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Risk premium
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Page: 1 of 2
Title:
Disinflation, External Vulnerability, and Fiscal Intransigence : Some Unpleasant Mundellian Arithmetic
Author/Editor:
Evan C Tanner
lblSeries:
Working Paper No. 17/118
Subject:
Title:
A Macroeconomic Approach to the Term Premium
Author/Editor:
Emanuel Kopp,Peter D. Williams
lblSeries:
Working Paper No. 18/140
Subject:
Title:
Unemployment Surges in the EU: The Role of Risk Premium Shocks
Author/Editor:
Bas B. Bakker,Marta Korczak,Krzysztof Krogulski
lblSeries:
Working Paper No. 19/56
Subject:
Title:
Real Effective Exchange Rate and Trade Balance Adjustment: The Case of Turkey
Author/Editor:
Plamen K Iossifov,Xuan Fei
lblSeries:
Working Paper No. 19/131
Subject:
Title:
A toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies
Author/Editor:
Elif Arbatli ; C. Emre Alper ; Jiri Jonas ; Anke Weber ; Marc Gerard ; Tidiane Kinda ; Giovanni Callegari ; Anna Shabunina ; Andrea Schaechter ; Carlos Caceres
lblSeries:
Working Paper No. 12/11
Subject:
Developed countries
;
Public debt
;
Risk premium
;
Spillovers
Title:
Agents' Preferences, the Equity Premium, and the Consumption-Saving Trade-Off: An Application to French Data
Author/Editor:
Epaulard, Anne ; Pommeret, Aude
lblSeries:
Working Paper No. 01/117
Subject:
Risk premium
;
France
;
Consumption
;
Savings
;
Economic models
Title:
Assessing Debt Sustainability in Emerging Market Economies Using Stochastic Simulation Methods
Author/Editor:
Hostland, Doug ; Karam, Philippe D
lblSeries:
Working Paper No. 05/226
Subject:
Debt
;
Emerging markets
;
Risk premium
;
Fiscal policy
;
Fiscal management
;
Capital flows
;
Economic models
Title:
Assessing Fiscal Sustainability Under Uncertainity
Author/Editor:
Barnhill, Theodore M. ; Kopits, George
lblSeries:
Working Paper No. 03/79
Subject:
Fiscal policy
;
Risk premium
;
Financial crisis
;
Emerging markets
Title:
Bank Risk Within and Across Equilibria
Author/Editor:
Itai Agur
lblSeries:
Working Paper No. 14/116
Subject:
International financial system
;
Banking sector
;
Credit risk
;
Risk premium
;
Econometric models
Title:
Banks During the Argentine Crisis: Were They All Hurt Equally? Did They All Behave Equally?
Author/Editor:
Barajas, Adolfo ; Basco, Emiliano ; Juan-Ramon, V. Hugo ; Quarracino, Carlos
lblSeries:
Working Paper No. 06/42
Subject:
Banks
;
Argentina
;
Banking
;
Financial crisis
;
Bank regulations
;
Risk premium
;
Dollarization
Title:
China’s Growing Influence on Asian Financial Markets
Author/Editor:
Serkan Arslanalp ; Wei Liao ; Shi Piao ; Dulani Seneviratne
lblSeries:
Working Paper No. 16/173
Subject:
Financial markets
;
China
;
Asia
;
Regional shocks
;
Spillovers
;
Risk premium
;
Trade integration
;
Regional integration
Title:
The Contingent Claims Approach to Corporate Vulnerability Analysis: Estimating Default Risk and Economy-wide Risk Transfer
Author/Editor:
Gapen, Michael T. ; Gray, Dale F. ; Xiao, Yingbin ; Lim, Cheng Hoon
lblSeries:
Working Paper No. 04/121
Subject:
Credit
;
Brazil
;
Thailand
;
Risk premium
;
Financial sector
;
Public sector
;
Economic models
Title:
Credit Rationing in Emerging Economies' Access to Global Capital Markets
Author/Editor:
Zoli, Edda
lblSeries:
Working Paper No. 04/70
Subject:
Credit ceilings
;
International capital markets
;
Public debt
;
External debt
;
External borrowing
;
Risk premium
;
Interest costs
;
Supply elasticity
;
Emerging markets
;
Financial crisis
;
Economic models
;
Access to capital markets
Title:
Debt Maturity, Risk, and Asymmetric Information
Author/Editor:
Espinosa-Vega, Marco ; Miller, Nathan H. ; Frame, W. Scott ; Berger, Allen N.
