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1. |
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 1, 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
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2. |
Title:
Currency Hedging for International Portfolios
Author/Editor: Schmittmann, Jochen M.
Series: Working Paper No. 10/151
Published: June 1, 2010
Subject(s): Exchange risk | Foreign exchange transactions | Foreign investment | International capital markets | Risk management | Multiple currency practices | Germany | Japan | United Kingdom | United States
Author's keyword(s):
Currency hedging
| international investments
| currency risk
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3. |
Title:
Hungary: Request for Stand-By Arrangement-Staff Report; Staff Supplement; and Press Release on the Executive Board Discussion
Series: Country Report No. 08/361
Published: November 17, 2008
Subject(s): Banking systems | Capital inflows | Emergency financing mechanism | Exceptional use of Fund resources | Exchange risk | External debt | Financial crisis | Economic integration | Budget deficits | Foreign exchange | Liquidity management | Stand-by arrangement requests | Hungary
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4. |
Title:
Austria: Financial Sector Assessment Program Technical Note - Stress Testing and Short-Term Vulnerabilities
Series: Country Report No. 08/204
Published: July 2, 2008
Subject(s): Banking sector | Credit risk | Economic models | Exchange risk | External shocks | Financial Sector Assessment Program | Liquidity | Risk management | Austria
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5. |
Title:
Introduction to Applied Stress Testing
Author/Editor: Cihák, Martin
Series: Working Paper No. 07/59
Published: March 1, 2007
Subject(s): Financial systems | Financial risk | Financial soundness indicators | Credit risk | Interest rates | Exchange risk | Liquidity | Central banks | Fund
Author's keyword(s):
Stress testing
| financial soundness indicators
| early warning systems
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6. |
Title:
Uncovered Interest Parity
Author/Editor: Isard, Peter
Series: Working Paper No. 06/96
Published: April 1, 2006
Subject(s): Arbitrage | Exchange rates | Exchange risk | Interest rates | Risk premium
Author's keyword(s):
Interest parity
| interest arbitrage
| unbiasedness hypothesis
| exchange risk premium
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7. |
Title:
Toward an Effective Supervision of Partially Dollarized Banking Systems
Author/Editor: Cayazzo, Jorge ; Garcia Pascual, Antonio ; Gutierrez, Eva ; Heysen, Socorro
Series: Working Paper No. 06/32
Published: January 1, 2006
Subject(s): Bank supervision | Financial stability | Exchange risk | Risk premium | Dollarization | Banking systems | Credit | Liquidity
Author's keyword(s):
Bank supervision
| financial stability
| risk management
| dollarization
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8. |
Title:
How Big Are The Benefits of Economic Diversification?: Evidence from Earthquakes
Author/Editor: Ramcharan, Rodney
Series: Working Paper No. 05/48
Published: March 1, 2005
Subject(s): Consumption | Exchange risk | Credit | Risk premium | Export diversification
Author's keyword(s):
Risk
| diversification
| consumption
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9. |
Title:
Prudential Responses to De Facto Dollarization
Author/Editor: Ize, Alain ; Powell, Andrew
Series: Working Paper No. 04/66
Published: April 1, 2004
Subject(s): Dollarization | Monetary policy | Financial crisis | Financial systems | Currencies | Exchange risk | Economic models
Author's keyword(s):
Dollarization
| monetary policy
| banking crises
| currency risk.
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10. |
Title:
U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis
Author/Editor: Edison, Hali J. ; Warnock, Francis E.
