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- Development - Economic Development x
- Books and Analytical Papers x
- Keywords: Financial Markets and the Macroeconomy, x
Can Global Liquidity Forecast Asset Prices?1 »
Source: Can Global Liquidity Forecast Asset Prices?
Volume/Issue: 2010/196
Series: IMF Working Papers
Author(s): Reginald Darius
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 August 2010
ISBN: 9781455205264
Keywords: Asset Price, Spillover Analysis, central bank, global financial crisis, private credit, Financial Markets and the Macroeconomy,
During the period leading up to the global financial crisis many asset classes registered rapid price increases. This coincided with a significant rise in global liquidity. This paper attempts to determine the exte...
Can Islamic Banking Increase Financial Inclusion?* »
Source: Can Islamic Banking Increase Financial Inclusion?
Volume/Issue: 2015/31
Series: IMF Working Papers
Author(s): Sami Ben Naceur , Adolfo Barajas , and Alexander Massara
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 13 February 2015
ISBN: 9781498370813
Keywords: financial inclusion, Financial Possibility Frontier, bank, banking, banks, credit, Financial Markets and the Macroeconomy, Monetary Policy (Targets, Instruments, and Effects)
The paper analyses existing country-level information on the relationship between the development of Islamic banking and financial inclusion. In Muslim countries-members of the Organization for Islamic Cooperation...
Capital Controls or Macroprudential Regulation? »
Source: Capital Controls or Macroprudential Regulation?
Volume/Issue: 2015/218
Series: IMF Working Papers
Author(s): Anton Korinek , and Damiano Sandri
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 October 2015
ISBN: 9781513506463
Keywords: pecuniary externalities, macroprudential regulation, inequality, exchange rate, exchange, lenders, borrowers, markets, International Lending and Debt Problems, Open Economy Macroeconomics
International capital flows can create significant financial instability in emerging economies because of pecuniary externalities associated with exchange rate movements. Does this make it optimal to impose capital...
Do Credit Shocks Matter? A Global Perspective »
Source: Do Credit Shocks Matter? A Global Perspective
Volume/Issue: 2010/261
Series: IMF Working Papers
Author(s): Thomas Helbling , Ayhan Kose , Christopher Otrok , and Raju Huidrom
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 November 2010
ISBN: 9781455209613
Keywords: credit spreads, macroeconomic fluctuations, global recession, recession, recessions, global recessions, financial markets, Financial Markets and the Macroeconomy, Financial Aspects of Economic Integration, Open Economy Macroeconomics
This paper examines the importance of credit market shocks in driving global business cycles over the period 1988:1-2009:4. We first estimate common components in various macroeconomic and financial variables of th...
Financial Crises, Poverty, and Income Distribution »
Source: Financial Crises, Poverty, and Income Distribution
Volume/Issue: 2002/4
Series: IMF Working Papers
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 January 2002
ISBN: 9781451842050
Keywords: Financial crises, poverty line, incidence of poverty, Financial Markets and the Macroeconomy, Measurement and Analysis of Poverty,
Developing and transition economies are prone to financial crises, including balance of payments and banking crises. These crises affect poverty and the distribution of income through a variety of channels: slowdow...
Global and Regional Spillovers to GCC Equity Markets »
Source: Global and Regional Spillovers to GCC Equity Markets
Volume/Issue: 2011/138
Series: IMF Working Papers
Author(s): Tahsin Saadi Sedik , and Oral Williams
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 June 2011
ISBN: 9781455265435
Keywords: GCC, contagion, equity markets, stock market, market capitalization, foreign participation, Financial Aspects of Economic Integration, Financial Markets and the Macroeconomy,
This paper analyzes the impact of global and regional spillovers to GCC equity markets. GCC equity markets were impacted by spillovers from U.S. equity markets despite varying degrees of foreign participation. Spil...
Global Housing Cycles »
Source: Global Housing Cycles
Volume/Issue: 2012/217
Series: IMF Working Papers
Author(s): Deniz Igan , and Prakash Loungani
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 August 2012
ISBN: 9781475505672
Keywords: Housing Cycles, Mortgage Markets, mortgage, real estate, housing markets, housing finance, foreclosure, Financial Markets and the Macroeconomy, Macroeconomic Aspects of International Trade and Finance: General,
Housing cycles and their impact on the financial system and the macroeconomy have become the center of attention following the global financial crisis. This paper documents the characteristics of housing cycles in...
Global Liquidity, House Prices, and the Macroeconomy »
Source: Global Liquidity, House Prices, and the Macroeconomy : Evidence from Advanced and Emerging Economies
Volume/Issue: 2015/23
Series: IMF Working Papers
Author(s): Ambrogio Cesa-Bianchi , Luis Felipe Cespedes , and Alessandro Rebucci
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 29 January 2015
ISBN: 9781484346037
Keywords: C32, E44, F44, economies, liquidity, advanced economies, exchange rate, Time-Series Models, Financial Markets and the Macroeconomy, International Business Cycles
In this paper we first compare house price cycles in advanced and emerging economies using a new quarterly house price data set covering the period 1990-2012. We find that house prices in emerging economies grow fa...
The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements »
Source: The Global Macroeconomic Costs of Raising Bank Capital Adequacy Requirements
Volume/Issue: 2012/44
Series: IMF Working Papers
Author(s): Francis Vitek , and Scott Roger
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 February 2012
ISBN: 9781463936457
Keywords: Basel III, inflation, monetary fund, Financial Markets and the Macroeconomy, Open Economy Macroeconomics, Financial Institutions and Services: Government Policy and Regulation,
This paper examines the transitional macroeconomic costs of a synchronized global increase in bank capital adequacy requirements under Basel III, as well as a capital increase covering globally systemically importa...
Global Market Conditions and Systemic Risk1 »
Source: Global Market Conditions and Systemic Risk
Volume/Issue: 2009/230
Series: IMF Working Papers
Author(s): Brenda Gonzalez-Hermosillo , and Heiko Hesse
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 October 2009
ISBN: 9781451873771
Keywords: Global Financial Crises, Subprime Crisis, Volatility, Solvency, Markov-Switching, financial institutions, financial system, contagion, Multiple or Simultaneous Equation Models: Time-Series Models, Financial Markets and the Macroeconomy,
This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov r...