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  • Author/Editor: Sanjay Kalra x
61/2 Decades of Global Trade and Income

61/2 Decades of Global Trade and Income »

Source: 61/2 Decades of Global Trade and Income : 'New Normal' or 'Back to Normal' after GTC and GFC?

Volume/Issue: 2016/139

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2016

ISBN: 9781475526592

Keywords: Global Trade and Income, Elasticities, SVAR, Globalization, Technology shocks, Structural breaks

Global merchandise trade expanded rapidly over the last 61/2 decades and its relationship with global income has seen ebbs and flows. This paper examines the shifts in this relationship using time series data over...

Global Volatility and Forex Returns in East Asia1

Global Volatility and Forex Returns in East Asia1 »

Source: Global Volatility and Forex Returns in East Asia

Volume/Issue: 2008/208

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870664

Keywords: Forex returns, GARCH models, volatility, exchange rate, standard deviation, statistics, heteroscedasticity,

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...

61/2 Decades of Global Trade and Income
			: 'New Normal' or 'Back to Normal' after GTC and GFC?

61/2 Decades of Global Trade and Income : 'New Normal' or 'Back to Normal' after GTC and GFC? »

Volume/Issue: 2016/139

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 July 2016

DOI: http://dx.doi.org/10.5089/9781475526592.001

ISBN: 9781475526592

Keywords: Global Trade and Income, Elasticities, SVAR, Globalization, Technology shocks, Structural breaks

Global merchandise trade expanded rapidly over the last 61/2 decades and its relationship with global income has seen ebbs and flows. This paper examines the shifts in this relationship using time series data over...

Global Volatility and Forex Returns in East Asia

Global Volatility and Forex Returns in East Asia »

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

Keywords: Forex returns, GARCH models, volatility, exchange rate, standard deviation, statistics, heteroscedasticity,

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...