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Risk premium
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Title: Disinflation, External Vulnerability, and Fiscal Intransigence : Some Unpleasant Mundellian Arithmetic
Author/Editor:Evan C Tanner
lblSeries:Working Paper No. 17/118
Title: A Macroeconomic Approach to the Term Premium
Author/Editor:Emanuel Kopp,Peter D. Williams
lblSeries:Working Paper No. 18/140
Title: A toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies
Author/Editor:Elif Arbatli ; C. Emre Alper ; Jiri Jonas ; Anke Weber ; Marc Gerard ; Tidiane Kinda ; Giovanni Callegari ; Anna Shabunina ; Andrea Schaechter ; Carlos Caceres
lblSeries:Working Paper No. 12/11
Subject: Developed countries ; Public debt ; Risk premium ; Spillovers
Title: Agents' Preferences, the Equity Premium, and the Consumption-Saving Trade-Off: An Application to French Data
Author/Editor:Epaulard, Anne ; Pommeret, Aude
lblSeries:Working Paper No. 01/117
Subject: Risk premium ; France ; Consumption ; Savings ; Economic models
Title: Assessing Debt Sustainability in Emerging Market Economies Using Stochastic Simulation Methods
Author/Editor:Hostland, Doug ; Karam, Philippe D
lblSeries:Working Paper No. 05/226
Subject: Debt ; Emerging markets ; Risk premium ; Fiscal policy ; Fiscal management ; Capital flows ; Economic models
Title: Assessing Fiscal Sustainability Under Uncertainity
Author/Editor:Barnhill, Theodore M. ; Kopits, George
lblSeries:Working Paper No. 03/79
Subject: Fiscal policy ; Risk premium ; Financial crisis ; Emerging markets
Title: Bank Risk Within and Across Equilibria
Author/Editor:Itai Agur
lblSeries:Working Paper No. 14/116
Subject: International financial system ; Banking sector ; Credit risk ; Risk premium ; Econometric models
Title: Banks During the Argentine Crisis: Were They All Hurt Equally? Did They All Behave Equally?
Author/Editor:Barajas, Adolfo ; Basco, Emiliano ; Juan-Ramon, V. Hugo ; Quarracino, Carlos
lblSeries:Working Paper No. 06/42
Subject: Banks ; Argentina ; Banking ; Financial crisis ; Bank regulations ; Risk premium ; Dollarization
Title: China’s Growing Influence on Asian Financial Markets
Author/Editor:Serkan Arslanalp ; Wei Liao ; Shi Piao ; Dulani Seneviratne
lblSeries:Working Paper No. 16/173
Subject: Financial markets ; China ; Asia ; Regional shocks ; Spillovers ; Risk premium ; Trade integration ; Regional integration
Title: The Contingent Claims Approach to Corporate Vulnerability Analysis: Estimating Default Risk and Economy-wide Risk Transfer
Author/Editor:Gapen, Michael T. ; Gray, Dale F. ; Xiao, Yingbin ; Lim, Cheng Hoon
lblSeries:Working Paper No. 04/121
Subject: Credit ; Brazil ; Thailand ; Risk premium ; Financial sector ; Public sector ; Economic models
Title: Debt Maturity, Risk, and Asymmetric Information
Author/Editor:Espinosa-Vega, Marco ; Miller, Nathan H. ; Frame, W. Scott ; Berger, Allen N.
lblSeries:Working Paper No. 05/201
Subject: Debt ; Risk premium ; Banks ; Credit ; Economic models
Title: Determinants of the Foreign Exchange Risk Premium in Gulf Cooperation Council Countries
Author/Editor:Poghosyan, Tigran
lblSeries:Working Paper No. 10/255
Subject: 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
Title: The END: A New Indicator of Financial and Nonfinancial Corporate Sector Vulnerability
Author/Editor:Chan-Lau, Jorge A. ; Gravelle, Toni
lblSeries:Working Paper No. 05/231
Subject: Risk premium ; Korea, Republic of ; Malaysia ; Thailand ; Credit ; Financial sector ; Corporate sector
Title: The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality
Author/Editor:Erbas, S. Nuri ; Mirakhor, Abbas
lblSeries:Working Paper No. 07/230
Subject: Working Paper ; Risk premium ; Stock prices
Title: Financial Dollarization Equilibria: A Framework for Policy Analysis
Author/Editor:Ize, Alain ; International Monetary Fund. Monetary and Financial Systems Dept.
lblSeries:Working Paper No. 05/186
Subject: Dollarization ; Monetary policy ; Financial crisis ; Credit ; Risk premium ; Economic models
Title: Financial Integration: A New Methodology and an Illustration
Author/Editor:Flood, Robert P. ; Rose, Andrew K.
lblSeries:Working Paper No. 04/110
Subject: Financial assets ; United States ; Stock markets ; Risk premium ; Asset prices ; Economic models
Title: Financial Risks, Stability, and Globalization
Author/Editor: Johnson, Omotunde E. G.
