Series: Global Financial Stability Report
Author(s):
International Monetary Fund. Monetary and Capital Markets Department
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
04
September
2003
ISBN: 9781589062368
This chapter examines the impact of low interest rates across a wide range of mature and emerging markets. It notes that, on balance, financial stability concerns have eased. Household and corporate balance...
Volume/Issue: 2012/298
Series: IMF Working Papers
Author(s):
Tamim Bayoumi
, and
Trung Bui
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
20
December
2012
ISBN: 9781475586633
This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...
Series: Global Financial Stability Report
Author(s):
International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
09
April
2014
DOI: http://dx.doi.org/10.5089/9781484357460.082
ISBN: 9781484357460
The April 2014 Global Financial Stability Report finds that, despite much progress, the global financial system remains in a transitional period with stability conditions far from normal. Advanced and emerging mark...
Series: Global Financial Stability Report
Author(s):
International Monetary Fund. Monetary and Capital Markets Department
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
04
September
2003
DOI: http://dx.doi.org/10.5089/9781589062368.082
ISBN: 9781589062368
This September 2003 issue of the Global Financial Stability Report highlights that since March 2003, further progress has been made in addressing the lingering effects of the bursting of the equity price bubble. Ho...
Series: Global Financial Stability Report
Author(s):
International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
09
April
2014
ISBN: 9781484357460
This presentation complements the main text of the Global Financial Stability Report (GFSR) with data on financial developments in regions and countries as well as in selected sectors.
Unless noted...
Volume/Issue: 2013/264
Series: IMF Working Papers
Author(s):
Laura Jaramillo
, and
Anke Weber
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
23
December
2013
ISBN: 9781484328446
While fiscal conditions remain healthier than in advanced economies, emerging economies continue to be exposed to negative spillovers if global conditions were to become less favorable. This paper finds that domest...
Volume/Issue: 2012/298
Series: IMF Working Papers
Author(s):
Tamim Bayoumi
, and
Trung Bui
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
20
December
2012
DOI: http://dx.doi.org/10.5089/9781475586633.001
ISBN: 9781475586633
This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...
Volume/Issue: 2013/264
Series: IMF Working Papers
Author(s):
Laura Jaramillo
, and
Anke Weber
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
23
December
2013
DOI: http://dx.doi.org/10.5089/9781484328446.001
ISBN: 9781484328446
While fiscal conditions remain healthier than in advanced economies, emerging economies continue to be exposed to negative spillovers if global conditions were to become less favorable. This paper finds that domest...
Volume/Issue: 2015/194
Series: IMF Working Papers
Author(s):
Troy Matheson
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
03
September
2015
DOI: http://dx.doi.org/10.5089/9781513588117.001
ISBN: 9781513588117
Global financial conditions are poised to tighten further as the global recovery proceeds.
While monetary policy normalization should be a healthy global development as growth
continues to recover in advanced econo...
Volume/Issue: 2014/81
Series: IMF Working Papers
Author(s):
Franziska Ohnsorge
,
Marcin Wolski
, and
Yuanyan Zhang
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
09
May
2014
DOI: http://dx.doi.org/10.5089/9781484381588.001
ISBN: 9781484381588
We create a network of bilateral correlations of changes in sovereign bond yields and individual bank equity price changes since 2000. We extract some stylized facts from this network of asset price correlations an...
