Publications Search Results

July 31, 2014
 

The Search found 59 of 13610 documents sorted by Date with the following criteria:
Subject/Keyword: risk premium

 
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1. Title: Bank Risk Within and Across Equilibria
  Author/Editor: Itai Agur
  Series: Working Paper No. 14/116
  Published: July 02, 2014
  Subject(s): International financial system | Banking sector | Credit risk | Risk premium | Econometric models
 
 
2. Title: Sub-National Credit Risk and Sovereign Bailouts: Who Pays the Premium?
  Author/Editor: E. Jenkner ; Zhongjin Lu
  Series: Working Paper No. 14/20
  Published: January 30, 2014
  Subject(s): Credit risk | Borrowing | Risk premium | Spain | Fiscal policy
 
 
3. Title: Sovereign Risk and Belief-Driven Fluctuations in the Euro Area
  Author/Editor: Giancarlo Corsetti ; Keith Kuester ; André Meier ; Gernot J. Mueller
  Series: Working Paper No. 13/227
  Published: November 06, 2013
  Subject(s): Sovereign debt | Euro Area | Fiscal risk | Risk premium | Fiscal policy | Monetary policy | Economic models
 
 
4. Title: Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
  Author/Editor: Serkan Arslanalp ; Raphael W. Lam
  Series: Working Paper No. 13/213
  Published: October 18, 2013
  Subject(s): Interest rates | Japan | Banks | Risk premium | Fiscal reforms | Monetary policy
 
 
5. Title: Inflation Targeting and Country Risk: an Empirical Investigation
  Author/Editor: Fouejieu, Armand ; Roger, Scott
  Series: Working Paper No. 13/21
  Published: January 23, 2013
  Subject(s): Inflation targeting | Risk premium | Monetary policy | Economic models
 
 
6. Title: Monetary Policy in Low Income Countries in the Face of the Global Crisis: The Case of Zambia
  Author/Editor: Baldini, Alfredo ; Benes, Jaromir ; Berg, Andrew ; Dao, Mai ; Portillo, Rafael
  Series: Working Paper No. 12/94
  Published: April 01, 2012
  Subject(s): Banking sector | Economic models | Financial crisis | Global Financial Crisis 2008-2009 | Low-income developing countries | Monetary policy | Risk premium | Zambia
  Author's Keyword(s): Global Financial Crisis | Low-Income Countries | Monetary Policy | Zambia
 
7. Title: Pricing of Sovereign Credit Risk: Evidence from Advanced Economies During the Financial Crisis
  Author/Editor: C. Emre Alper ; Lorenzo Forni ; Marc Gerard
  Series: Working Paper No. 12/24
  Published: January 01, 2012
  Subject(s): Credit risk | Developed countries | Global Financial Crisis 2008-2009 | Risk premium | Sovereign debt
  Author's Keyword(s): Advanced economies | sovereign spreads | fiscal risks.
 
8. Title: Fiscal Rules and the Sovereign Default Premium
  Author/Editor: Hatchondo, Juan Carlos ; Martinez, Leonardo ; Roch, Francisco
  Series: Working Paper No. 12/30
  Published: January 01, 2012
  Subject(s): Debt restructuring | Economic models | Fiscal policy | Risk premium | Sovereign debt
  Author's Keyword(s): Fiscal rules | debt ceiling | fiscal consolidation | default | sovereign default premium | debt exchange | countercyclical policy | endogenous borrowing constraints | long-term debt | debt dilution
 
9. Title: A Toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies
  Author/Editor: Schaechter, Andrea ; Alper, C. Emre ; Arbatli, Elif ; Caceres, Carlos ; Callegari, Giovanni ; Gerard, Marc ; Jonas, Jiri ; Kinda, Tidiane ; Shabunina, Anna ; Weber, Anke
  Series: Working Paper No. 12/11
  Published: January 01, 2012
  Subject(s): Developed countries | Fiscal risk | Public debt | Risk premium | Spillovers
  Author's Keyword(s): Fiscal vulnerabilities | fiscal risk | fiscal indicators | sustainability
 