lblSeries:
Working Paper No. 05/201
Subject:
Debt
;
Risk premium
;
Banks
;
Credit
;
Economic models
Title:
Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries
Author/Editor:
Poghosyan, Tigran
lblSeries:
Working Paper No. 10/255
Subject:
Consumption ; Cooperation Council for the Arab States of the Gulf ; Currency pegs ; Economic models ; Foreign exchange ; Inflation ; Oil prices ; Risk premium ;
Saudi Arabia
;
United Arab Emirates
;
United States
Title:
The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
Author/Editor:
Chan-Lau, Jorge A. ; Gravelle, Toni
lblSeries:
Working Paper No. 05/231
Subject:
Risk premium
;
Korea, Republic of
;
Malaysia
;
Thailand
;
Credit
;
Financial sector
;
Corporate sector
Title:
The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality
Author/Editor:
Erbas, S. Nuri ; Mirakhor, Abbas
lblSeries:
Working Paper No. 07/230
Subject:
Working Paper
;
Risk premium
;
Stock prices
Title:
Euro Area Sovereign Risk During the Crisis
Author/Editor:
Sgherri, Silvia ; Zoli, Edda
lblSeries:
Working Paper No. 09/222
Subject:
Bond markets
;
Capital markets
;
European Union
;
External debt
;
Financial crisis
;
Financial sector
;
Fiscal management
;
Fiscal policy
;
Fiscal sector
;
Investment
;
Pricing policy
;
Public finance
;
Risk premium
;
Sovereign debt
Title:
Financial Dollarization Equilibria: A Framework for Policy Analysis
Author/Editor:
Ize, Alain ; International Monetary Fund. Monetary and Financial Systems Dept.
lblSeries:
Working Paper No. 05/186
Subject:
Dollarization
;
Monetary policy
;
Financial crisis
;
Credit
;
Risk premium
;
Economic models
Title:
Financial Integration: A New Methodology and an Illustration
Author/Editor:
Flood, Robert P. ; Rose, Andrew K.
lblSeries:
Working Paper No. 04/110
Subject:
Financial assets
;
United States
;
Stock markets
;
Risk premium
;
Asset prices
;
Economic models
Title:
Financial Risks, Stability, and Globalization
Author/Editor:
Johnson, Omotunde E. G.
Subject:
Financial stability
;
Globalization
;
Risk premium
Title:
Fire Sales and the Financial Accelerator
Author/Editor:
Choi, Woon ; Cook, David
lblSeries:
Working Paper No. 10/141
Subject:
Asset liquidation
;
Bankruptcy
;
Risk premium
Title:
Fiscal Policy and Financial Markets
Author/Editor:
Akitoby, Bernardin ; Stratmann, Thomas
lblSeries:
Working Paper No. 06/16
Subject:
Fiscal policy
;
Risk premium
;
Bond markets
;
Emerging markets
;
Financial systems
;
Government expenditures
;
Revenues
Title:
Fiscal Rules and the Sovereign Default Premium
Author/Editor:
Juan Carlos Hatchondo ; Francisco Roch ; Leonardo Martinez
lblSeries:
Working Paper No. 12/30
Subject:
Debt restructuring
;
Economic models
;
Fiscal consolidation
;
Risk premium
;
Sovereign debt
Title:
A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention
Author/Editor:
Kumhof, Michael ; van Nieuwerburgh, Stijn
lblSeries:
Working Paper No. 02/29
Subject:
Fiscal policy
;
Bond markets
;
Stock markets
;
Exchange risk
;
Risk premium
;
Intervention
;
Economic models
Title:
Global Liquidity : Availability of Funds for Safe and Risky Assets
Author/Editor:
Akito Matsumoto
lblSeries:
Working Paper No. 11/136
Subject:
Economic models
;
Emerging markets
;
External shocks
;
Financial risk
;
Latin America
;
Risk premium
Title:
Global Liquidity, Risk Premiums and Growth Opportunities
Author/Editor:
De Nicoló, Gianni ; Ivaschenko, Iryna V.
