Publications Search Results

April 19, 2014

The search found 27 of 12485 documents sorted by Date with the following criteria:
Subject / Keyword: Exchange risk

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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

 

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

 

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

 

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

 

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

 

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

 

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

 

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

 

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.

 

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

 

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

 

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

 

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 |

 

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

 

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

 

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

 

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

 

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

 

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

 

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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