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Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Source: Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

DOI: http://dx.doi.org/10.5089/9781451875928.001

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

Is Growth Enough? Macroeconomic Policy and Poverty Reduction

Is Growth Enough? Macroeconomic Policy and Poverty Reduction »

Volume/Issue: 2002/118

Series: IMF Working Papers

Author(s): Carlos Leite , Charalambos Tsangarides , and Dhaneshwar Ghura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2002

DOI: http://dx.doi.org/10.5089/9781451854091.001

ISBN: 9781451854091

Keywords: Macroeconomic Policy, Bayesian Analysis, probability, logarithm, equation, correlation, Multiple or Simultaneous Equation Models: Models with Panel Data, Measurement and Analysis of Poverty, Comparative Studies of Countries,

The paper investigates the existence of "super pro-poor" policies-that is, policies that directly influence the income of the poor after accounting for the effect of growth. It uses a dynamic panel estimator to cap...

Unanticipated Shocks and Systemic Influences
			: The Impact of Contagion in Global Equity Markets in 1998

Unanticipated Shocks and Systemic Influences : The Impact of Contagion in Global Equity Markets in 1998 »

Volume/Issue: 2003/84

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Renee Fry , and Mardi Dungey

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

DOI: http://dx.doi.org/10.5089/9781451850666.001

ISBN: 9781451850666

Keywords: Contagion, International Spillovers, Russia, LTCM, financial markets, bond, equity market, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

August to September 1998 has been characterized as one of the worst episodes of global financial distress in decades. This paper investigates the transmission of the Russian and the LTCM crises through global equit...

Is Growth Enough? Macroeconomic Policy and Poverty Reduction

Is Growth Enough? Macroeconomic Policy and Poverty Reduction »

Source: Is Growth Enough? Macroeconomic Policy and Poverty Reduction

Volume/Issue: 2002/118

Series: IMF Working Papers

Author(s): Carlos Leite , Charalambos Tsangarides , and Dhaneshwar Ghura

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2002

ISBN: 9781451854091

Keywords: Macroeconomic Policy, Bayesian Analysis, probability, logarithm, equation, correlation, Multiple or Simultaneous Equation Models: Models with Panel Data, Measurement and Analysis of Poverty, Comparative Studies of Countries,

The paper investigates the existence of "super pro-poor" policies-that is, policies that directly influence the income of the poor after accounting for the effect of growth. It uses a dynamic panel estimator to cap...