lblSeries:
Working Paper No. 09/52
Subject:
International liquidity
;
Stock markets
;
Bond markets
;
Risk premium
;
Developed countries
;
Emerging markets
;
Economic integration
;
Economic growth
;
Economic models
Title:
How Big Are The Benefits of Economic Diversification?: Evidence from Earthquakes
Author/Editor:
Ramcharan, Rodney
lblSeries:
Working Paper No. 05/48
Subject:
Consumption
;
Exchange risk
;
Credit
;
Risk premium
;
Export diversification
Title:
How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa
Author/Editor:
Peter, Marcel ; Grandes, Martín
lblSeries:
Working Paper No. 05/217
Subject:
Economic models
;
Risk premium
;
South Africa
Title:
Hybrid Inflation Targeting Regimes
Author/Editor:
Roger, Scott ; Restrepo, Jorge ; Garcia, Carlos
lblSeries:
Working Paper No. 09/234
Subject:
Central bank policy
;
Demand
;
Developing countries
;
Economic models
;
Exchange rates
;
External shocks
;
Inflation targeting
;
Monetary policy
;
Risk premium
Title:
Identifying Speculative Bubbles: A Two-Pillar Surveillance Framework
Author/Editor:
Bradley Jones
lblSeries:
Working Paper No. 14/208
Subject:
Asset bubbles
;
Asset prices
;
Capital markets
;
Corporate debt
;
Bond issues
;
Bond yields
;
Risk premium
;
Financial sector surveillance
Title:
Inflation Targeting and Country Risk : An Empirical Investigation
Author/Editor:
Armand Fouejieu ; Scott Roger
lblSeries:
Working Paper No. 13/21
Subject:
Inflation targeting
;
Risk premium
;
Monetary policy
;
Economic models
Title:
Interest Rate Determination in Lebanon
Author/Editor:
Poddar, Tushar ; Goswami, Mangal ; Sole, Juan ; Icaza, Victor Echévarria
lblSeries:
Working Paper No. 06/94
Subject:
Domestic liquidity
;
Financial risk
;
Interest rates
;
Lebanon
;
Risk premium
Title:
International Pricing of Emerging Market Corporate Debt: Does the Corporate Matter?
Author/Editor:
Keller, Sonja ; Mody, Ashoka
lblSeries:
Working Paper No. 10/26
Subject:
Corporate sector ; Credit risk ; Emerging markets ; External borrowing ; Risk premium
Title:
International Risk Sharing and Currency Unions: The CFA Zones
Author/Editor:
Yehoue, Etienne B.
lblSeries:
Working Paper No. 05/95
Subject:
Capital markets
;
Central African Economic and Monetary Community
;
CFA franc
;
Consumption
;
Economic models
;
Monetary unions
;
Risk premium
;
West African Economic and Monetary Union
Title:
A Latent Factor Model with Global, Country, and Industry Shocks for International Stock Returns
Author/Editor:
Brooks, Robin ; Del Negro, Marco
lblSeries:
Working Paper No. 05/52
Subject:
Globalization
;
International capital markets
;
Risk premium
;
Export diversification
;
Industrialization
;
Stock markets
;
Economic models
Title:
Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
Author/Editor:
Sy, Amadou N. R.
