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Emerging Market Spread Compression

Emerging Market Spread Compression »

Source: Emerging Market Spread Compression : Is it Real or is it Liquidity?

Volume/Issue: 2008/10

Series: IMF Working Papers

Author(s): Laura Kodres , Kristian Hartelius , and Kenichiro Kashiwase

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2008

ISBN: 9781451868722

Keywords: Sovereign Spreads, Fundamentals, bond, bond spreads, market bond, emerging market bond, standard deviation,

Despite recent turmoil, spreads on emerging market countries' sovereign bonds have fallen dramatically since mid-2002. Some have attributed the fall to improved economic fundamentals while others to ample global li...

Emerging Market Volatility

Emerging Market Volatility »

Source: Emerging Market Volatility : Lessons from The Taper Tantrum

Volume/Issue: 2014/9

Series: Staff Discussion Notes

Author(s): Ratna Sahay , Vivek Arora , Athanasios Arvanitis , Hamid Faruqee , Papa N'Diaye , and Tommaso Mancini Griffoli

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 02 October 2014

ISBN: 9781498318204

Keywords: Monetary policy, Emerging markets, United States, Capital flows, Financial markets, Capital market volatility, Macroprudential Policy, Developed countries, Tapering, unconventional monetary policy

Accommodative monetary policies in advanced economies have spurred increased capital inflows into emerging markets since the global financial crisis. Starting in May 2013, when the Federal Reserve publicly discusse...

Fatal Attraction

Fatal Attraction »

Source: Fatal Attraction : A New Measure of Contagion

Volume/Issue: 2003/80

Series: IMF Working Papers

Author(s): Tamim Bayoumi , Manmohan Kumar , Giorgio Fazio , and Ronald MacDonald

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2003

ISBN: 9781451850321

Keywords: Contagion, international capital flows, emerging market crises, correlations, correlation, currency crises, asian crisis, International Lending and Debt Problems,

This paper proposes a new measure of contagion that is good at anticipating future vulnerabilities. Building on previous work, it uses correlations of equity markets across countries to measure contagion, but in a...

Finance & Development, September 2008

Finance & Development, September 2008 »

Volume/Issue: 45/3

Series: Finance & Development

Author(s): International Monetary Fund. External Relations Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 August 2008

DOI: http://dx.doi.org/10.5089/9781451922394.022

ISBN: 9781451922394

Keywords: low-income countries, international monetary fund, emerging markets, financial markets, monetary policy

The September 2008 issue examines key issues facing low-income countries, including how they should respond to high oil and food prices. Some African economies are now successfully attracting international investor...

Fiscal Vulnerability and Financial Crises in Emerging Market Economies

Fiscal Vulnerability and Financial Crises in Emerging Market Economies »

Series: Occasional Papers

Author(s): Richard Hemming , Axel Schimmelpfennig , and Michael Kell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 May 2003

DOI: http://dx.doi.org/10.5089/9781589061965.084

ISBN: 9781589061965

Keywords: Emerging markets, fiscal variables, public debt, currency crises, fiscal policy, external debt

Fiscal problems have long been considered a central feature of financial--that is, currency, debt, and banking--crises. This paper addresses four questions: What are the fiscal causes of crises? Which fiscal vulner...

Back Matter

Back Matter »

Source: Fiscal Vulnerability and Financial Crises in Emerging Market Economies

Series: Occasional Papers

Author(s): Richard Hemming , Axel Schimmelpfennig , and Michael Kell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 May 2003

ISBN: 9781589061965

Keywords: Emerging markets, fiscal variables, public debt, currency crises, fiscal policy, external debt

Fiscal problems have long been considered a central feature of financial--that is, currency, debt, and banking--crises. This paper addresses four questions: What are the fiscal causes of crises? Which fiscal vulner...

Front Matter

Front Matter »

Source: Fiscal Vulnerability and Financial Crises in Emerging Market Economies

Series: Occasional Papers

Author(s): Richard Hemming , Axel Schimmelpfennig , and Michael Kell

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 May 2003

ISBN: 9781589061965

Keywords: Emerging markets, fiscal variables, public debt, currency crises, fiscal policy, external debt

Fiscal problems have long been considered a central feature of financial--that is, currency, debt, and banking--crises. This paper addresses four questions: What are the fiscal causes of crises? Which fiscal vulner...

Foreign Banks in Emerging Market Crises

Foreign Banks in Emerging Market Crises »

Source: Foreign Banks in Emerging Market Crises : Evidence From Malaysia

Volume/Issue: 2004/129

Series: IMF Working Papers

Author(s): Enrica Detragiache , and Poonam Gupta

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451855142

Keywords: Emerging market banks, banking, domestic banks, foreign bank, banking system, Financial Institutions and Services: Government Policy and Regulation,

Foreign banks have greatly increased their presence in emerging market countries in recent years. This paper compares the performance of domestic banks and a long-established group of foreign banks during the recen...

Foreign Participation in Emerging Markets’ Local Currency Bond Markets

Foreign Participation in Emerging Markets’ Local Currency Bond Markets »

Source: Foreign Participation in Emerging Markets' Local Currency Bond Markets

Volume/Issue: 2010/88

Series: IMF Working Papers

Author(s): Shanaka Peiris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2010

ISBN: 9781451982602

Keywords: Emerging Market Economies, bond, bond yields, government bond, government bond yields,

This paper estimates the impact of foreign participation in determining long-term local currency government bond yields and volatility in a group of emerging markets from 2000-2009. The results of a panel data anal...

Have Institutional Investors Destabilized Emerging Markets?

Have Institutional Investors Destabilized Emerging Markets? »

Source: Have Institutional Investors Destabilized Emerging Markets?

Volume/Issue: 1996/34

Series: IMF Working Papers

Author(s): Brian Aitken

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 1996

ISBN: 9781451978889

Keywords: institutional investors, stock markets, emerging market stocks, stock prices, international finance

In the past few years there has been a large increase in portfolio capital flows into emerging markets, mostly fueled by mutual funds and other institutional investors. Based on a simple variance ratio test, this p...