Subject: Financial stability ; Globalization ; Risk premium
Title: Fire Sales and the Financial Accelerator
Author/Editor:Choi, Woon ; Cook, David
lblSeries:Working Paper No. 10/141
Subject: Asset liquidation ; Bankruptcy ; Risk premium
Title: Fiscal Policy and Financial Markets
Author/Editor:Akitoby, Bernardin ; Stratmann, Thomas
lblSeries:Working Paper No. 06/16
Subject: Fiscal policy ; Risk premium ; Bond markets ; Emerging markets ; Financial systems ; Government expenditures ; Revenues
Title: Fiscal Rules and the Sovereign Default Premium
Author/Editor:Juan Carlos Hatchondo ; Francisco Roch ; Leonardo Martinez
lblSeries:Working Paper No. 12/30
Subject: Debt restructuring ; Economic models ; Fiscal consolidation ; Risk premium ; Sovereign debt
Title: A Fiscal Theory of the Currency Risk Premium and of Sterilized Intervention
Author/Editor:Kumhof, Michael ; van Nieuwerburgh, Stijn
lblSeries:Working Paper No. 02/29
Subject: Fiscal policy ; Bond markets ; Stock markets ; Exchange risk ; Risk premium ; Intervention ; Economic models
Title: Global Liquidity : Availability of Funds for Safe and Risky Assets
Author/Editor:Akito Matsumoto
lblSeries:Working Paper No. 11/136
Subject: Economic models ; Emerging markets ; External shocks ; Financial risk ; Latin America ; Risk premium
Title: Global Liquidity, Risk Premiums and Growth Opportunities
Author/Editor:De Nicoló, Gianni ; Ivaschenko, Iryna V.
lblSeries:Working Paper No. 09/52
Subject: International liquidity ; Stock markets ; Bond markets ; Risk premium ; Developed countries ; Emerging markets ; Economic integration ; Economic growth ; Economic models
Title: How Big Are The Benefits of Economic Diversification?: Evidence from Earthquakes
Author/Editor:Ramcharan, Rodney
lblSeries:Working Paper No. 05/48
Subject: Consumption ; Exchange risk ; Credit ; Risk premium ; Export diversification
Title: How Important Is Sovereign Risk in Determining Corporate Default Premia? The Case of South Africa
Author/Editor:Peter, Marcel ; Grandes, Martín
lblSeries:Working Paper No. 05/217
Subject: Economic models ; Risk premium ; South Africa
Title: Hybrid Inflation Targeting Regimes
Author/Editor:Roger, Scott ; Restrepo, Jorge ; Garcia, Carlos
lblSeries:Working Paper No. 09/234
Subject: Central bank policy ; Demand ; Developing countries ; Economic models ; Exchange rates ; External shocks ; Inflation targeting ; Monetary policy ; Risk premium
Title: Inflation Targeting and Country Risk : An Empirical Investigation
Author/Editor:Armand Fouejieu ; Scott Roger
lblSeries:Working Paper No. 13/21
Subject: Inflation targeting ; Risk premium ; Monetary policy ; Economic models
Title: Interest Rate Determination in Lebanon
Author/Editor:Poddar, Tushar ; Goswami, Mangal ; Sole, Juan ; Icaza, Victor Echévarria
lblSeries:Working Paper No. 06/94
Subject: Domestic liquidity ; Financial risk ; Interest rates ; Lebanon ; Risk premium
Title: International Pricing of Emerging Market Corporate Debt: Does the Corporate Matter?
