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Foreign reserve adequacy in Sub-Saharan Africa / / Paulo Drummond and Anubha Dhasmana ; authorized for distribution by Andrew Berg
| Foreign reserve adequacy in Sub-Saharan Africa / / Paulo Drummond and Anubha Dhasmana ; authorized for distribution by Andrew Berg |
| Autore | Drummond Paulo |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (38 p.) |
| Disciplina | 332.410967 |
| Altri autori (Persone) |
DhasmanaAnubha
BergAndrew |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange - Africa, Sub-Saharan - Econometric models
Bank reserves - Africa, Sub-Saharan - Econometric models Foreign exchange - Econometric models Bank reserves - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-5176-X
1-4527-3495-X 9786612841019 1-282-84101-7 1-4518-7008-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Foreign Reserves in sub-Saharan Africa; Figures; 1. Reserves in Months of Imports; Tables; 1. Comparisons of International Reserves Across Regions, 1995-07; III. Shocks Facing Sub-Saharan Africa; 3. Reserves to Short-Term Debt <2, 2007; 4. Frequency Distributions of Key Parameters; 5. Frequency Distributions of Key Parameters; 6. Response of Key Macro Economic Variables to a Large TOT Schock; 7. Response of Key Macroeconomic Variables to a Large Aid Shock; IV. Small Open Economy with Two Goods; V. Simulation Results
8. Optimal Reserve Behavior - Jeanne-Ranciere v.s. Two-Good9. Path of Consumption-Ranciere vs. Two-Good Model; 10. Optimal Reserve Behavior-Two Good Model with both TOT and Aid Shock [I]; 11. Optimal Reserve Behavior-Two Good Model with both TOT and Aid Shock [II]; 12. Actual Level of Reserves to GDP ratio for SSA countries; 13. Sensitivity of Optimal Reserves to Key Parameters; 14. Sensitivity of Optimal Reserves to Key Parameters; 15. Reserve Adequacy for African Countries Using Two-Good Model /1; VI. Conclusion; 16. Country Specific Application-Illustrative Examples. A1. Benchmark ParametersA2. Simulation Parameters for Countries; References; References |
| Record Nr. | UNINA-9910464014603321 |
Drummond Paulo
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Foreign Reserve Adequacy in Sub-Saharan Africa
| Foreign Reserve Adequacy in Sub-Saharan Africa |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (38 p.) |
| Disciplina | 332.410967 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange - Africa, Sub-Saharan - Econometric models
Bank reserves - Africa, Sub-Saharan - Econometric models Foreign exchange - Econometric models Bank reserves - Econometric models Banks and Banking Exports and Imports Macroeconomics Empirical Studies of Trade Macroeconomics: Consumption Saving Wealth Monetary Policy Foreign Aid International economics Banking Terms of trade Consumption International reserves Aid flows Trade balance Economic policy nternational cooperation Economics Foreign exchange reserves Economic assistance Balance of trade |
| ISBN |
1-4623-5176-X
1-4527-3495-X 9786612841019 1-282-84101-7 1-4518-7008-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Foreign Reserves in sub-Saharan Africa; Figures; 1. Reserves in Months of Imports; Tables; 1. Comparisons of International Reserves Across Regions, 1995-07; III. Shocks Facing Sub-Saharan Africa; 3. Reserves to Short-Term Debt <2, 2007; 4. Frequency Distributions of Key Parameters; 5. Frequency Distributions of Key Parameters; 6. Response of Key Macro Economic Variables to a Large TOT Schock; 7. Response of Key Macroeconomic Variables to a Large Aid Shock; IV. Small Open Economy with Two Goods; V. Simulation Results
8. Optimal Reserve Behavior - Jeanne-Ranciere v.s. Two-Good9. Path of Consumption-Ranciere vs. Two-Good Model; 10. Optimal Reserve Behavior-Two Good Model with both TOT and Aid Shock [I]; 11. Optimal Reserve Behavior-Two Good Model with both TOT and Aid Shock [II]; 12. Actual Level of Reserves to GDP ratio for SSA countries; 13. Sensitivity of Optimal Reserves to Key Parameters; 14. Sensitivity of Optimal Reserves to Key Parameters; 15. Reserve Adequacy for African Countries Using Two-Good Model /1; VI. Conclusion; 16. Country Specific Application-Illustrative Examples. A1. Benchmark ParametersA2. Simulation Parameters for Countries; References; References |
| Record Nr. | UNINA-9910788237903321 |
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The IMF's reserves template and nominal exchange rate volatility [[electronic resource] /] / prepared by John Cady and Jesus Gonzalez-Garcia
| The IMF's reserves template and nominal exchange rate volatility [[electronic resource] /] / prepared by John Cady and Jesus Gonzalez-Garcia |
| Autore | Cady John <1955-> |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2006 |
| Descrizione fisica | 1 online resource (24 p.) |
| Altri autori (Persone) | Gonzalez-GarciaJesus |
| Collana | IMF working paper |
| Soggetto topico |
Foreign exchange rates - Econometric models
Foreign exchange - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-6593-0
1-4527-4811-X 1-283-51511-3 9786613827562 1-4519-0987-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA AND ESTIMATION METHODOLOGY""; ""III. CONCLUSION""; ""APPENDIX I: DATA, MODEL SELECTION, AND ROBUSTNESS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464590603321 |
|
Cady John <1955->
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| [Washington, D.C.], : International Monetary Fund, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The IMF’s Reserves Template and Nominal Exchange Rate Volatility / / Jesus Gonzalez-Garcia, John Cady
| The IMF’s Reserves Template and Nominal Exchange Rate Volatility / / Jesus Gonzalez-Garcia, John Cady |
| Autore | Gonzalez-Garcia Jesus |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (24 p.) |
| Altri autori (Persone) | CadyJohn |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - Econometric models
