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Bolivia : : The Hydrocarbons Boom and the Risk of Dutch Disease / / Eugenio Cerutti, Mario Mansilla
Bolivia : : The Hydrocarbons Boom and the Risk of Dutch Disease / / Eugenio Cerutti, Mario Mansilla
Autore Cerutti Eugenio
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (22 p.)
Disciplina 628.161
Altri autori (Persone) MansillaMario
Collana IMF Working Papers
IMF working paper
Soggetto topico Hydrocarbons - Economic aspects - Bolivia
Foreign exchange rates - Bolivia
Exports and Imports
Foreign Exchange
Economic Theory
Industries: Energy
Trade: General
Hydrocarbon Resources
Resource Booms
Currency
Foreign exchange
International economics
Petroleum, oil & gas industries
Economic theory & philosophy
Real exchange rates
Exports
Natural gas sector
Dutch disease
Real effective exchange rates
Gas industry
Economic forecasting
ISBN 1-4623-0232-7
1-4527-7128-6
9786612841057
1-282-84105-X
1-4518-7012-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Key Developments in the Hydrocarbons Sector; Figures; 1. Foreign Direct Investment by Sectors; 2. Natural Gas Reserves; A. Looming Capacity Constraints and Prospects for Additional Investments; 3. Natural Gas Sales Volume; B. Recent Institutional Changes and Possible Impact on Investment; III. Hydrocarbons Boom and Risk of Dutch Disease; A. Evolution of the real exchange rate; 4. Distribution of Gas Exports Receipts and Fiscal Balances; 5. Real and Nominal Exchange Rate; 6. Inflation and Relative Prices; IV. Policy Implications
7. External Sector Performance and Growth Appendix: Equilibrium Real Exchange Rate; References
Record Nr. UNINA-9910788320303321
Cerutti Eugenio  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Bolivia : : The Hydrocarbons Boom and the Risk of Dutch Disease / / Eugenio Cerutti, Mario Mansilla
Bolivia : : The Hydrocarbons Boom and the Risk of Dutch Disease / / Eugenio Cerutti, Mario Mansilla
Autore Cerutti Eugenio
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (22 p.)
Disciplina 628.161
Altri autori (Persone) MansillaMario
Collana IMF Working Papers
IMF working paper
Soggetto topico Hydrocarbons - Economic aspects - Bolivia
Foreign exchange rates - Bolivia
Currency
Dutch disease
Economic forecasting
Economic theory & philosophy
Economic Theory
Exports and Imports
Exports
Foreign Exchange
Foreign exchange
Gas industry
Hydrocarbon Resources
Industries: Energy
International economics
Natural gas sector
Petroleum, oil & gas industries
Real effective exchange rates
Real exchange rates
Resource Booms
Trade: General
ISBN 9786612841057
9781462302321
1462302327
9781452771281
1452771286
9781282841055
128284105X
9781451870121
1451870124
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Key Developments in the Hydrocarbons Sector; Figures; 1. Foreign Direct Investment by Sectors; 2. Natural Gas Reserves; A. Looming Capacity Constraints and Prospects for Additional Investments; 3. Natural Gas Sales Volume; B. Recent Institutional Changes and Possible Impact on Investment; III. Hydrocarbons Boom and Risk of Dutch Disease; A. Evolution of the real exchange rate; 4. Distribution of Gas Exports Receipts and Fiscal Balances; 5. Real and Nominal Exchange Rate; 6. Inflation and Relative Prices; IV. Policy Implications
7. External Sector Performance and Growth Appendix: Equilibrium Real Exchange Rate; References
Record Nr. UNINA-9910962138003321
Cerutti Eugenio  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Economy of the Middle East and North Africa in 1997 / / Mohamed El-Erian, Susan Fennell
The Economy of the Middle East and North Africa in 1997 / / Mohamed El-Erian, Susan Fennell
Autore El-Erian Mohamed
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 1997
Descrizione fisica 1 online resource (50 p.)
