Volume/Issue: 2014/39
Series: IMF Working Papers
Author(s):
Serkan Arslanalp
, and
Takahiro Tsuda
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
05
March
2014
ISBN: 9781484326541
This paper proposes an approach to track US$1 trillion of emerging market government debt held by foreign investors in local and hard currency, based on a similar approach that was used for advanced ec...
Volume/Issue: 2015/127
Series: IMF Working Papers
Author(s):
Eugenio Cerutti
,
Stijn Claessens
, and
Damien Puy
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
22
June
2015
ISBN: 9781513526638
This paper analyzes the behavior of gross capital inflows across 34 emerging markets (EMs).
We first confirm that aggregate inflows to EMs co-move considerably. We then report three
findings: (i) the aggregate co-m...
Volume/Issue: 2004/131
Series: IMF Working Papers
Author(s):
International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
July
2004
ISBN: 9781451855319
One plausible mechanism through which financial market shocks may propagate across countries is through the effect of past gains and losses on investors' risk aversion. We first present a simple model on how hetero...
Volume/Issue: 2001/111
Series: IMF Working Papers
Author(s):
Piti Disyatat
, and
R. Gelos
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
August
2001
ISBN: 9781451853476
Benchmark following and portfolio rebalancing effects have often been cited when trying to explain international financial contagion phenomena. Using a dataset containing the country allocation of individual dedica...
Volume/Issue: 2013/231
Series: IMF Working Papers
Author(s):
Abdullah Al-Hassan
,
Michael Papaioannou
,
Martin Skancke
, and
Cheng Chih Sung
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
11
November
2013
ISBN: 9781475518610
This paper presents in a systematic (normative) manner the salient features of a SWF‘s governance structure, in relation to its objectives and investment management that can ensure its efficient operation and enhan...
Volume/Issue: 2011/19
Series: IMF Working Papers
Author(s):
Iva Petrova
,
Jukka Pihlman
,
Peter Kunzel
, and
Yinqiu Lu
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
January
2011
ISBN: 9781455211968
While SWF investment objectives to some extent reflect inherent characteristics, notable differences in strategic asset allocation (SAA) exist even amongst SWFs of similar types. Even so, this paper shows that the...
Volume/Issue: 2014/37
Series: IMF Working Papers
Author(s):
Fabian Lipinsky
, and
Li Lian Ong
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
26
February
2014
ISBN: 9781484320143
Stock markets play a key role in corporate financing in Asia. However, despite their increasing importance in terms of size and cross-border investment activity, the region's markets are reputed to be more 'idiosyn...
Volume/Issue: 2014/39
Series: IMF Working Papers
Author(s):
Serkan Arslanalp
, and
Takahiro Tsuda
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
05
March
2014
DOI: http://dx.doi.org/10.5089/9781484326541.001
ISBN: 9781484326541
This paper proposes an approach to track US$1 trillion of emerging market government debt held by foreign investors in local and hard currency, based on a similar approach that was used for advanced ec...
Volume/Issue: 2015/127
Series: IMF Working Papers
Author(s):
Eugenio Cerutti
,
Stijn Claessens
, and
Damien Puy
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
22
June
2015
DOI: http://dx.doi.org/10.5089/9781513526638.001
ISBN: 9781513526638
This paper analyzes the behavior of gross capital inflows across 34 emerging markets (EMs).
We first confirm that aggregate inflows to EMs co-move considerably. We then report three
findings: (i) the aggregate co-m...
Volume/Issue: 2004/131
Series: IMF Working Papers
Author(s):
International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date:
01
July
2004
DOI: http://dx.doi.org/10.5089/9781451855319.001
ISBN: 9781451855319
One plausible mechanism through which financial market shocks may propagate across countries is through the effect of past gains and losses on investors' risk aversion. We first present a simple model on how hetero...