Foreign exchange - Econometric models Exports and Imports Finance: General Foreign Exchange Data Transmission Systems Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Portfolio Choice Investment Decisions International Lending and Debt Problems Currency Foreign exchange Data capture & analysis Finance International economics Exchange rates Foreign currency liquidity Data dissemination Special Data Dissemination Standard (SDDS) Debt burden Data transmission systems Liquidity Economics Debts, External |
| ISBN |
1-4623-6593-0
1-4527-4811-X 1-283-51511-3 9786613827562 1-4519-0987-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA AND ESTIMATION METHODOLOGY""; ""III. CONCLUSION""; ""APPENDIX I: DATA, MODEL SELECTION, AND ROBUSTNESS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788404303321 |
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Gonzalez-Garcia Jesus
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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International reserves and self-insurance against external shocks / / Régis Barnichon ; authorized for distribution by Juan Zalduendo
| International reserves and self-insurance against external shocks / / Régis Barnichon ; authorized for distribution by Juan Zalduendo |
| Autore | Barnichon Régis |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.450724 |
| Altri autori (Persone) | ZalduendoJuan |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange - Econometric models
Capital movements - Econometric models Foreign exchange - Caribbean Area - Econometric models Capital movements - Caribbean Area - Econometric models Foreign exchange - Sahel - Econometric models Capital movements - Sahel - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3561-6
1-4527-3697-9 1-282-84100-9 1-4518-7007-8 9786612841002 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Natural Disasters in the Caribbean and the Sahel; A. Hurricanes in the Caribbean; B. Droughts in the Sahel; III. A model of optimal international reserves; A. The model; B. An approximated closed-form solution for the reserves-to-imports ratio:; IV. Calibration and Numerical Solution; A. Self-insurance against natural disasters; B. Self-insurance against terms of trade shocks; C. Self-insurance against natural disasters and terms of trade shocks; V. Conclusion; References; Appendix 1. List of Countries in Each Group |
| Record Nr. | UNINA-9910463603403321 |
|
Barnichon Régis
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Reserves and Self-Insurance against External Shocks / / Régis Barnichon
| International Reserves and Self-Insurance against External Shocks / / Régis Barnichon |
| Autore | Barnichon Régis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.450724 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange - Econometric models
Capital movements - Econometric models Foreign exchange - Caribbean Area - Econometric models Capital movements - Caribbean Area - Econometric models Foreign exchange - Sahel - Econometric models Capital movements - Sahel - Econometric models Banks and Banking Exports and Imports Natural Disasters Trade: General Climate Natural Disasters and Their Management Global Warming Empirical Studies of Trade Monetary Policy International economics Natural disasters Banking Exports Imports Terms of trade International reserves Economic policy nternational cooperation Foreign exchange reserves |
| ISBN |
1-4623-3561-6
1-4527-3697-9 1-282-84100-9 1-4518-7007-8 9786612841002 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Natural Disasters in the Caribbean and the Sahel; A. Hurricanes in the Caribbean; B. Droughts in the Sahel; III. A model of optimal international reserves; A. The model; B. An approximated closed-form solution for the reserves-to-imports ratio:; IV. Calibration and Numerical Solution; A. Self-insurance against natural disasters; B. Self-insurance against terms of trade shocks; C. Self-insurance against natural disasters and terms of trade shocks; V. Conclusion; References; Appendix 1. List of Countries in Each Group |
| Record Nr. | UNINA-9910788236403321 |
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Barnichon Régis
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Random walks in fixed income and foreign exchange : unexpected discoveries in issuance, investment and hedging of yield curve instruments / / Jessica James, Michael Leister, Christoph Rieger
| Random walks in fixed income and foreign exchange : unexpected discoveries in issuance, investment and hedging of yield curve instruments / / Jessica James, Michael Leister, Christoph Rieger |
| Autore | James Jessica <1968-> |
| Pubbl/distr/stampa | Berlin ; ; Boston, MA : , : Walter de Gruyter GmbH, , [2021] |
| Descrizione fisica | 1 online resource (XIV, 182 p.) |
| Disciplina | 332.632044 |
| Collana | The Moorad Choudhry Global Banking Series |
| Soggetto topico |
Fixed-income securities
Foreign exchange - Econometric models |
| Soggetto non controllato | Fixed income, Foreign exchange, FX hedging, Financial instruments, Random Walk |
| ISBN | 3-11-068873-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Advance Praise for Random Walks in Fixed Income and Foreign Exchange -- Foreword -- Contents -- Preface -- Chapter 1 What Really is the Cross-Currency Basis? -- Chapter 2 XVA and the Cross-Currency Basis -- Chapter 3 Calculating Novel Cross-Currency Bases and FX Hedged Pickups -- Chapter 4 FX Hedging of Fixed Income – What is the Best Way? -- Chapter 5 Introducing the Conversion Factor -- Chapter 6 An Empirical Method of Calculating the Term Premium -- Chapter 7 An Update of the Term Premium Calculation -- Chapter 8 Forward Curves, Duration and Convexity -- Chapter 9 Implied vs Realised Convexity -- List of Figures -- List of Tables -- About the Authors -- References -- Index |
| Record Nr. | UNINA-9910554229903321 |
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James Jessica <1968->
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| Berlin ; ; Boston, MA : , : Walter de Gruyter GmbH, , [2021] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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