. Empirical Results; A. Controls and Capital Flows; 2. Impact of Capital Controls on Non-FDI Private Capital Flows; 3. Impact of Capital Controls on Foreign Borrowing and Drawdown of Residents' Bank Accounts Abroad; 4. Impact of Capital Controls on Portfolio Inflows; B. Controls and Exchange Rates; 5. Impact of Capital Controls on the Exchange Rate; Figures; VI. Conclusions and Suggestions for Future Research; References
Record Nr. UNINA-9910817534203321
Clements Benedict  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
Autore Valencia Fabian
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (28 p.)
Altri autori (Persone) UedaKenichi
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central
Banks and banking
Banks and Banking
Finance: General
Inflation
Macroeconomics
Money and Monetary Policy
Optimization Techniques
Programming Models
Dynamic Analysis
Macroeconomics: Consumption
Saving
Wealth
Contingent Pricing
Futures Pricing
option pricing
Price Level
Deflation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
General Financial Markets: Government Policy and Regulation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banking
Finance
Monetary economics
Price stabilization
Financial sector stability
Credit
Prices
Government policy
Financial services industry
ISBN 1-4755-1163-9
1-4755-8117-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I: Introduction; II: Model Setup; III: Social Planner Benchmark; IV: Time inconsistency in a dual-mandate central bank; V: Separation of Objectives Achieves Social Optimum; VI: The role of political independence; A: Non-Independent Central Bank and Independent Macro-prudential Regulator; B: Non-Independent Macro-prudential Regulator and Independent Central Bank; VII: Welfare Comparisons; List of Tables; 1 Welfare Loss Across Institutional Arrangements; VIII: Conclusions; References; Appendices; I: Non-Independent Single Authority; II: Distortionary Macro-prudential Regulation
Record Nr. UNINA-9910779220703321
Valencia Fabian  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
Central Bank Independence and Macro-Prudential Regulation / / Fabian Valencia, Kenichi Ueda
Autore Valencia Fabian
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (28 p.)
Disciplina 332.1/52
Altri autori (Persone) UedaKenichi
Collana IMF Working Papers
IMF working paper
Soggetto topico Banks and banking, Central
Banks and banking
Banks and Banking
Finance: General
Inflation
Macroeconomics
Money and Monetary Policy
Optimization Techniques
Programming Models
Dynamic Analysis
Macroeconomics: Consumption
Saving
Wealth
Contingent Pricing
Futures Pricing
option pricing
Price Level
Deflation
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
General Financial Markets: Government Policy and Regulation
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Banking
Finance
Monetary economics
Price stabilization
Financial sector stability
Credit
Prices
Government policy
Financial services industry
Option pricing
ISBN 1-4755-1163-9
1-4755-8117-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I: Introduction; II: Model Setup; III: Social Planner Benchmark; IV: Time inconsistency in a dual-mandate central bank; V: Separation of Objectives Achieves Social Optimum; VI: The role of political independence; A: Non-Independent Central Bank and Independent Macro-prudential Regulator; B: Non-Independent Macro-prudential Regulator and Independent Central Bank; VII: Welfare Comparisons; List of Tables; 1 Welfare Loss Across Institutional Arrangements; VIII: Conclusions; References; Appendices; I: Non-Independent Single Authority; II: Distortionary Macro-prudential Regulation
Record Nr. UNINA-9910818620303321
Valencia Fabian  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai
Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai
Autore Wiener Zvi
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Altri autori (Persone) GalaiDan
Collana IMF Working Papers
Soggetto topico Credit - Mathematical models
Financial risk management
Banks and Banking
Foreign Exchange
Investments: Bonds
Money and Monetary Policy
Contingent Pricing
Futures Pricing
option pricing
International Financial Markets
Monetary Systems
Standards
Regimes
Government and the Monetary System
Payment Systems
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: General (includes Measurement and Data)
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Monetary economics
Currency
Foreign exchange
Financial services law & regulation
Investment & securities
Currencies
Exchange rates
Credit risk
Bonds
Credit
Money
Financial regulation and supervision
Financial institutions
ISBN 1-4623-2752-4
1-4527-1980-2
1-4518-7257-7
9786612843259
1-282-84325-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The Model; III. Numerical Examples and Illustrations; Tables; 1. The Euro-Denominated Debt Spread, Face Value, PD, and the Cost of Credit Risk as a Function of Correlations; IV. Credit Spreads and Modigliani and Miller Propositions; Figures; 1. Spreads on Foreign-Currency Bonds and Correlations; 2. Betas of Stocks and Foreign Currency Bonds for Various Correlations; 2. The Expected Return on Stock (yS) as a Function of the B/S Ratio; V. Implications and Conclusions; 3. The Expected Return on Stock yS as a Function of the B/S Ratio and Correlation Coefficient ρ
4. FE as a Function of FAppendixes; I. Determination of the Face Value of Debt in the Foreign Currency; 5. FE as a Function of F; II. Firm Value, Exchange Rates, and Inflation; References
Record Nr. UNINA-9910788334703321
Wiener Zvi  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai
Credit Risk Spreads in Local and Foreign Currencies / / Zvi Wiener, Dan Galai
Autore Wiener Zvi
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Disciplina 332.152
Altri autori (Persone) GalaiDan
Collana IMF Working Papers
Soggetto topico Credit - Mathematical models
Financial risk management
Banks and Banking
Bonds
