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Brazil : : Selected Issues
| Brazil : : Selected Issues |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (159 p.) |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Foreign Exchange
Investments: Futures Macroeconomics Money and Monetary Policy Public Finance Social Security and Public Pensions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Macroeconomics: Consumption Saving Wealth Price Level Inflation Deflation Pensions Currency Foreign exchange Public finance & taxation Finance Pension spending Futures Exchange rates Aging Expenditure Financial institutions Prices Population and demographics Derivative securities Expenditures, Public Consumption Economics Business cycles |
| ISBN | 1-4755-5329-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910155012803321 |
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and the Market Price of Risk / / Shaun Roache
| Commodities and the Market Price of Risk / / Shaun Roache |
| Autore | Roache Shaun |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 330.015195 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Risk - Econometric models
Commodity futures - Econometric models Capital assets pricing model Banks and Banking Investments: Commodities Investments: General Investments: Futures Commodity Markets Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Investment & securities Finance Macroeconomics Financial services law & regulation Commodities Real interest rates Futures Return on investment Market risk Commercial products Interest rates Derivative securities Saving and investment Financial risk management |
| ISBN |
1-4623-6790-9
1-4518-7079-5 1-4519-8829-X 1-282-84172-6 9786612841729 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910788345503321 |
Roache Shaun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Commodities and the Market Price of Risk / / Shaun Roache
| Commodities and the Market Price of Risk / / Shaun Roache |
| Autore | Roache Shaun |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 330.015195 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Risk - Econometric models
Commodity futures - Econometric models Capital assets pricing model Banks and Banking Investments: Commodities Investments: General Investments: Futures Commodity Markets Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Investment & securities Finance Macroeconomics Financial services law & regulation Commodities Real interest rates Futures Return on investment Market risk Commercial products Interest rates Derivative securities Saving and investment Financial risk management |
| ISBN |
1-4623-6790-9
1-4518-7079-5 1-4519-8829-X 1-282-84172-6 9786612841729 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Merton's ICAPM Risk-pricing Model; A. Deriving the risk-pricing equation; B. Identifying state variables; III. Brief Review of the Literature; IV. Data; V. Estimating the Quantities and Prices of Risk; A. The macro risk exposure of commodities; B. Market prices for macro risk; VI. Results; A. Real interest rate risk is priced; B. The time-varying cost of interest rate insurance; C. Evidence for a commodity-specific risk premium; D. Model fit; VII. Conclusion; References; Appendix |
| Record Nr. | UNINA-9910817527703321 |
|
Roache Shaun
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 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-9910828555103321 |
|
Adelegan Olatundun Janet
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Emerging Market Spread Compression : : Is it Real or is it Liquidity? / / Laura Kodres, Kristian Hartelius, Kenichiro Kashiwase
| Emerging Market Spread Compression : : Is it Real or is it Liquidity? / / Laura Kodres, Kristian Hartelius, Kenichiro Kashiwase |
| Autore | Kodres Laura |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (38 p.) |
| Altri autori (Persone) |
HarteliusKristian
KashiwaseKenichiro |
| Collana | IMF Working Papers |
| Soggetto topico |
Bonds - Developing countries - Econometric models
Liquidity (Economics) - Econometric models Credit ratings - Developing countries - Econometric models Banks and Banking Finance: General Investments: Futures Money and Monetary Policy General Financial Markets: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Monetary economics Emerging and frontier financial markets Credit ratings Yield curve Securities markets Futures Financial services industry Interest rates Capital market Derivative securities |
| 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-9910788523003321 |
|
Kodres Laura
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Emerging Market Spread Compression : : Is it Real or is it Liquidity? / / Laura Kodres, Kristian Hartelius, Kenichiro Kashiwase
| Emerging Market Spread Compression : : Is it Real or is it Liquidity? / / Laura Kodres, Kristian Hartelius, Kenichiro Kashiwase |
| Autore | Kodres Laura |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (38 p.) |
| Disciplina | 338.2357 |
| Altri autori (Persone) |
HarteliusKristian
KashiwaseKenichiro |
| Collana | IMF Working Papers |
| Soggetto topico |
Bonds - Developing countries - Econometric models
Liquidity (Economics) - Econometric models Credit ratings - Developing countries - Econometric models Banks and Banking Finance: General Investments: Futures Money and Monetary Policy General Financial Markets: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Monetary economics Emerging and frontier financial markets Credit ratings Yield curve Securities markets Futures Financial services industry Interest rates Capital market Derivative securities |
| 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-9910819870103321 |
|
Kodres Laura
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measures of Fiscal Risk in Hydrocarbon-Exporting Countries / / Carlos Caceres, Leandro Medina