10. Title: Sovereign Risk, Fiscal Policy, and Macroeconomic Stability
  Author/Editor: Corsetti, Giancarlo ; Kuester, Keith ; Meier, André ; Mueller, Gernot J.
  Series: Working Paper No. 12/33
  Published: January 01, 2012
  Subject(s): Economic stabilization | Fiscal policy | Monetary policy | Risk premium | Sovereign debt
  Author's Keyword(s): Fiscal policy | monetary policy | zero lower bound | risk premium | sovereign risk
 
11. Title: Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR
  Author/Editor: Carare, Alina ; Popescu, Adina
  Series: Working Paper No. 11/259
  Published: November 01, 2011
  Subject(s): Central banks | External shocks | Hungary | Inflation targeting | Monetary policy | Monetary transmission mechanism | Risk premium
  Author's Keyword(s): Monetary policy | Risk premium shocks | Transmission mechanism | Large Bayesian VAR.
 
12. Title: Global Liquidity: Availability of Funds for Safe and Risky Assets
  Author/Editor: Matsumoto, Akito
  Series: Working Paper No. 11/136
  Published: June 01, 2011
  Subject(s): Asset prices | Cross country analysis | Economic models | Emerging markets | External shocks | Financial risk | Investment | Latin America | Liquidity | Risk premium
  Author's Keyword(s): Global liquidity | risk premium | world risk-free rate | unconventional monetary policy | Latin America
 
13. Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
  Author/Editor: Espinoza, Raphael A. ; Segoviano Basurto, Miguel A.
  Series: Working Paper No. 11/75
  Published: April 01, 2011
  Subject(s): Asset prices | Bankruptcy | Banks | Credit risk | Financial crisis | Risk premium
  Author's Keyword(s): Price of risk | credit default swap | CDS | risk-neutral probability
 
14. Title: Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries
  Author/Editor: Poghosyan, Tigran
  Series: Working Paper No. 10/255
  Published: November 01, 2010
  Subject(s): 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
  Author's Keyword(s): foreign exchange risk | time-varying risk premium | multivariate GARCH-in-Mean | GCC
 
15. Title: Fire Sales and the Financial Accelerator
  Author/Editor: Choi, Woon ; Cook, David
  Series: Working Paper No. 10/141
  Published: June 01, 2010
  Subject(s): Asset liquidation | Bankruptcy | Risk premium
  Author's Keyword(s): Fire sales | financial accelerator | endogenous recovery rate | financial shock | liquidity spiral | collateral
 
16. Title: New Zealand: Selected Issues Paper
  Series: Country Report No. 10/145
  Published: May 26, 2010
  Subject(s): Article IV consultation reports | Current account deficits | Economic growth | Economic models | Fiscal policy | Risk premium | Selected issues | New Zealand
 
 
17. Title: Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?
  Author/Editor: Caceres, Carlos ; Guzzo, Vincenzo ; Segoviano Basurto, Miguel A.
  Series: Working Paper No. 10/120
  Published: May 01, 2010
  Subject(s): Bonds | Cross country analysis | Economic models | Financial crisis | Fiscal policy | Global Financial Crisis 2008-2009 | Risk premium | Sovereign debt | Spillovers
  Author's Keyword(s): Sovereign spreads | contagion | market price of risk | fiscal policy
 
18. Title: International Pricing of Emerging Market Corporate Debt: Does the Corporate Matter?
  Author/Editor: Keller, Sonja ; Mody, Ashoka
  Series: Working Paper No. 10/26
  Published: January 01, 2010
  Subject(s): Corporate sector | Credit risk | Emerging markets | External borrowing | Risk premium
  Author's Keyword(s): Corporate bonds | bond spreads | Fama-French factors
 
19. Title: Euro Area Sovereign Risk During the Crisis
  Author/Editor: Sgherri, Silvia ; Zoli, Edda
  Series: Working Paper No. 09/222
  Published: October 01, 2009
  Subject(s): 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
  Author's Keyword(s): Euro Area | Fiscal Policy | Sovereign Spreads | Global Risk Repricing
 
20. Title: Hybrid Inflation Targeting Regimes
  Author/Editor: Roger, Scott ; Restrepo, Jorge ; Garcia, Carlos
  Series: Working Paper No. 09/234
  Published: October 01, 2009
  Subject(s): Central bank policy | Demand | Developing countries | Economic models | Exchange rates | External shocks | Inflation targeting | Monetary policy | Risk premium
  Author's Keyword(s): Inflation targeting | monetary policy | exchange rate
 

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