Disciplina 330.956/053
Altri autori (Persone) FennellSusan
Collana Books
Soggetto topico Investments: Energy
Exports and Imports
Finance: General
Macroeconomics
Industries: Energy
Macroeconomics: Production
Energy: General
Energy: Demand and Supply
Prices
Hydrocarbon Resources
General Financial Markets: General (includes Measurement and Data)
Petroleum, oil & gas industries
Investment & securities
Finance
Privatization
Oil production
Oil
Oil prices
Natural gas sector
Stock markets
Production
Commodities
Economic sectors
Financial markets
Petroleum industry and trade
Gas industry
Stock exchanges
ISBN 1-4623-1190-3
1-4552-6979-4
1-283-53438-X
9786613846839
1-4552-9902-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Acknowledgments""; ""Contents""; ""Executive Summary""; ""I. Introduction""; ""II. Recent Developments in the Macroeconomy""; ""III. The Intensification of Structural Reforms""; ""IV. The Next Step Forward""; ""V. Conclusion""; ""MENA at a Glance""; ""Economic Developments in the GCC Economies""; ""GCC Oil and Natural Gas""; ""References""; ""Recent IMF Publications on the Middle East and North Africa Region (1994-97)""
Record Nr. UNINA-9910780757303321
El-Erian Mohamed  
Washington, D.C. : , : International Monetary Fund, , 1997
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Economy of the Middle East and North Africa in 1997 / / Mohamed El-Erian, Susan Fennell
The Economy of the Middle East and North Africa in 1997 / / Mohamed El-Erian, Susan Fennell
Autore El-Erian Mohamed
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 1997
Descrizione fisica 1 online resource (50 p.)
Disciplina 330.956/053
Altri autori (Persone) FennellSusan
Collana Books
Soggetto topico Commodities
Economic sectors
Energy: Demand and Supply
Energy: General
Exports and Imports
Finance
Finance: General
Financial markets
Gas industry
General Financial Markets: General (includes Measurement and Data)
Hydrocarbon Resources
Industries: Energy
Investment & securities
Investments: Energy
Macroeconomics
Macroeconomics: Production
Natural gas sector
Oil prices
Oil production
Oil
Petroleum industry and trade
Petroleum, oil & gas industries
Prices
Privatization
Production
Stock exchanges
Stock markets
ISBN 9786613846839
9781462311903
1462311903
9781455269792
1455269794
9781283534383
128353438X
9781455299027
1455299022
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Acknowledgments""; ""Contents""; ""Executive Summary""; ""I. Introduction""; ""II. Recent Developments in the Macroeconomy""; ""III. The Intensification of Structural Reforms""; ""IV. The Next Step Forward""; ""V. Conclusion""; ""MENA at a Glance""; ""Economic Developments in the GCC Economies""; ""GCC Oil and Natural Gas""; ""References""; ""Recent IMF Publications on the Middle East and North Africa Region (1994-97)""
Record Nr. UNINA-9910956062003321
El-Erian Mohamed  
Washington, D.C. : , : International Monetary Fund, , 1997
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Emergence of the Gulf of Guinea in the Global Economy : : Prospects and Challenges / / Damian Ondo Mañe
Emergence of the Gulf of Guinea in the Global Economy : : Prospects and Challenges / / Damian Ondo Mañe
Autore Ondo Mañe Damian
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2005
Descrizione fisica 1 online resource (26 p.)
Collana IMF Working Papers
Soggetto topico Fiscal policy - Guinea, Gulf of
Investments: Energy
Macroeconomics
Taxation
Industries: Energy
Natural Resources
Energy: General
Hydrocarbon Resources
Agricultural and Natural Resource Economics
Environmental and Ecological Economics: General
Energy: Demand and Supply
Prices
Business Taxes and Subsidies
Investment & securities
Petroleum, oil & gas industries
Environmental management
Public finance & taxation
Oil
Natural gas sector
Natural resources
Oil prices
Oil, gas and mining taxes
Petroleum industry and trade
Gas industry
ISBN 1-4623-1047-8
1-4527-0273-X
1-282-39197-6
9786613820402
1-4519-0790-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION: COMPARATIVE ADVANTAGE""; ""II. GROWING INTEREST IN THE REGION""; ""III. COPING WITH THE OBSTACLES TO THE REGION�S DEVELOPMENT""; ""IV. A FEW IDEAS FOR THE DEVELOPMENT OF THE REGION""; ""V. CONCLUSIONS AND RECOMMENDATIONS""; ""References""
Record Nr. UNINA-9910788521103321
Ondo Mañe Damian  
Washington, D.C. : , : International Monetary Fund, , 2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Emergence of the Gulf of Guinea in the Global Economy : : Prospects and Challenges / / Damian Ondo Mañe
Emergence of the Gulf of Guinea in the Global Economy : : Prospects and Challenges / / Damian Ondo Mañe
Autore Ondo Mañe Damian
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2005
Descrizione fisica 1 online resource (26 p.)
