Volume/Issue: 2015/159
Series: IMF Working Papers
Author(s):
Olivier Blanchard
,
Gustavo Adler
, and
Irineu de Carvalho Filho
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
16
July
2015
ISBN: 9781513585840
Many emerging market economies have relied on foreign exchange intervention (FXI) in response to gross capital inflows. In this paper, we study whether FXI has been an effective tool to dampen the effects of these...
Volume/Issue: 2008/208
Series: IMF Working Papers
Author(s):
Sanjay Kalra
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
September
2008
ISBN: 9781451870664
During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall "flight to safety" effect. Estimates from GARCH models sugge...
Volume/Issue: 2015/159
Series: IMF Working Papers
Author(s):
Olivier Blanchard
,
Gustavo Adler
, and
Irineu de Carvalho Filho
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
16
July
2015
DOI: http://dx.doi.org/10.5089/9781513585840.001
ISBN: 9781513585840
Many emerging market economies have relied on foreign exchange intervention (FXI) in response to gross capital inflows. In this paper, we study whether FXI has been an effective tool to dampen the effects of these...
Volume/Issue: 1998/117
Series: IMF Working Papers
Author(s):
Evan Tanner
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
August
1998
DOI: http://dx.doi.org/10.5089/9781451941647.001
ISBN: 9781451941647
Ex-post deviations from uncovered interest parity (UIP) – realized differences between dollar returns on identical assets of different currencies – equal the real interest differential plus real excha...
Volume/Issue: 2008/208
Series: IMF Working Papers
Author(s):
Sanjay Kalra
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
September
2008
DOI: http://dx.doi.org/10.5089/9781451870664.001
ISBN: 9781451870664
During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall "flight to safety" effect. Estimates from GARCH models sugge...
Series: Books
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
18
July
1997
ISBN: 9781557756374
Over the last several years, there has been a dramatic improvement in the Philippines’ fiscal accounts. The consolidated public sector deficit has been reduced by about 5 percentage points of GNP since 1990...
