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Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Source: Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

Global Monetary Tightening

Global Monetary Tightening »

Source: Global Monetary Tightening : Emerging Markets Debt Dynamics and Fiscal Crises

Volume/Issue: 2014/215

Series: IMF Working Papers

Author(s): Julio Escolano , Christina Kolerus , and Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

ISBN: 9781475584691

Keywords: Debt dynamics, sovereign debt crisis, unconventional, debt, bond, interest, Monetary Policy (Targets, Instruments, and Effects), International Lending and Debt Problems

This paper finds that tightening global financial conditions can worsen emerging economies' public debt dynamics through an increasing interest rate-growth differential, particularly if coupled with high global ris...

How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth?

How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth? »

Source: How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth?

Volume/Issue: 2006/170

Series: IMF Working Papers

Author(s): Francis Warnock

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

ISBN: 9781451864304

Keywords: U.S. asset holdings, global asset portfolios, disorderly currency adjustments, global current account imbalances, cpis, bonds, bond, bond markets, financial markets, International Lending and Debt Problems

Partly reflecting structural advantages such a liquidity and strong investor protection, foreigners have built up extremely large positions in U.S. (as well as other dollar-denominated) financial assets. This paper...

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises

Characterizing Global Investors' Risk Appetite for Emerging Market Debt During Financial Crises »

Volume/Issue: 2003/251

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Mardi Dungey , and Renee Fry

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2003

DOI: http://dx.doi.org/10.5089/9781451875928.001

ISBN: 9781451875928

Keywords: Risk Aversion, SVAR, bond, bond spreads, statistics, financial markets, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also...

Global Monetary Tightening
			: Emerging Markets Debt Dynamics and Fiscal Crises

Global Monetary Tightening : Emerging Markets Debt Dynamics and Fiscal Crises »

Volume/Issue: 2014/215

Series: IMF Working Papers

Author(s): Julio Escolano , Christina Kolerus , and Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 December 2014

DOI: http://dx.doi.org/10.5089/9781475584691.001

ISBN: 9781475584691

Keywords: Debt dynamics, sovereign debt crisis, unconventional, debt, bond, interest, Monetary Policy (Targets, Instruments, and Effects), International Lending and Debt Problems

This paper finds that tightening global financial conditions can worsen emerging economies' public debt dynamics through an increasing interest rate-growth differential, particularly if coupled with high global ris...

How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth?

How Might a Disorderly Resolution of Global Imbalances Affect Global Wealth? »

Volume/Issue: 2006/170

Series: IMF Working Papers

Author(s): Francis Warnock

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2006

DOI: http://dx.doi.org/10.5089/9781451864304.001

ISBN: 9781451864304

Keywords: U.S. asset holdings, global asset portfolios, disorderly currency adjustments, global current account imbalances, cpis, bonds, bond, bond markets, financial markets, International Lending and Debt Problems

Partly reflecting structural advantages such a liquidity and strong investor protection, foreigners have built up extremely large positions in U.S. (as well as other dollar-denominated) financial assets. This paper...

The External Financing of Emerging Market Countries
			: Evidence from Two Waves of Financial Globalization

The External Financing of Emerging Market Countries : Evidence from Two Waves of Financial Globalization »

Volume/Issue: 2006/205

Series: IMF Working Papers

Author(s): Aleksandar Zaklan , Paolo Mauro , Martín Minnoni , and Andre Faria

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2006

DOI: http://dx.doi.org/10.5089/9781451864656.001

ISBN: 9781451864656

Keywords: external liabilities, international financial integration, primary enrollment, bond, bonds, school enrollment, primary school, International Lending and Debt Problems, Financial Aspects of Economic Integration,

We trace the history of where and why investors from the most advanced countries directed funds, ultimately helping finance economic development in emerging market countries. To do this, we analyze the determinants...

Unanticipated Shocks and Systemic Influences
			: The Impact of Contagion in Global Equity Markets in 1998

Unanticipated Shocks and Systemic Influences : The Impact of Contagion in Global Equity Markets in 1998 »

Volume/Issue: 2003/84

Series: IMF Working Papers

Author(s): Brenda Gonzalez-Hermosillo , Vance Martin , Renee Fry , and Mardi Dungey

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

DOI: http://dx.doi.org/10.5089/9781451850666.001

ISBN: 9781451850666

Keywords: Contagion, International Spillovers, Russia, LTCM, financial markets, bond, equity market, Multiple or Simultaneous Equation Models: Models with Panel Data, Financial Markets and the Macroeconomy, International Lending and Debt Problems,

August to September 1998 has been characterized as one of the worst episodes of global financial distress in decades. This paper investigates the transmission of the Russian and the LTCM crises through global equit...