Publications Search Results

July 31, 2014

The search found 59 of 12730 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 2, 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 6, 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 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

 

7.

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

 

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 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

 

9.

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 1, 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.

 

10.

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

 

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 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.

 

12.

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

 

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 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

 

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 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

 

15.

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

 

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 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

 

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 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

 

19.

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

 

20.

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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