Author/Editor:Keller, Sonja ; Mody, Ashoka
lblSeries:Working Paper No. 10/26
Subject: Corporate sector ; Credit risk ; Emerging markets ; External borrowing ; Risk premium
Title: Managing the Interest Rate Risk of Indian Banks' Government Securities Holdings
Author/Editor:Sy, Amadou N. R.
lblSeries:Working Paper No. 05/78
Subject: Interest rates ; India ; Banks ; Risk premium ; Bonds ; Basel Core Principles
Title: Measuring and Analyzing Sovereign Risk with Contingent Claims
Author/Editor:Gapen, Michael T. ; Gray, Dale F. ; Lim, Cheng Hoon ; Xiao, Yingbin
lblSeries:Working Paper No. 05/155
Subject: Debt sustainability analysis ; Risk premium ; Economic models
Title: Monetary Policy in Low Income Countries in the Face of the Global Crisis : The Case of Zambia
Author/Editor:Jaromir Benes ; Andrew Berg ; Rafael Portillo ; Mai Dao ; Alfredo Baldini
lblSeries:Working Paper No. 12/94
Subject: Banking sector ; Economic models ; Low-income developing countries ; Monetary policy ; Risk premium
Title: Outlook for Interest Rates and Japanese Banks’ Risk Exposures under Abenomics
Author/Editor:Serkan Arslanalp ; Raphael W. Lam
lblSeries:Working Paper No. 13/213
Subject: Interest rates ; Japan ; Banks ; Risk premium ; Fiscal reforms ; Monetary policy
Title: Perspectives on High Real Interest Rates in Turkey
Author/Editor:Kannan, Prakash
lblSeries:Working Paper No. 08/251
Subject: Interest rates ; Turkey ; Risk premium ; Disinflation ; Fiscal policy ; Foreign exchange ; Capital ; Economic models
Title: The Pricing of Credit Default Swaps During Distress
Author/Editor:Andritzky, Jochen R. ; Singh, Manmohan
lblSeries:Working Paper No. 06/254
Subject: Credit risk ; Brazil ; Risk premium ; Bond markets ; Prices
Title: Pricing of Sovereign Credit Risk : Evidence From Advanced Economies During the Financial Crisis
Author/Editor:C. Emre Alper ; Lorenzo Forni ; Marc Gerard
lblSeries:Working Paper No. 12/24
Subject: Credit risk ; Developed countries ; Global Financial Crisis 2008-2009 ; Risk premium ; Sovereign debt
Title: Probabilities of Default and the Market Price of Risk in a Distressed Economy
Author/Editor:Miguel A. Segoviano Basurto ; Raphael A. Espinoza
lblSeries:Working Paper No. 11/75
Subject: Bankruptcy ; Banks ; Credit risk ; Economic models ; Risk premium
Author/Editor:Cottarelli, Carlo ; Mecagni, Mauro
lblSeries:Working Paper No. 90/38
Subject: Risk premium ; Italy ; Public debt ; Public finance ; Bonds ; Interest rate differential ; Economic models
Title: Robust versus Optimal Rules in Monetary Policy: A Note
Author/Editor:Demertzis, Maria ; Tieman, Alexander F.
lblSeries:Working Paper No. 04/96
Subject: Monetary policy ; Economic models ; Risk premium
Title: Sectoral Balance Sheet Mismatches and Macroeconomic Vulnerabilities in Colombia, 1996-2003
Author/Editor:Lima, Juan Manuel ; Montes, Enrique ; Varela, Carlos ; Wiegand, Johannes
lblSeries:Working Paper No. 06/5
Subject: Risk premium ; Colombia ; Data analysis ; Financial systems ; Public debt
Title: Sovereign Risk and Belief-Driven Fluctuations in the Euro Area
Author/Editor:Giancarlo Corsetti ; Keith Kuester ; André Meier ; Gernot J. Mueller
lblSeries:Working Paper No. 13/227
Subject: Sovereign debt ; Euro Area ; Fiscal risk ; Risk premium ; Fiscal policy ; Monetary policy ; Economic models
Title: Sovereign Risk, Fiscal Policy, and Macroeconomic Stability
Author/Editor:Keith Kuester ; Gernot J. Mueller ; Giancarlo Corsetti ; André Meier
lblSeries:Working Paper No. 12/33
Subject: Risk premium ; Sovereign debt
Title: Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals?
Author/Editor:Caceres, Carlos ; Guzzo, Vincenzo ; Segoviano Basurto, Miguel A.
lblSeries:Working Paper No. 10/120
Subject: Bonds ; Cross country analysis ; Economic models ; Financial crisis ; Fiscal policy ; Global Financial Crisis 2008-2009 ; Risk premium ; Sovereign debt ; Spillovers

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