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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
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-9910812460903321
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 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-9910809721903321
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
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-9910809282703321
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) 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-9910812703903321
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 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-9910821972003321
Washington, D.C. : , : International Monetary Fund, , 2014
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui