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Testing a Disequilibrium Model of Lending Rate Determination

Testing a Disequilibrium Model of Lending Rate Determination »

Source: Testing a Disequilibrium Model of Lending Rate Determination : The Case of Malaysia

Volume/Issue: 1991/84

Series: IMF Working Papers

Author(s): Barry Scholnick

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1991

ISBN: 9781451954364

Keywords: cointegration, equation, banking, probability, statistics

This study examines whether lending rates cleared the market for loans in Malaysia after interest rate liberalization. It is based on a theoretical model in which adverse selection and marginal cost pricing are bro...

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance »

Source: Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance

Volume/Issue: 2006/104

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

ISBN: 9781451863642

Keywords: Default probability, security prices, financial surveillance, probabilities, probability, bond, equation, credit derivatives,

This paper reviews a number of different techniques for estimating default probabilities from the prices of publicly traded securities. These techniques are useful for assessing credit exposure, systemic risk, and...

Contagion, Monsoons, and Domestic Turmoil in Indonesia

Contagion, Monsoons, and Domestic Turmoil in Indonesia »

Source: Contagion, Monsoons, and Domestic Turmoil in Indonesia : A Case Study in the Asian Currency Crisis

Volume/Issue: 2000/60

Series: IMF Working Papers

Author(s): Sweta Saxena , and Valerie Cerra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

ISBN: 9781451848045

Keywords: Currency crisis, Contagion, Markov-switching models, probability, probabilities, asian crisis, equation

This paper investigates whether Indonesia’s recent currency crisis was due to domestic fundamentals, common external shocks (“monsoons”), or contagion from neighboring countries. Markov-switchi...

What Drives Household Borrowing and Credit Constraints? Evidence from Bosnia and Herzegovina

What Drives Household Borrowing and Credit Constraints? Evidence from Bosnia and Herzegovina »

Source: What Drives Household Borrowing and Credit Constraints? Evidence from Bosnia and Herzegovina

Volume/Issue: 2008/202

Series: IMF Working Papers

Author(s): Ke Chen Chen , and Mali Chivakul

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2008

ISBN: 9781451870602

Keywords: household debt, credit constraints, probability, credit market, credit constraint, equation, Bosnia, Herzegovina,

Although Bosnia and Herzegovina (BiH) has experienced rapid growth in credit to households in recent years, most individuals are still credit constrained. This paper analyzes the determinants of household credit de...

Did Output Recover From the Asian Crisis?

Did Output Recover From the Asian Crisis? »

Source: Did Output Recover From the Asian Crisis?

Volume/Issue: 2003/48

Series: IMF Working Papers

Author(s): Valerie Cerra , and Sweta Saxena

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451846751

Keywords: Crisis, Recovery, Hong Kong, Korea, recessions, asian crisis, recession, probability, probabilities, International Finance: Other

This paper investigates the extent to which output has recovered from the Asian crisis. A regime-switching approach that introduces two state variables is used to decompose recessions in a set of six Asian countrie...

Currency Crises and Uncertainty About Fundamentals

Currency Crises and Uncertainty About Fundamentals »

Source: Currency Crises and Uncertainty About Fundamentals

Volume/Issue: 2002/3

Series: IMF Working Papers

Author(s): M. Sbracia , and Alessandro Prati

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

ISBN: 9781451841916

Keywords: Speculative attack, exchange rate crisis, public and private information, exchange rate, exchange rate pressures, probability, equation, predictions, Asymmetric and Private Information,

This paper studies how uncertainty about fundamentals contributed to currency crises from both a theoretical and an empirical perspective. We find evidenceCbased on a monthly dataset of Consensus forecasts for six...

Rent Seeking and Endogenous Income Inequality

Rent Seeking and Endogenous Income Inequality »

Source: Rent Seeking and Endogenous Income Inequality

Volume/Issue: 2001/15

Series: IMF Working Papers

Author(s): Paul Wade , and Era Dabla-Norris

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2001

ISBN: 9781451843262

Keywords: lotteries, probability, expropriation, equation, credit markets, equations, Personal Income, Wealth, and Their Distributions, Models of Political Processes: Rent-seeking

This paper studies the relationship between wealth inequality and occupational choice between rent-seeking and production. With imperfect credit markets and a fixed cost to rent-seeking, only wealthy agents choose...

Testing a Disequilibrium Model of Lending Rate Determination
			: The Case of Malaysia

Testing a Disequilibrium Model of Lending Rate Determination : The Case of Malaysia »

Volume/Issue: 1991/84

Series: IMF Working Papers

Author(s): Barry Scholnick

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1991

DOI: http://dx.doi.org/10.5089/9781451954364.001

ISBN: 9781451954364

Keywords: cointegration, equation, banking, probability, statistics

This study examines whether lending rates cleared the market for loans in Malaysia after interest rate liberalization. It is based on a theoretical model in which adverse selection and marginal cost pricing are bro...

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance

Market-Based Estimation of Default Probabilities and its Application to Financial Market Surveillance »

Volume/Issue: 2006/104

Series: IMF Working Papers

Author(s): Jorge Chan-Lau

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 April 2006

DOI: http://dx.doi.org/10.5089/9781451863642.001

ISBN: 9781451863642

Keywords: Default probability, security prices, financial surveillance, probabilities, probability, bond, equation, credit derivatives,

This paper reviews a number of different techniques for estimating default probabilities from the prices of publicly traded securities. These techniques are useful for assessing credit exposure, systemic risk, and...

Contagion, Monsoons, and Domestic Turmoil in Indonesia
			: A Case Study in the Asian Currency Crisis

Contagion, Monsoons, and Domestic Turmoil in Indonesia : A Case Study in the Asian Currency Crisis »

Volume/Issue: 2000/60

Series: IMF Working Papers

Author(s): Sweta Saxena , and Valerie Cerra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2000

DOI: http://dx.doi.org/10.5089/9781451848045.001

ISBN: 9781451848045

Keywords: Currency crisis, Contagion, Markov-switching models, probability, probabilities, asian crisis, equation

This paper investigates whether Indonesia’s recent currency crisis was due to domestic fundamentals, common external shocks (“monsoons”), or contagion from neighboring countries. Markov-switchi...