Collana IMF Working Papers
Soggetto topico Fiscal policy - Guinea, Gulf of
Agricultural and Natural Resource Economics
Business Taxes and Subsidies
Energy: Demand and Supply
Energy: General
Environmental and Ecological Economics: General
Environmental management
Gas industry
Hydrocarbon Resources
Industries: Energy
Investment & securities
Investments: Energy
Macroeconomics
Natural gas sector
Natural Resources
Natural resources
Oil prices
Oil
Oil, gas and mining taxes
Petroleum industry and trade
Petroleum, oil & gas industries
Prices
Public finance & taxation
Taxation
ISBN 9786613820402
9781462310470
1462310478
9781452702735
145270273X
9781282391970
1282391976
9781451907902
1451907907
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION: COMPARATIVE ADVANTAGE""; ""II. GROWING INTEREST IN THE REGION""; ""III. COPING WITH THE OBSTACLES TO THE REGION�S DEVELOPMENT""; ""IV. A FEW IDEAS FOR THE DEVELOPMENT OF THE REGION""; ""V. CONCLUSIONS AND RECOMMENDATIONS""; ""References""
Record Nr. UNINA-9910961253003321
Ondo Mañe Damian  
Washington, D.C. : , : International Monetary Fund, , 2005
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Environmental Tax Reform : : Principles from Theory and Practice to Date / / Ian Parry, John Norregaard, Dirk Heine
Environmental Tax Reform : : Principles from Theory and Practice to Date / / Ian Parry, John Norregaard, Dirk Heine
Autore Parry Ian
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (40 p.)
Altri autori (Persone) NorregaardJohn
HeineDirk
Collana IMF Working Papers
Soggetto topico Environmental policy
Taxation - Reform
Public Finance
Taxation
Industries: Energy
Environmental Economics
Environmental Economics: Government Policy
Nonrenewable Resources and Conservation: Government Policy
Taxation and Subsidies: Externalities
Redistributive Effects
Environmental Taxes and Subsidies
Energy: Government Policy
Business Taxes and Subsidies
Environmental Economics: General
Hydrocarbon Resources
National Government Expenditures and Related Policies: General
Public finance & taxation
Excise taxes
Environmental economics
Petroleum, oil & gas industries
Environmental taxes
Fuel tax
Environment
Natural gas sector
Public expenditure review
Taxes
Economic sectors
Expenditure
Environmental impact charges
Motor fuels;Taxation
Environmental sciences
Gas industry
Expenditures, Public
ISBN 1-4755-2414-5
1-4755-5235-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; Figures; 1. Revenues from Environmentally Related Taxation, 2008; II. Principles of Environmental Tax Design; A. Tax Design in a (Hypothetical) Economy with a Single Externality Distortion; 2. Welfare Effects of Environmental Taxes in the Pigouvian Framework; Boxes; 1. Uncertainties in Measuring Local Pollution Damages; 2. The Problems with Tax 'Notches'; B. Multiple-Externality Situations; C. Other Pre-Existing Distortions; 3. Distortions in Technology Markets; 4. Coverage of Energy under the Value-Added Tax System
D. Some Practical Concerns: Distribution and CompetitivenessE. Summary; III. Environmental Tax Systems and Reforms: The Case of Germany, Sweden, Turkey, and Vietnam; 5. Environmental Tax Reforms in Sweden, Germany, Turkey, and Vietnam; A. Comparing Energy Systems in Sweden, Germany, Turkey, and Vietnam; 3. Fuel Mix in Electricity Generation; B. Externality Assessment; 4. Fuel Mix in Total Energy Consumption; C. Evaluating Environmental Tax Systems; 5. Coal Externalities and Taxes; 6. Natural Gas Externalities and Taxes; 7. Light Fuel Oil Externalities and Taxes; D. Conclusion; References
Record Nr. UNINA-9910786479903321
Parry Ian  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Environmental Tax Reform : : Principles from Theory and Practice to Date / / Ian Parry, John Norregaard, Dirk Heine
Environmental Tax Reform : : Principles from Theory and Practice to Date / / Ian Parry, John Norregaard, Dirk Heine
Autore Parry Ian
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (40 p.)
