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The Future of China's Bond Market

This book analyzes segments of China's bond market, from sovereign, policy bank, and credit bonds, to the rapidly growing local government bond market.

The Future of China's Bond Market

This book analyzes segments of China's bond market, from sovereign, policy bank, and credit bonds, to the rapidly growing local government bond market.

Fonds de couverture
			: Que savons-nous vraiment d'eux?

Fonds de couverture : Que savons-nous vraiment d'eux? »

Series: Economic Issues

Author(s): Donald Mathieson , and Barry Eichengreen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 27 September 1999

Language: French

DOI: http://dx.doi.org/10.5089/9781557758507.051

ISBN: 9781557758507

Keywords: hedge funds, hedge, hedge fund, financial markets, derivative, financial institutions, bonds, financial market, futures markets, hedge? funds

Each episode of volatility in financial markets heightens the attention of government officials and others to the role played by the hedge fund industry in financial market dynamics. Hedge funds were implicated in...

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...

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...

Private Information, Capital Flows, and Exchange Rates1

Private Information, Capital Flows, and Exchange Rates1 »

Source: Private Information, Capital Flows, and Exchange Rates

Volume/Issue: 2012/213

Series: IMF Working Papers

Author(s): Jacob Gyntelberg , Subhanij Tientip , and Mico Loretan

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 2012

ISBN: 9781475505634

Keywords: Order flow, private information, exchange rate models, market microstructure, bond, bond market, stock market, bonds,

We demonstrate empirically that not all capital flows influence exchange rates equally: Capital flows induced by foreign investors' stock market transactions have both an economically significant and a permanent im...

Are Sovereign Debt Secondary Market Returns Sensitive to Macroecoriomic Fundamentals?  Evidence from the Contemporary and Interwar Markets

Are Sovereign Debt Secondary Market Returns Sensitive to Macroecoriomic Fundamentals? Evidence from the Contemporary and Interwar Markets »

Source: Are Sovereign Debt Secondary Market Returns Sensitive to Macroecoriomic Fundamentals? Evidence from the Contemporary and Interwar Markets

Volume/Issue: 1990/69

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 August 1990

ISBN: 9781451960624

Keywords: sovereign debt, bond, bonds, debt market, sovereign bond

The insensitivity of sovereign loan secondary market returns to macroeconomic fundamentals has been attributed to market illiquidity and the absence of publicly reported transactional prices. During the 1920s and 1...

Emerging Market Bond Spreads and Sovereign Credit Ratings

Emerging Market Bond Spreads and Sovereign Credit Ratings »

Source: Emerging Market Bond Spreads and Sovereign Credit Ratings : Reconciling Market Views with Economic Fundamentals

Volume/Issue: 2001/165

Series: IMF Working Papers

Author(s): Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451858051

Keywords: Bond spreads, monitoring, risk appetite, bond, bonds, emerging market bond, market bond, Financial Institutions and Services: General,

This paper uses a panel data estimation of a simple univariate model of sovereign spreads on ratings to analyze statistically significant deviations from the estimated relationship. We find evidence of an asymmetri...

What Drives Contagion

What Drives Contagion »

Source: What Drives Contagion : Trade Neighborhood, or Financial Links?

Volume/Issue: 2001/29

Series: IMF Working Papers

Author(s): Rodrigo Valdes , and Leonardo Hernández

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2001

ISBN: 9781451844801

Keywords: Contagion, Bond Spreads, Stock Market, Crisis Transmission, bond, sovereign bond, International Finance: General,

This paper presents evidence on the relative importance of alternative contagion channels during the Thai, Russian, and Brazilian crises. Results show that when crises are measured by changes in sovereign bond spre...

The Role of Subordinated Debt in Market Discipline

The Role of Subordinated Debt in Market Discipline »

Source: The Role of Subordinated Debt in Market Discipline : The Case of Emerging Markets

Volume/Issue: 2000/215

Series: IMF Working Papers

Author(s): Cem Karacadag , and Animesh Shrivastava

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451875034

Keywords: Subordinated debt, capital standards, banking regulation, investors, bond, commercial banks, bond markets

This paper evaluates the potential role of mandatory subordinated debt (MSD) in enhancing market discipline in emerging markets. The conceptual merits and key preconditions of MSD are first reviewed. Then, the exte...

The Role of Mature Market Mutual Funds in Emerging Markets

The Role of Mature Market Mutual Funds in Emerging Markets »

Source: The Role of Mature Market Mutual Funds in Emerging Markets : Myth or Mayhem?

Volume/Issue: 2004/133

Series: IMF Working Papers

Author(s): Amadou Sy , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2004

ISBN: 9781451855524

Keywords: asset allocation, crossover investors, dedicated investors, mature markets, investors, bonds, bond, bond funds, Assest allocation,

The expansion of the global mutual funds industry has been characterized by growth in mature as well as emerging markets. This has clearly contributed to the development of local securities markets in emerging mark...

Policy Responses to Capital Flows in Emerging Markets

Policy Responses to Capital Flows in Emerging Markets »

Source: Policy Responses to Capital Flows in Emerging Markets

Volume/Issue: 2011/10

Series: Staff Discussion Notes

Author(s): Mahmood Pradhan , Ravi Balakrishnan , Reza Baqir , Geoffrey Heenan , Sylwia Nowak , Ceyda Oner , and Sanjaya Panth

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 20 April 2011

ISBN: 9781463935122

Keywords: Emerging markets, Capital flows, Macroeconomic policies, Macroprudential policies, capital inflows, bond, bond yields, bonds,

Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief an...