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People's Republic of China-Hong Kong Special Administrative Region

People's Republic of China-Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

People’s Republic of China—Hong Kong Special Administrative Region

People’s Republic of China—Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

IMF Executive Board Concludes 2009 Article IV Consultation Discussions with People’s Republic of China—Hong Kong Special Administrative Region

IMF Executive Board Concludes 2009 Article IV Consultation Discussions with People’s Republic of China—Hong Kong Special Administrative Region »

Source: People's Republic of China-Hong Kong Special Administrative Region : 2009 Article IV Consultation-Staff Report; Staff Statement; and Public Information Notice on the Executive Board Discussion

Volume/Issue: 2009/321

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 04 December 2009

ISBN: 9781451817010

Keywords: exchange rate, real exchange, real exchange rate, macroeconomic volatility

This 2009 Article IV Consultation highlights that Hong Kong Special Administrative Region's economy was severely affected by the global financial crisis. The recovery is now under way, fueled by growth on the Mainl...

Can Higher Reserves Help Reduce Exchange Rate Volatility?

Can Higher Reserves Help Reduce Exchange Rate Volatility? »

Source: Can Higher Reserves Help Reduce Exchange Rate Volatility?

Volume/Issue: 2004/189

Series: IMF Working Papers

Author(s): M. Nowak , Ketil Hviding , and Luca Ricci

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2004

ISBN: 9781451859645

Keywords: Foreign exchange volatility, reserve adequacy, exchange rate, exchange rate volatility, effective exchange rate, exchange rate regime, real effective exchange rate, International Finance: General,

This paper studies the role of an increase in foreign exchange reserves in reducing currency volatility for emerging market countries. The study employs a panel of 28 countries over the period 1986-2002. Several co...

Characterizing Exchange Rate Regimes in Post-Crisis East Asia

Characterizing Exchange Rate Regimes in Post-Crisis East Asia »

Source: Characterizing Exchange Rate Regimes in Post-Crisis East Asia

Volume/Issue: 2001/152

Series: IMF Working Papers

Author(s): Taimur Baig

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2001

ISBN: 9781451857092

Keywords: exchange rate regime, volatility, Asian crisis, exchange rate, exchange rates, random walk, exchange rate volatility, standard deviation, International Monetary Arrangements and Institutions,

This paper examines the behavior of the exchange rates of selected emerging market East Asian economies in the aftermath of the Asian crisis. The results suggest that movements in the Asia-5 currencies (Indonesia,...

Exchange Rate Volatility Under Peg

Exchange Rate Volatility Under Peg »

Source: Exchange Rate Volatility Under Peg : Do Trade Patterns Matter?

Volume/Issue: 2012/73

Series: IMF Working Papers

Author(s): Constant Lonkeng Ngouana

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502251

Keywords: Basket peg, hard peg, exchange rate volatility, WAEMU, exchange rate, effective exchange rate, trading partners, nominal effective exchange rate, International Monetary Arrangements and Institutions,

This paper assesses the role of trade patterns in shaping the volatility of the effective exchange rate under two alternative peg regimes: a hard peg to a single currency and a peg to a basket of currencies. I link...

Does Insider Trading Raise Market Volatility?

Does Insider Trading Raise Market Volatility? »

Source: Does Insider Trading Raise Market Volatility?

Volume/Issue: 2003/51

Series: IMF Working Papers

Author(s): Shang-Jin Wei , and Julan Du

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2003

ISBN: 9781451847130

Keywords: insider trading, market volatility, stock market, market returns, inflation rate, stock exchange, General Financial Markets,

This paper studies the role of insider trading in explaining cross-country differences in stock market volatility. The central finding is that countries with more prevalent insider trading have more volatile stock...

Global Volatility and Forex Returns in East Asia1

Global Volatility and Forex Returns in East Asia1 »

Source: Global Volatility and Forex Returns in East Asia

Volume/Issue: 2008/208

Series: IMF Working Papers

Author(s): Sanjay Kalra

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2008

ISBN: 9781451870664

Keywords: Forex returns, GARCH models, volatility, exchange rate, standard deviation, statistics, heteroscedasticity,

During 2001-07, increases in mature market volatility were associated with declines in forex returns for East Asian countries, consistent with an overall "flight to safety" effect. Estimates from GARCH models sugge...

Testing the Prebisch-Singer Hypothesis since 1650

Testing the Prebisch-Singer Hypothesis since 1650 »

Source: Testing the Prebisch-Singer Hypothesis since 1650 : Evidence from Panel Techniques that Allow for Multiple Breaks

Volume/Issue: 2013/180

Series: IMF Working Papers

Author(s): Rabah Arezki , Kaddour Hadri , Prakash Loungani , and Yao Rao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 15 August 2013

ISBN: 9781484341155

Keywords: Primary, commodities, Unit, root tests, Multiple, Structural breaks, Volatility, commodity markets, price fluctuations, transport costs

In this paper, we re-examine two important aspects of the dynamics of relative primary commodity prices, namely the secular trend and the short run volatility. To do so, we employ 25 series, some of them starting a...

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...