Browse

You are looking at 1 - 10 of 12 items :

  • Money and Monetary Policy x
Clear All
Accounting for Global Dispersion of Current Accounts*

Accounting for Global Dispersion of Current Accounts* »

Source: Accounting for Global Dispersion of Current Accounts

Volume/Issue: 2009/276

Series: IMF Working Papers

Author(s): Jaewoo Lee , Yongsung Chang , and Sun-Bin Kim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

ISBN: 9781451874211

Keywords: Distribution of Current Account, Incomplete Markets, Frictions, current accounts, current account imbalances, current account balances, current account deficit,

We undertake a quantitative analysis of the dispersion of current accounts in an open economy version of incomplete insurance model, incorporating important market frictions in trade and financial flows. Calibrated...

Currency Risk Premia in Global Stock Markets

Currency Risk Premia in Global Stock Markets »

Source: Currency Risk Premia in Global Stock Markets

Volume/Issue: 2006/194

Series: IMF Working Papers

Author(s): Matthew Merritt , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2006

ISBN: 9781451864540

Keywords: Arbitrage pricing theory, risk prices, asset pricing, exchange rate, currency risk, exchange risk, foreign exchange risk, International Finance Forecasting and Simulation,

Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedgi...

Accounting for Global Dispersion of Current Accounts

Accounting for Global Dispersion of Current Accounts »

Volume/Issue: 2009/276

Series: IMF Working Papers

Author(s): Jaewoo Lee , Yongsung Chang , and Sun-Bin Kim

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2009

DOI: http://dx.doi.org/10.5089/9781451874211.001

ISBN: 9781451874211

Keywords: Distribution of Current Account, Incomplete Markets, Frictions, current accounts, current account imbalances, current account balances, current account deficit,

We undertake a quantitative analysis of the dispersion of current accounts in an open economy version of incomplete insurance model, incorporating important market frictions in trade and financial flows. Calibrated...

Currency Risk Premia in Global Stock Markets

Currency Risk Premia in Global Stock Markets »

Volume/Issue: 2006/194

Series: IMF Working Papers

Author(s): Matthew Merritt , and Shaun Roache

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2006

DOI: http://dx.doi.org/10.5089/9781451864540.001

ISBN: 9781451864540

Keywords: Arbitrage pricing theory, risk prices, asset pricing, exchange rate, currency risk, exchange risk, foreign exchange risk, International Finance Forecasting and Simulation,

Large fundamental imbalances persist in the global economy, with potential exchange rate implications. This paper assesses whether exchange rate risk is priced across G-7 stock markets. Given the multitude of hedgi...

International Monetary Fund Annual Report 1964

International Monetary Fund Annual Report 1964 »

Series: Annual Report of the Executive Board

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1964

DOI: http://dx.doi.org/10.5089/9781616351762.011

ISBN: 9781616351762

Keywords: balance of payments, gold, international liquidity, export earnings, current account

This paper reviews key findings of the IMF's Annual Report for the fiscal year ended April 30, 1964. The report highlights that output expanded during 1963 at a satisfactory rate in all the industrial countries. In...

International Monetary Fund Annual Report 1979

International Monetary Fund Annual Report 1979 »

Series: Annual Report of the Executive Board

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 03 September 1979

DOI: http://dx.doi.org/10.5089/9781616351915.011

ISBN: 9781616351915

Keywords: exchange rate, repurchases, balance of payments, current account, foreign exchange

This paper reviews key findings of the IMF's Annual Report for the fiscal year ended April 30, 1979. The report highlights that the performance of the world economy during 1978 and the first half of 1979 was charac...

International Monetary Fund Annual Report 1975

International Monetary Fund Annual Report 1975 »

Series: Annual Report of the Executive Board

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1975

DOI: http://dx.doi.org/10.5089/9781616351878.011

ISBN: 9781616351878

Keywords: exchange rate, balance of payments, exchange rates, foreign exchange, exporting countries

This paper reviews key findings of the IMF's Annual Report for the fiscal year ended April 30, 1975. The report highlights that by traditional standards, the performance of the world economy during 1974 and the fir...

International Monetary Fund Annual Report 1976

International Monetary Fund Annual Report 1976 »

Series: Annual Report of the Executive Board

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1976

DOI: http://dx.doi.org/10.5089/9781616351885.011

ISBN: 9781616351885

Keywords: exchange rate, balance of payments, repurchases, exchange rates, current account

This paper reviews key findings of the IMF's Annual Report for the fiscal year ended April 30, 1976. The report highlights that in mid-1976, the world economy was completing the first year of recovery from its most...

International Monetary Fund Annual Report 1977

International Monetary Fund Annual Report 1977 »

Series: Annual Report of the Executive Board

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1977

DOI: http://dx.doi.org/10.5089/9781616351892.011

ISBN: 9781616351892

Keywords: exchange rate, balance of payments, current account, repurchases, gold

This paper reviews key findings of the IMF's Annual Report for the fiscal year ended April 30, 1977. The report highlights that after a cessation of economic growth in 1974 and an unusual decline in 1975, real gros...

International Monetary Fund Annual Report 1978

International Monetary Fund Annual Report 1978 »

Series: Annual Report of the Executive Board

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1978

DOI: http://dx.doi.org/10.5089/9781616351908.011

ISBN: 9781616351908

Keywords: exchange rate, balance of payments, repurchases, current account, foreign exchange

This paper reviews key findings of the IMF's Annual Report for the fiscal year ended April 30, 1978. The report highlights that the period since the previous Annual Report-the third year of recovery from the most s...