Capital and Ownership Structure
Contingent Pricing
Credit risk
Credit
Currencies
Currency
Exchange rates
Financial institutions
Financial regulation and supervision
Financial Risk and Risk Management
Financial services law & regulation
Financing Policy
Foreign Exchange
Foreign exchange
Futures Pricing
General Financial Markets: General (includes Measurement and Data)
Goodwill
Government and the Monetary System
International Financial Markets
Investment & securities
Investments: Bonds
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Monetary Systems
Money and Monetary Policy
Money
Option pricing
Payment Systems
Regimes
Standards
Value of Firms
ISBN 1-4623-2752-4
1-4527-1980-2
1-4518-7257-7
9786612843259
1-282-84325-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The Model; III. Numerical Examples and Illustrations; Tables; 1. The Euro-Denominated Debt Spread, Face Value, PD, and the Cost of Credit Risk as a Function of Correlations; IV. Credit Spreads and Modigliani and Miller Propositions; Figures; 1. Spreads on Foreign-Currency Bonds and Correlations; 2. Betas of Stocks and Foreign Currency Bonds for Various Correlations; 2. The Expected Return on Stock (yS) as a Function of the B/S Ratio; V. Implications and Conclusions; 3. The Expected Return on Stock yS as a Function of the B/S Ratio and Correlation Coefficient ρ
4. FE as a Function of FAppendixes; I. Determination of the Face Value of Debt in the Foreign Currency; 5. FE as a Function of F; II. Firm Value, Exchange Rates, and Inflation; References
Record Nr. UNINA-9910817193103321
Wiener Zvi  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan
The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan
Autore Adelegan Olatundun Janet
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.63
332.63228
Collana IMF Working Papers
Soggetto topico Derivative securities - South Africa
Risk management - South Africa
Finance: General
Investments: Futures
Investments: Options
Foreign Exchange
General Financial Markets: General (includes Measurement and Data)
Contingent Pricing
Futures Pricing
option pricing
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Finance
Derivative markets
Futures
Options
Futures markets
Over-the-counter markets
Financial markets
Financial institutions
Derivative securities
Financial instruments
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-9910788227703321
Adelegan Olatundun Janet  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan
The Derivatives Market in South Africa : : Lessons for Sub-Saharan African Countries / / Olatundun Janet Adelegan
Autore Adelegan Olatundun Janet
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (36 p.)
Disciplina 332.63
332.63228
Collana IMF Working Papers
Soggetto topico Derivative securities - South Africa
Risk management - South Africa
Contingent Pricing
Derivative markets
Derivative securities
Finance
Finance: General
Financial institutions
Financial Instruments
Financial instruments
Financial markets
Foreign Exchange
Futures markets
Futures Pricing
Futures
General Financial Markets: General (includes Measurement and Data)
Institutional Investors
Investments: Futures
Investments: Options
Non-bank Financial Institutions
Option pricing
Options
Over-the-counter markets
Pension Funds
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-9910828555103321
Adelegan Olatundun Janet  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
Autore Loukoianova Elena
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (26 p.)
Altri autori (Persone) NeftciSalih
SharmaSunil
Collana IMF Working Papers
Soggetto topico Contingencies in finance
Hedging (Finance)
Lines of credit - Prices
Banks and Banking
Investments: Options
Money and Monetary Policy
Industries: Financial Services
Contingent Pricing
Futures Pricing
option pricing
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Simulation Methods
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Finance
Monetary economics
Banking
Financial services law & regulation
Lines of credit
Loans
Options
Credit
Financial institutions
Money
Credit risk
Financial regulation and supervision
Derivative securities
Banks and banking
Financial risk management
ISBN 1-4623-2762-1
1-4527-0777-4
1-283-51191-6
9786613824363
1-4519-0809-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References""
Record Nr. UNINA-9910788415603321
Loukoianova Elena  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
Pricing and Hedging of Contingent Credit Lines / / Elena Loukoianova, Salih Neftci, Sunil Sharma
Autore Loukoianova Elena
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (26 p.)
Altri autori (Persone) NeftciSalih
SharmaSunil
Collana IMF Working Papers
Soggetto topico Contingencies in finance
Hedging (Finance)
Lines of credit - Prices
Banking
Banks and Banking
Banks and banking
Banks
Capital and Ownership Structure
Contingent Pricing
Credit risk
Credit
Depository Institutions
Derivative securities
Finance
Financial institutions
Financial Instruments
Financial regulation and supervision
Financial Risk and Risk Management
Financial risk management
Financial services law & regulation
Financing Policy
Futures Pricing
Goodwill
Industries: Financial Services
Institutional Investors
Investments: Options
Lines of credit
Loans
Micro Finance Institutions
Monetary economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Money and Monetary Policy
Money
Mortgages
Non-bank Financial Institutions
Option pricing
Options
Pension Funds
Simulation Methods
Value of Firms
ISBN 1-4623-2762-1
1-4527-0777-4
1-283-51191-6
9786613824363
1-4519-0809-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. Introduction""; ""II. Market Practice""; ""III. Modeling a CCL""; ""IV. Replicating Portfolio""; ""V. Pricing""; ""A. Method 1""; ""B. Method 2""; ""VI. Hedging Issues""; ""VII. Concluding Remarks""; ""References""
Record Nr. UNINA-9910808811403321
Loukoianova Elena  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui