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1. |
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
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2. |
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 1, 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
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3. |
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 1, 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
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4. |
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 1, 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
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5. |
Title:
Pricing of Sovereign Credit Risk: Evidence from Advanced Economies During the Financial Crisis
Author/Editor: Alper, C. Emre ; Forni, Lorenzo ; Gerard, Marc
Series: Working Paper No. 12/24
Published: January 1, 2012
Subject(s): Credit risk | Cross country analysis | Developed countries | Financial crisis | Global Financial Crisis 2008-2009 | Risk premium | Sovereign debt
Author's keyword(s):
Advanced economies; sovereign spreads; fiscal risks.
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6. |
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 1, 2012
Subject(s): Developed countries | Fiscal risk | Public debt | Risk premium | Spillovers
Author's keyword(s):
Fiscal vulnerabilities | fiscal risk | fiscal indicators | sustainability
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7. |
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 1, 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.
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8. |
Title:
Global Liquidity: Availability of Funds for Safe and Risky Assets
Author/Editor: Matsumoto, Akito
Series: Working Paper No. 11/136
Published: June 1, 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
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9. |
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 1, 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
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10. |
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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11. |
Title:
Fire Sales and the Financial Accelerator
Author/Editor: Choi, Woon ; Cook, David
Series: Working Paper No. 10/141
Published: June 1, 2010
Subject(s): Asset liquidation | Bankruptcy | Risk premium
Author's keyword(s):
Fire sales | financial accelerator | endogenous recovery rate | financial shock | liquidity spiral | collateral
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12. |
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
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13. |
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 1, 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
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14. |
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 1, 2010
Subject(s): Corporate sector | Credit risk | Emerging markets | External borrowing | Risk premium
Author's keyword(s):
Corporate bonds | bond spreads | Fama-French factors
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15. |
Title:
Hybrid Inflation Targeting Regimes
Author/Editor: Roger, Scott ; Restrepo, Jorge ; Garcia, Carlos
Series: Working Paper No. 09/234
Published: October 1, 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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16. |
Title:
Euro Area Sovereign Risk During the Crisis
Author/Editor: Sgherri, Silvia ; Zoli, Edda
Series: Working Paper No. 09/222
Published: October 1, 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
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17. |
Title:
The Use (and Abuse) of CDS Spreads During Distress
Author/Editor: Singh, Manmohan ; Spackman, Carolyne
Series: Working Paper No. 09/62
Published: March 1, 2009
Subject(s): Credit risk | Financial institutions | Risk premium | Bond markets | Asset prices | Bankruptcy
Author's keyword(s):
CDS spreads during distress | stochastic recovery rate | probability of default | cheapest-to-deliver bonds | financial institutions
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18. |
Title:
Global Liquidity, Risk Premiums and Growth Opportunities
Author/Editor: De Nicoló, Gianni ; Ivaschenko, Iryna V.
Series: Working Paper No. 09/52
Published: March 1, 2009
Subject(s): International liquidity | Stock markets | Bond markets | Risk premium | Developed countries | Emerging markets | Economic integration | Economic growth | Economic models
Author's keyword(s):
Liquidity | Risk Premiums | Growth Opportunities
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19. |
Title:
Perspectives on High Real Interest Rates in Turkey
Author/Editor: Kannan, Prakash
Series: Working Paper No. 08/251
Published: October 1, 2008
Subject(s): Interest rates | Turkey | Risk premium | Disinflation | Fiscal policy | Foreign exchange | Capital | Economic models
Author's keyword(s):
Turkey; Real Interest Rates; Marginal Product of Capital; Risk Premium
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20. |
Title:
The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality
Author/Editor: Erbas, S. Nuri ; Mirakhor, Abbas
Series: Working Paper No. 07/230
Published: September 1, 2007
Subject(s): Working Paper | Risk premium | Stock prices
Author's keyword(s):
Equity premium | Risk and Knightian Uncertainty | ambiguity aversion
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