| Measures of Fiscal Risk in Hydrocarbon-Exporting Countries / / Carlos Caceres, Leandro Medina |
| Autore | Caceres Carlos |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (23 p.) |
| Altri autori (Persone) | MedinaLeandro |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum products - Prices
Finance, Public - Middle East Finance, Public - Africa, North Investments: Futures Macroeconomics Public Finance Forecasting and Other Model Applications Financial Forecasting and Simulation National Budget, Deficit, and Debt: General Nonrenewable Resources and Conservation: Government Policy Energy: Demand and Supply Prices Commodity Markets Public Administration Public Sector Accounting and Audits Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Public finance & taxation Finance Oil prices Commodity price fluctuations Fiscal risks Futures Commodity prices Public financial management (PFM) Financial institutions Fiscal policy Derivative securities |
| ISBN |
1-4755-9846-7
1-4755-4500-2 1-283-94788-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; Figures; 1. Real Break-Even Prices in Selected Middle East and North African Countries; II. Data and Empirical Methodology; 2. Real Brent Oil Price; III. Main Results and Discussion; 3. Probability that Brent Oil Prices Fall below the Break-Even Price (measure I); 4. Probability that Brent Oil Prices Fall below the Break-Even Price (measure II); IV. Conclusion; Annex I: Summary Tables; Tables; 1. Projected Nominal Break-Even Prices in Selected MENA Oil-Exporting Countries; 2. Projected Real Break-Even Prices in Selected MENA Oil-Exporting Countries
3. Probability that Brent Oil Prices Fall below the Break-Even Price (measure I)4. Probability that Brent Oil Prices Fall below the Break-Even Price (measure II); Annex II: Modeling Oil Prices Using Geometric Brownian Motion; Annex III: Stochastic Simulations; 5. Historic and Simulated Real Price of Brent Oil (in logarithm); References |
| Record Nr. | UNINA-9910779594203321 |
|
Caceres Carlos
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Measures of Fiscal Risk in Hydrocarbon-Exporting Countries / / Carlos Caceres, Leandro Medina
| Measures of Fiscal Risk in Hydrocarbon-Exporting Countries / / Carlos Caceres, Leandro Medina |
| Autore | Caceres Carlos |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.1;332.1/52 |
| Altri autori (Persone) | MedinaLeandro |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Petroleum products - Prices
Finance, Public - Middle East Finance, Public - Africa, North Investments: Futures Macroeconomics Public Finance Forecasting and Other Model Applications Financial Forecasting and Simulation National Budget, Deficit, and Debt: General Nonrenewable Resources and Conservation: Government Policy Energy: Demand and Supply Prices Commodity Markets Public Administration Public Sector Accounting and Audits Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Public finance & taxation Finance Oil prices Commodity price fluctuations Fiscal risks Futures Commodity prices Public financial management (PFM) Financial institutions Fiscal policy Derivative securities |
| ISBN |
1-4755-9846-7
1-4755-4500-2 1-283-94788-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; Figures; 1. Real Break-Even Prices in Selected Middle East and North African Countries; II. Data and Empirical Methodology; 2. Real Brent Oil Price; III. Main Results and Discussion; 3. Probability that Brent Oil Prices Fall below the Break-Even Price (measure I); 4. Probability that Brent Oil Prices Fall below the Break-Even Price (measure II); IV. Conclusion; Annex I: Summary Tables; Tables; 1. Projected Nominal Break-Even Prices in Selected MENA Oil-Exporting Countries; 2. Projected Real Break-Even Prices in Selected MENA Oil-Exporting Countries
3. Probability that Brent Oil Prices Fall below the Break-Even Price (measure I)4. Probability that Brent Oil Prices Fall below the Break-Even Price (measure II); Annex II: Modeling Oil Prices Using Geometric Brownian Motion; Annex III: Stochastic Simulations; 5. Historic and Simulated Real Price of Brent Oil (in logarithm); References |
| Record Nr. | UNINA-9910826707203321 |
|
Caceres Carlos
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
People’s Republic of China–Hong Kong Special Administrative Region : : Financial Sector Assessment Program-IOSCO Objectives and Principles of Securities Regulation-Detailed Assessment of Observance
| People’s Republic of China–Hong Kong Special Administrative Region : : Financial Sector Assessment Program-IOSCO Objectives and Principles of Securities Regulation-Detailed Assessment of Observance |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
| Descrizione fisica | 1 online resource (224 p.) |
| Disciplina | 338.9 |
| Collana | IMF Staff Country Reports |
| Soggetto topico |
Economic development
International finance Accounting Investments: General Investments: Futures Public Finance General Financial Markets: General (includes Measurement and Data) Public Administration Public Sector Accounting and Audits Auditing Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Management accounting & bookkeeping Finance Financial reporting, financial statements Public finance accounting Securities Futures Financial statements Accounting standards Financial institutions Public financial management (PFM) Financial instruments Finance, Public Derivative securities |
| ISBN |
1-4983-4526-3
1-4983-0598-9 1-4983-2423-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Cover""; ""CONTENTS""; ""GLOSSARY""; ""SUMMARY""; ""INTRODUCTION""; ""INSTITUTIONAL STRUCTURE""; ""MARKET STRUCTURE""; ""PRECONDITIONS""; ""MAIN FINDINGS""; ""SUMMARY TABLE OF IMPLEMENTATION""; ""RECOMMENDED ACTIONS""; ""AUTHORITIES RESPONSE""; ""DETAILED ASSESSMENT REPORT"" |
| Record Nr. | UNINA-9910791297703321 |
| Washington, D.C. : , : International Monetary Fund, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