lblSeries:
Working Paper No. 05/78
Subject:
Interest rates
;
India
;
Banks
;
Risk premium
;
Bonds
;
Basel Core Principles
Title:
Measuring and Analyzing Sovereign Risk with Contingent Claims
Author/Editor:
Gapen, Michael T. ; Gray, Dale F. ; Lim, Cheng Hoon ; Xiao, Yingbin
lblSeries:
Working Paper No. 05/155
Subject:
Debt sustainability analysis
;
Risk premium
;
Economic models
Title:
Monetary Policy in Low Income Countries in the Face of the Global Crisis : The Case of Zambia
Author/Editor:
Jaromir Benes ; Andrew Berg ; Rafael Portillo ; Mai Dao ; Alfredo Baldini
lblSeries:
Working Paper No. 12/94
Subject:
Banking sector
;
Economic models
;
Low-income developing countries
;
Monetary policy
;
Risk premium
Title:
Montenegro : Financial Sector Assessment Program-Financial Crisis Preparedness and Management-Technical Note
lblSeries:
Country Report No. 16/199
Subject:
Financial Sector Assessment Program
;
Banking sector
;
Liquidity
;
Bank resolution
;
Deposit insurance
;
Risk premium
;
Risk management
;
Montenegro
Title:
New Zealand: Selected Issues Paper
lblSeries:
Country Report No. 10/145
Subject:
Article IV consultation reports
;
Current account deficits
;
Economic growth
;
Economic models
;
Fiscal policy
;
Risk premium
;
Selected issues
;
New Zealand
Title:
Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
Author/Editor:
Serkan Arslanalp ; Raphael W. Lam
lblSeries:
Working Paper No. 13/213
Subject:
Interest rates
;
Japan
;
Banks
;
Risk premium
;
Fiscal reforms
;
Monetary policy
Title:
Perspectives on High Real Interest Rates in Turkey
Author/Editor:
Kannan, Prakash
lblSeries:
Working Paper No. 08/251
Subject:
Interest rates
;
Turkey
;
Risk premium
;
Disinflation
;
Fiscal policy
;
Foreign exchange
;
Capital
;
Economic models
Title:
The Pricing of Credit Default Swaps During Distress
Author/Editor:
Andritzky, Jochen R. ; Singh, Manmohan
lblSeries:
Working Paper No. 06/254
Subject:
Credit risk
;
Brazil
;
Risk premium
;
Bond markets
;
Prices
Title:
Pricing of Sovereign Credit Risk : Evidence From Advanced Economies During the Financial Crisis
Author/Editor:
C. Emre Alper ; Lorenzo Forni ; Marc Gerard
lblSeries:
Working Paper No. 12/24
Subject:
Credit risk
;
Developed countries
;
Global Financial Crisis 2008-2009
;
Risk premium
;
Sovereign debt
Title:
Probabilities of Default and the Market Price of Risk in a Distressed Economy
Author/Editor:
Miguel A. Segoviano Basurto ; Raphael A. Espinoza
lblSeries:
Working Paper No. 11/75
Subject:
Bankruptcy
;
Banks
;
Credit risk
;
Economic models
;
Risk premium
Title:
THE RISK PREMIUM ON ITALIAN GOVERNMENT DEBT, 1976-88
Author/Editor:
Cottarelli, Carlo ; Mecagni, Mauro
lblSeries:
Working Paper No. 90/38
Subject:
Risk premium
;
Italy
;
Public debt
;
Public finance
;
Bonds
;
Interest rate differential
;
Economic models
Title:
Robust versus Optimal Rules in Monetary Policy: A Note
Author/Editor:
Demertzis, Maria ; Tieman, Alexander F.
lblSeries:
Working Paper No. 04/96
Subject:
Monetary policy
;
Economic models
;
Risk premium
Title:
Sectoral Balance Sheet Mismatches and Macroeconomic Vulnerabilities in Colombia, 1996-2003
Author/Editor:
Lima, Juan Manuel ; Montes, Enrique ; Varela, Carlos ; Wiegand, Johannes
lblSeries:
Working Paper No. 06/5
Subject:
Risk premium
;
Colombia
;
Data analysis
;
Financial systems
;
Public debt
Title:
Sovereign Risk and Belief-Driven Fluctuations in the Euro Area
Author/Editor:
Giancarlo Corsetti ; Keith Kuester ; André Meier ; Gernot J. Mueller
lblSeries:
Working Paper No. 13/227
Subject:
Sovereign debt
;
Euro Area
;
Fiscal risk
;
Risk premium
;
Fiscal policy
;
Monetary policy
;
Economic models
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