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Chapter 6. Global and Regional Spillovers to Pacific Island Countries

Chapter 6. Global and Regional Spillovers to Pacific Island Countries »

Source: Resilience and Growth in the Small States of the Pacific

Series: Books

Author(s): Hoe Khor , Roger Kronenberg , and Patrizia Tumbarello

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 August 2016

ISBN: 9781513507521

Keywords: Pacific islands, small states, natural disasters, climate change, foreign aid, resilience, dispersion, distance, remoteness, fisheries

The Pacific island countries (PICs) have been integrating economically with Australia, New Zealand, and Asia’s emerging market economies over the last two decades, creating big economic opportunities for the...

Chapter 13. Global Commodity Prices, Monetary Transmission, and Exchange Rate Pass-Through

Chapter 13. Global Commodity Prices, Monetary Transmission, and Exchange Rate Pass-Through »

Source: Resilience and Growth in the Small States of the Pacific

Series: Books

Author(s): Hoe Khor , Roger Kronenberg , and Patrizia Tumbarello

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 August 2016

ISBN: 9781513507521

Keywords: Pacific islands, small states, natural disasters, climate change, foreign aid, resilience, dispersion, distance, remoteness, fisheries

Pacific island countries (PICs) are vulnerable to commodity price shocks and this poses challenges for monetary policy. The spike in global commodity prices in 2007–08 led to a rise in headline inflation, wh...

Chapter 7. Major Economic Shocks and Pacific Island Countries during the Global Economic Crisis

Chapter 7. Major Economic Shocks and Pacific Island Countries during the Global Economic Crisis »

Source: Resilience and Growth in the Small States of the Pacific

Series: Books

Author(s): Hoe Khor , Roger Kronenberg , and Patrizia Tumbarello

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 August 2016

ISBN: 9781513507521

Keywords: Pacific islands, small states, natural disasters, climate change, foreign aid, resilience, dispersion, distance, remoteness, fisheries

Small island states are vulnerable to external shocks and generally experience greater instability in exports and agricultural production than other developing economies. 1 Pacifi...

Chapter 16. Pacific Island Countries: Trade Integration in a Changing Global Economy

Chapter 16. Pacific Island Countries: Trade Integration in a Changing Global Economy »

Source: Resilience and Growth in the Small States of the Pacific

Series: Books

Author(s): Hoe Khor , Roger Kronenberg , and Patrizia Tumbarello

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 10 August 2016

ISBN: 9781513507521

Keywords: Pacific islands, small states, natural disasters, climate change, foreign aid, resilience, dispersion, distance, remoteness, fisheries

Trade integration is widely considered to be essential for economic development and prosperity in Pacific island countries (PICs). 1 This thinking is not without theoretical or em...

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center »

Source: Contagion Risk in the International Banking System and Implications for London As a Global Financial Center

Volume/Issue: 2007/74

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , Srobona Mitra , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2007

ISBN: 9781451866384

Keywords: co-exceedance, contagion risk, distance-to-default, extreme value theory, LOGIT, foreign banks, financial institutions, stock market, financial system, financial markets

In this paper, we use the extreme value theory (EVT) framework to analyze contagion risk across the international banking system. We test for the likelihood that an extreme shock affecting a major, systemic U.K. ba...

Foreign Bank Subsidiaries' Default Risk during the Global Crisis

Foreign Bank Subsidiaries' Default Risk during the Global Crisis »

Source: Foreign Bank Subsidiaries' Default Risk during the Global Crisis : What Factors Help Insulate Affiliates from their Parents?

Volume/Issue: 2016/109

Series: IMF Working Papers

Author(s): Deniz Anginer , Eugenio Cerutti , and Maria Martinez Peria

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 June 2016

ISBN: 9781484382189

Keywords: Banking crises, default risk, ring-fencing, bank subsidiaries, distance to default, Merton model.

This paper examines the association between the default risk of foreign bank subsidiaries in developing countries and their parents during the global financial crisis, with the purpose of determining the size and s...

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center

Contagion Risk in the International Banking System and Implications for London As a Global Financial Center »

Volume/Issue: 2007/74

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , Srobona Mitra , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2007

DOI: http://dx.doi.org/10.5089/9781451866384.001

ISBN: 9781451866384

Keywords: co-exceedance, contagion risk, distance-to-default, extreme value theory, LOGIT, foreign banks, financial institutions, stock market, financial system, financial markets

In this paper, we use the extreme value theory (EVT) framework to analyze contagion risk across the international banking system. We test for the likelihood that an extreme shock affecting a major, systemic U.K. ba...

Foreign Bank Subsidiaries' Default Risk during the Global Crisis
			: What Factors Help Insulate Affiliates from their Parents?

Foreign Bank Subsidiaries' Default Risk during the Global Crisis : What Factors Help Insulate Affiliates from their Parents? »

Volume/Issue: 2016/109

Series: IMF Working Papers

Author(s): Deniz Anginer , Eugenio Cerutti , and Maria Martinez Peria

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 08 June 2016

DOI: http://dx.doi.org/10.5089/9781484382189.001

ISBN: 9781484382189

Keywords: Banking crises, default risk, ring-fencing, bank subsidiaries, distance to default, Merton model.

This paper examines the association between the default risk of foreign bank subsidiaries in developing countries and their parents during the global financial crisis, with the purpose of determining the size and s...

The Missing Globalization Puzzle

The Missing Globalization Puzzle »

Volume/Issue: 2002/171

Series: IMF Working Papers

Author(s): Rikhil Bhavnani , Natalia Tamirisa , Arvind Subramanian , and David Coe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

DOI: http://dx.doi.org/10.5089/9781451858518.001

ISBN: 9781451858518

Keywords: trade, gravity model, distance, bilateral trade, trade costs, equation, transport costs, international trade, Trade: General, Trade Gravity Model,

The failure of declining trade-related costs to be reflected in estimates of the standard gravity model of bilateral trade might be called the "missing globalization puzzle." This puzzle is most apparent in the est...

The Missing Globalization Puzzle

The Missing Globalization Puzzle »

Source: The Missing Globalization Puzzle

Volume/Issue: 2002/171

Series: IMF Working Papers

Author(s): Rikhil Bhavnani , Natalia Tamirisa , Arvind Subramanian , and David Coe

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2002

ISBN: 9781451858518

Keywords: trade, gravity model, distance, bilateral trade, trade costs, equation, transport costs, international trade, Trade: General, Trade Gravity Model,

The failure of declining trade-related costs to be reflected in estimates of the standard gravity model of bilateral trade might be called the "missing globalization puzzle." This puzzle is most apparent in the est...