Series: Working Paper No. 03/238
Published: December 1, 2003
Subject(s): Emerging markets | United States | Exchange risk | Capital markets | Investment | Financial crisis
Author's keyword(s):
emerging markets
| portfolio choice
| home bias
| and international risk sharing
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11. |
Title:
On the Heterogeneity Bias of Pooled Estimators in Stationary VAR Specifications
Author/Editor: Rebucci, Alessandro
Series: Working Paper No. 03/73
Published: April 1, 2003
Subject(s): Economic models | Exchange risk
Author's keyword(s):
Dynamics Panel Data Models
| Monte Carlo Simulation
| Heterogeneity Bias
| VARs
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12. |
Title:
Financial Integration and Macroeconomic Volatility
Author/Editor: Kose, M. Ayhan ; Prasad, Eswar ; Terrones, Marco
Series: Working Paper No. 03/50
Published: March 1, 2003
Subject(s): Globalization | International financial system | Exchange risk | Income | Consumption
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13. |
Title:
How Much Leverage is Too Much, or Does Corporate Risk Determine the Severity of a Recession?
Author/Editor: Ivaschenko, Iryna V.
Series: Working Paper No. 03/3
Published: January 1, 2003
Subject(s): Debt | Exchange risk | Economic recession | Economic forecasting
Author's keyword(s):
leverage
| structural models of corporate debt
| default probability
| probability of recession
| severity of recession
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14. |
Title:
Sovereign Credit Ratings Methodology: An Evaluation
Author/Editor: Bhatia, Ashok Vir
Series: Working Paper No. 02/170
Published: October 1, 2002
Subject(s): Credit | Debt | Crisis prevention | Exchange risk | Reserves adequacy
Author's keyword(s):
Credit ratings
| debt
| early warning
| risk
| sovereign
| vulnerability
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15. |
Title:
The Rise in Comovement Across National Stock Markets: Market Integration or Global Bubble?
Author/Editor: Brooks, Robin ; Del Negro, Marco
Series: Working Paper No. 02/147
Published: September 1, 2002
Subject(s): Stock markets | Exchange risk | Industrialization | Economic models
Author's keyword(s):
Diversification
| risk
| international financial markets
| industrial structure
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16. |
Title:
Monetary Rules for Emerging Market Economies
Author/Editor: Ghironi, Fabio ; Rebucci, Alessandro
Series: Working Paper No. 02/34
Published: February 1, 2002
Subject(s): Monetary policy | Argentina | Emerging markets | Business cycles | Exchange risk | Social policy | Economic models
Author's keyword(s):
Argentina
| business cycles
| emerging markets
| monetary rules
| risk premia
| welfare
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17. |
Title:
A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention
Author/Editor: Kumhof, Michael ; van Nieuwerburgh, Stijn
Series: Working Paper No. 02/29
Published: February 1, 2002
Subject(s): Fiscal policy | Bond markets | Stock markets | Exchange risk | Risk premium | Intervention | Economic models
Author's keyword(s):
Sterilized intervention
| fiscal non-neutrality
| currency risk premium
| portfolio balance theory
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18. |
Title:
Convertibility Risk: The Precautionary Demand for Foreign Currency in a Crisis
Author/Editor: Black, Stabley W. ; Christofides, Charalambos ; Mourmouras, Alex
Series: Working Paper No. 01/210
Published: December 1, 2001
Subject(s): Convertibility | Demand for money | Exchange risk | Foreign exchange | Financial crisis | Economic models
Author's keyword(s):
convertibility
| currency crisis
| demand for money
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19. |
Title:
Pure Contagion and Investors Shifting Risk Appetite: Analytical Issues and Empirical Evidence
Author/Editor: Kumar, Manmohan S. ; Persaud, Avinash
Series: Working Paper No. 01/134
Published: September 1, 2001
Subject(s): Exchange risk | Capital markets | Financial crisis
Author's keyword(s):
Risk aversion
| contagion affects
| financial crises
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20. |
Title:
Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experiences
Author/Editor: Blaschke, Winfrid ; Jones, Matthew T. ; Majnoni, Giovanni ; Martinez Peria, Maria Soledad
Series: Working Paper No. 01/88
Published: June 1, 2001
Subject(s): Financial systems | Financial Sector Assessment Program | Interest rates | Credit | Exchange risk | Liquidity
Author's keyword(s):
Stress testing
| interest rate risk
| credit risk
| foreign exchange risk
| liquidity risk
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