Disciplina 332.1
Altri autori (Persone) HeineDirk
NorregaardJohn
Collana IMF Working Papers
Soggetto topico Environmental policy
Taxation - Reform
Business Taxes and Subsidies
Economic sectors
Energy: Government Policy
Environment
Environmental Economics
Environmental economics
Environmental Economics: General
Environmental Economics: Government Policy
Environmental impact charges
Environmental sciences
Environmental Taxes and Subsidies
Environmental taxes
Excise taxes
Expenditure
Expenditures, Public
Fuel tax
Gas industry
Hydrocarbon Resources
Industries: Energy
Motor fuels;Taxation
National Government Expenditures and Related Policies: General
Natural gas sector
Nonrenewable Resources and Conservation: Government Policy
Petroleum, oil & gas industries
Public expenditure review
Public finance & taxation
Public Finance
Redistributive Effects
Taxation and Subsidies: Externalities
Taxation
Taxes
ISBN 9781475524147
1475524145
9781475552355
1475552351
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; Figures; 1. Revenues from Environmentally Related Taxation, 2008; II. Principles of Environmental Tax Design; A. Tax Design in a (Hypothetical) Economy with a Single Externality Distortion; 2. Welfare Effects of Environmental Taxes in the Pigouvian Framework; Boxes; 1. Uncertainties in Measuring Local Pollution Damages; 2. The Problems with Tax 'Notches'; B. Multiple-Externality Situations; C. Other Pre-Existing Distortions; 3. Distortions in Technology Markets; 4. Coverage of Energy under the Value-Added Tax System
D. Some Practical Concerns: Distribution and CompetitivenessE. Summary; III. Environmental Tax Systems and Reforms: The Case of Germany, Sweden, Turkey, and Vietnam; 5. Environmental Tax Reforms in Sweden, Germany, Turkey, and Vietnam; A. Comparing Energy Systems in Sweden, Germany, Turkey, and Vietnam; 3. Fuel Mix in Electricity Generation; B. Externality Assessment; 4. Fuel Mix in Total Energy Consumption; C. Evaluating Environmental Tax Systems; 5. Coal Externalities and Taxes; 6. Natural Gas Externalities and Taxes; 7. Light Fuel Oil Externalities and Taxes; D. Conclusion; References
Record Nr. UNINA-9910965776903321
Parry Ian  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mexico : : Selected Issues
Mexico : : Selected Issues
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2014
Descrizione fisica 1 online resource (67 p.)
Disciplina 330.90511
Collana IMF Staff Country Reports
Soggetto topico Global Financial Crisis, 2008-2009
Financial crises - Mexico
Economic development - Mexico
Investments: Energy
Investments: Bonds
Industries: Energy
Industries: Manufacturing
Industries: Financial Services
General Financial Markets: General (includes Measurement and Data)
Hydrocarbon Resources
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Electric Utilities
Industry Studies: Manufacturing: General
Investment & securities
Petroleum, oil & gas industries
Finance
Manufacturing industries
International economics
Natural gas sector
Mutual funds
Bond yields
Sovereign bonds
Electricity
Economic sectors
Financial institutions
Commodities
Bonds
Gas industry
Electric utilities
ISBN 1-4843-1312-7
1-4983-9587-2
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; THE IMPACT OF MEXICO'S ENERGY REFORM ON HYDROCARBONS PRODUCTION; A. Current Challenges in the Energy Industry; B. Most Significant Reform Effort in 75 Years; C. Impact on Energy Production; D. Resource Blessed; E. How Long Does it Take?; F. Production Scenarios; FIGURES; 1. Illustrative Baseline Scenarios; 2. Illustrative Downside Scenarios; G. How Much Investment and FDI?; H. Natural Gas Imports and Transport; I. Electricity Reform; J. Conclusion; References; MADE IN MEXICO: THE ENERGY REFORM AND MANUFACTURING OUTPUT; A. Introduction
B. The Mexican Manufacturing Sector Since NAFTAC. The Energy Reform: How Much of a Boost for Mexican Manufacturing?; D. Are There Additional Indirect Effects Through Spillovers?; E. Concluding Remarks and Policy Implications; References; TABLES; 1. Energy Consumption (in Petajoules) of the Industrial Sector; 2. Estimates of Elasticities of Manufacturing Output to Energy Prices; 3. Estimates of Elasticities When Energy Inputs Enter Separately; 4. Differential Effects Across Subsectors; APPENDIX; I. Panel VAR model; APPENDIX FIGURES
1. Impulse Response Functions to a Rise in Electricity Prices with Subsector Spillovers 2. Impulse Response Functions to a Rise in Electricity Prices with Regional Spillovers; CAPITAL FLOW VOLATILITY AND INVESTOR BEHAVIOUR IN MEXICO; A. Introduction; B. Recent Episodes of Extreme Capital Movements in Mexico; FIGURES; 1. Mexico: Extreme Capital Flow Episodes; C. Behavior of Foreign and Domestic Mutual Funds in Mexico; 2. Evidence of Herding (net sellers as a percent of total funds); 3. Evidence of Herding (based on the herding index)
D. Does Foreign Participation Amplify External Shock? A Time-Series Analysis of Mexican Sovereign Bond Market E. Concluding Remarks; BOXES; 1. OLS and Multivariate GARCH Models; 2. Data on Foreign Mutual Funds; TABLES; 1a. Bond Funds: Evidence of Positive Feedback Trading Behavior; 1b. Equity Funds: Evidence of Positive Feedback Trading Behavior; 2a. Robustness Check (1)-Using a Longer Sample for Foreign Mutual Funds; 2b. Robustness Check (2)-Using Dollar-Denominated Return on the 3-month Government Bonds; 3a. OLS Regression Results (VIX Shock); 3b. OLS Regression Results (U.S. Tapering Shock)
4a. Multivariate GARCH Results (VIX Shock)4b. Multivariate GARCH Results (U.S. Tapering Shock); References
Record Nr. UNINA-9910788177103321
Washington, D.C. : , : International Monetary Fund, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Mexico : : Selected Issues
Mexico : : Selected Issues
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2014
Descrizione fisica 1 online resource (67 p.)
