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Insurance Value of International Reserves
			: An Option Pricing Approach

Insurance Value of International Reserves : An Option Pricing Approach »

Volume/Issue: 2004/175

Series: IMF Working Papers

Author(s): Jaewoo Lee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2004

DOI: http://dx.doi.org/10.5089/9781451858785.001

ISBN: 9781451858785

Keywords: option, underlying asset, international reserves, reserve holding, external debt, currency crises, reserve holdings, Open Economy Macroeconomics,

A quantitative framework is developed to bring forward the insurance motive of holding international reserves. The insurance value of reserves is quantified as the market price of an equivalent option that provides...

Insurance Value of International Reserves

Insurance Value of International Reserves »

Source: Insurance Value of International Reserves : An Option Pricing Approach

Volume/Issue: 2004/175

Series: IMF Working Papers

Author(s): Jaewoo Lee

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2004

ISBN: 9781451858785

Keywords: option, underlying asset, international reserves, reserve holding, external debt, currency crises, reserve holdings, Open Economy Macroeconomics,

A quantitative framework is developed to bring forward the insurance motive of holding international reserves. The insurance value of reserves is quantified as the market price of an equivalent option that provides...

Cote D'ivoire

Cote D'ivoire »

Source: Cote D'ivoire : Statistical Appendix

Volume/Issue: 1999/124

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

ISBN: 9781451807844

Keywords: balance of payments, debt service, external debt, debt stock, public debt

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...

Cote D'ivoire
			: Statistical Appendix

Cote D'ivoire : Statistical Appendix »

Volume/Issue: 1999/124

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 1999

DOI: http://dx.doi.org/10.5089/9781451807844.002

ISBN: 9781451807844

Keywords: balance of payments, debt service, external debt, debt stock, public debt

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discuss...