IMF Publications by Author
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Espinoza, Raphael:
2011
Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Series: Working Paper No. 2011/075
Date: April 1, 2011
Subject: Asset prices Banking Credit default swap Factor models Market risk
Title: How Strong are Fiscal Multipliers in the GCC?
Series: Working Paper No. 2011/061
Date: March 1, 2011
Subject: Capital spending Current spending Expenditure Fiscal multipliers Fiscal policy
2010
Title: Nonperforming Loans in the GCC Banking System and their Macroeconomic Effects
Series: Working Paper No. 2010/224
Date: October 1, 2010
Subject: Banking Commercial banks Credit Credit risk Financial institutions Financial regulation and supervision Loans Money Nonperforming loans
Title: Recent Credit Stagnation in the Mena Region: What to Expect? What Can Be Done?
Series: Working Paper No. 2010/219
Date: September 1, 2010
Subject: Bank credit Banking Credit Credit booms Financial statements Money Oil prices Prices Public financial management (PFM)
Title: Regional Financial Integration in the GCC
Series: Working Paper No. 2010/090
Date: April 1, 2010
Subject: Arbitrage Financial integration Housing Stock markets Stocks
Title: Estimating The Inflation–Growth Nexus—A Smooth Transition Model
Series: Working Paper No. 2010/076
Date: March 1, 2010
Subject: Emerging and frontier financial markets Inflation Oil Population growth Terms of trade
2009
Title: The Role of Financial Variables in Predicting Economic Activity in the Euro Area
Series: Working Paper No. 2009/241
Date: November 1, 2009
Subject: Financial statistics Loans Stock markets Vector autoregression Yield curve
Title: Regional Financial Integration in the Caribbean: Evidence From Financial and Macroeconomic Data
Series: Working Paper No. 2009/139
Date: July 1, 2009
Subject: Balance of payments Current account Economic integration Financial institutions Financial integration Financial markets Regional integration Stock markets Stocks