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Country Transparency and the Global Transmission of Financial Shocks

Country Transparency and the Global Transmission of Financial Shocks »

Source: Country Transparency and the Global Transmission of Financial Shocks

Volume/Issue: 2013/156

Series: IMF Working Papers

Author(s): Luis Brandao Marques , R. Gelos , and Natalia Melgar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2013

ISBN: 9781484397237

Keywords: transmission of global financial shocks, bond, stock returns, equity markets, bond spreads, bond returns, Asset Pricing,

This paper considers the role of country-level opacity (the lack of availability of information) in amplifying shocks emanating from financial centers. We provide a simple model where, in the presence of ambiguity...

The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact

The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact »

Source: The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact

Volume/Issue: 2009/280

Series: IMF Working Papers

Author(s): R. Gelos , Robert Rennhack , James Walsh , and Pelin Berkmen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874259

Keywords: Global crisis, transmission of shocks, cross-country linkages, current account balance, exchange rate, exchange rates,

We provide one of the first attempts at explaining the differences in the crisis impact across developing countries and emerging markets. Using cross-country regressions to explain the factors driving growth foreca...

Country Transparency and the Global Transmission of Financial Shocks

Country Transparency and the Global Transmission of Financial Shocks »

Volume/Issue: 2013/156

Series: IMF Working Papers

Author(s): Luis Brandao Marques , R. Gelos , and Natalia Melgar

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 July 2013

DOI: http://dx.doi.org/10.5089/9781484397237.001

ISBN: 9781484397237

Keywords: transmission of global financial shocks, bond, stock returns, equity markets, bond spreads, bond returns, Asset Pricing,

This paper considers the role of country-level opacity (the lack of availability of information) in amplifying shocks emanating from financial centers. We provide a simple model where, in the presence of ambiguity...

Spillovers from Global and Regional Shocks to Armenia

Spillovers from Global and Regional Shocks to Armenia »

Volume/Issue: 2015/241

Series: IMF Working Papers

Author(s): Knarik Ayvazyan , and Teresa Daban Sanchez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 November 2015

DOI: http://dx.doi.org/10.5089/9781513590462.001

ISBN: 9781513590462

Keywords: Spillovers, Trade, Business cycles, Transmission channels, SVAR, economy, trading partners, regional shocks, oil prices, General

Using a structural vector auto-regression (SVAR) model, this paper examines the size, geographical sources, and transmission channels of global and regional shocks to the Armenian economy. Results show that Armenia...

The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact

The Global Financial Crisis - Explaining Cross-Country Differences in the Output Impact »

Volume/Issue: 2009/280

Series: IMF Working Papers

Author(s): R. Gelos , Robert Rennhack , James Walsh , and Pelin Berkmen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

DOI: http://dx.doi.org/10.5089/9781451874259.001

ISBN: 9781451874259

Keywords: Global crisis, transmission of shocks, cross-country linkages, current account balance, exchange rate, exchange rates,

We provide one of the first attempts at explaining the differences in the crisis impact across developing countries and emerging markets. Using cross-country regressions to explain the factors driving growth foreca...

U.S. Monetary Shocks and Global Stock Prices

U.S. Monetary Shocks and Global Stock Prices »

Volume/Issue: 2010/278

Series: IMF Working Papers

Author(s): Luc Laeven , and Hui Tong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

DOI: http://dx.doi.org/10.5089/9781455210855.001

ISBN: 9781455210855

Keywords: monetary transmission, financial constraints, asset allocation, financial dependence, stock prices, monetary shocks, stock market, Financial Markets and the Macroeconomy, Financial Aspects of Economic Integration,

This paper studies how U.S. monetary policy affects global stock prices. We find that global stock prices respond strongly to changes in U.S. interest rate policy, with stock prices increasing (decreasing) followin...

Spillovers from Global and Regional Shocks to Armenia1

Spillovers from Global and Regional Shocks to Armenia1 »

Source: Spillovers from Global and Regional Shocks to Armenia

Volume/Issue: 2015/241

Series: IMF Working Papers

Author(s): Knarik Ayvazyan , and Teresa Daban Sanchez

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 November 2015

ISBN: 9781513590462

Keywords: Spillovers, Trade, Business cycles, Transmission channels, SVAR, economy, trading partners, regional shocks, oil prices, General

Using a structural vector auto-regression (SVAR) model, this paper examines the size, geographical sources, and transmission channels of global and regional shocks to the Armenian economy. Results show that Armenia...

U.S. Monetary Shocks and Global Stock Prices

U.S. Monetary Shocks and Global Stock Prices »

Source: U.S. Monetary Shocks and Global Stock Prices

Volume/Issue: 2010/278

Series: IMF Working Papers

Author(s): Luc Laeven , and Hui Tong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2010

ISBN: 9781455210855

Keywords: monetary transmission, financial constraints, asset allocation, financial dependence, stock prices, monetary shocks, stock market, Financial Markets and the Macroeconomy, Financial Aspects of Economic Integration,

This paper studies how U.S. monetary policy affects global stock prices. We find that global stock prices respond strongly to changes in U.S. interest rate policy, with stock prices increasing (decreasing) followin...