Disciplina 330.90511
Collana IMF Staff Country Reports
Soggetto topico Global Financial Crisis, 2008-2009
Financial crises - Mexico
Economic development - Mexico
Investments: Energy
Investments: Bonds
Industries: Energy
Industries: Manufacturing
Industries: Financial Services
General Financial Markets: General (includes Measurement and Data)
Hydrocarbon Resources
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Electric Utilities
Industry Studies: Manufacturing: General
Investment & securities
Petroleum, oil & gas industries
Finance
Manufacturing industries
International economics
Natural gas sector
Mutual funds
Bond yields
Sovereign bonds
Electricity
Economic sectors
Financial institutions
Commodities
Bonds
Gas industry
Electric utilities
ISBN 9781484313121
1484313127
9781498395878
1498395872
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; THE IMPACT OF MEXICO'S ENERGY REFORM ON HYDROCARBONS PRODUCTION; A. Current Challenges in the Energy Industry; B. Most Significant Reform Effort in 75 Years; C. Impact on Energy Production; D. Resource Blessed; E. How Long Does it Take?; F. Production Scenarios; FIGURES; 1. Illustrative Baseline Scenarios; 2. Illustrative Downside Scenarios; G. How Much Investment and FDI?; H. Natural Gas Imports and Transport; I. Electricity Reform; J. Conclusion; References; MADE IN MEXICO: THE ENERGY REFORM AND MANUFACTURING OUTPUT; A. Introduction
B. The Mexican Manufacturing Sector Since NAFTAC. The Energy Reform: How Much of a Boost for Mexican Manufacturing?; D. Are There Additional Indirect Effects Through Spillovers?; E. Concluding Remarks and Policy Implications; References; TABLES; 1. Energy Consumption (in Petajoules) of the Industrial Sector; 2. Estimates of Elasticities of Manufacturing Output to Energy Prices; 3. Estimates of Elasticities When Energy Inputs Enter Separately; 4. Differential Effects Across Subsectors; APPENDIX; I. Panel VAR model; APPENDIX FIGURES
1. Impulse Response Functions to a Rise in Electricity Prices with Subsector Spillovers 2. Impulse Response Functions to a Rise in Electricity Prices with Regional Spillovers; CAPITAL FLOW VOLATILITY AND INVESTOR BEHAVIOUR IN MEXICO; A. Introduction; B. Recent Episodes of Extreme Capital Movements in Mexico; FIGURES; 1. Mexico: Extreme Capital Flow Episodes; C. Behavior of Foreign and Domestic Mutual Funds in Mexico; 2. Evidence of Herding (net sellers as a percent of total funds); 3. Evidence of Herding (based on the herding index)
D. Does Foreign Participation Amplify External Shock? A Time-Series Analysis of Mexican Sovereign Bond Market E. Concluding Remarks; BOXES; 1. OLS and Multivariate GARCH Models; 2. Data on Foreign Mutual Funds; TABLES; 1a. Bond Funds: Evidence of Positive Feedback Trading Behavior; 1b. Equity Funds: Evidence of Positive Feedback Trading Behavior; 2a. Robustness Check (1)-Using a Longer Sample for Foreign Mutual Funds; 2b. Robustness Check (2)-Using Dollar-Denominated Return on the 3-month Government Bonds; 3a. OLS Regression Results (VIX Shock); 3b. OLS Regression Results (U.S. Tapering Shock)
4a. Multivariate GARCH Results (VIX Shock)4b. Multivariate GARCH Results (U.S. Tapering Shock); References
Record Nr. UNINA-9910958215803321
Washington, D.C. : , : International Monetary Fund, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui