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The Impact of Economic Securityon Bank Deposits and Investment1

The Impact of Economic Securityon Bank Deposits and Investment1 »

Source: The Impact of Economic Securityon Bank Deposits and Investment

Volume/Issue: 1998/98

Series: IMF Working Papers

Author(s): Michael Fabricius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1998

ISBN: 9781451852110

Keywords: Economic Security, Institutions, Bank Deposits, institutional variables, correlation, explanatory power, institutional quality, standard deviation

This paper highlights the importance of institutions in explaining the variation of investment rates and of two measures of bank deposits across countries. A general index of economic security is created for 130 co...

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...

Capital Account Liberalization and Inequality1

Capital Account Liberalization and Inequality1 »

Source: Capital Account Liberalization and Inequality

Volume/Issue: 2015/243

Series: IMF Working Papers

Author(s): Davide Furceri , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 November 2015

ISBN: 9781513531083

Keywords: Inequality, Capital Account Openness, Crises, Institutions, capital account, liberalization, capital account liberalization, standard deviations, Macroeconomic Analyses of Economic Development, All Countries

This paper examines the distributional impact of capital account liberalization. Using panel data for 149 countries from 1970 to 2010, we find that, on average, capital account liberalization reforms increase inequ...

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,...

Financial Frictions, Investment, and Institutions

Financial Frictions, Investment, and Institutions »

Source: Financial Frictions, Investment, and Institutions

Volume/Issue: 2010/231

Series: IMF Working Papers

Author(s): Yishay Yafeh , Kenichi Ueda , and Stijn Claessens

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 October 2010

ISBN: 9781455209316

Keywords: Financial Friction, institution, creditor rights, measurement errors, correlation, equation, financial markets, standard deviation, Corporate Finance and Governance: General, Economic Growth and Aggregate Productivity: General,

Financial frictions have been identified as key factors affecting economic fluctuations and growth. But, can institutional reforms reduce financial frictions? Based on a canonical investment model, we consider two...

Seasonalities in China's Stock Markets

Seasonalities in China's Stock Markets »

Source: Seasonalities in China's Stock Markets : Cultural or Structural?

Volume/Issue: 2006/4

Series: IMF Working Papers

Author(s): Jason Mitchell , and Li Ong

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862645

Keywords: A-shares, B-shares, Chinese Lunar New Year, day-of-the-week effect, half-month effect, half-year effect, holiday effect, seasonalities, turn-of-the-year effect, stock market

In this paper, we examine returns in the Chinese A and B stock markets for evidence of calendar anomalies. We find that both cultural and structural (segmentation) factors play an important role in influencing the...

Oil Prices Underpin Strong Growth in the Mideast and Central Asia

Oil Prices Underpin Strong Growth in the Mideast and Central Asia »

Source: IMF Survey, Volume 35, Issue 19

Volume/Issue: 35/19

Series: IMF Survey

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

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2006

ISBN: 9781451968781

Keywords: capital market, international capital, financial globalization, Country Risk, Financial Institutions. State Supervision, Government Regulation And Deregulation, International Capital Market, International Economics, International Monetary Fund (imf). Contingent Credit Line, Petroleum Products. Prices

John Lipsky on IMF role; Liberia; Middle East outlook; Country briefs: Chile, Iceland; Ukraine reforms; Syria's oil crunch; Measuring sovereign risk; Maastricht inflation criterion; financial sector supervision; IM...

The Impact of Economic Securityon Bank Deposits and Investment

The Impact of Economic Securityon Bank Deposits and Investment »

Volume/Issue: 1998/98

Series: IMF Working Papers

Author(s): Michael Fabricius

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 1998

DOI: http://dx.doi.org/10.5089/9781451852110.001

ISBN: 9781451852110

Keywords: Economic Security, Institutions, Bank Deposits, institutional variables, correlation, explanatory power, institutional quality, standard deviation

This paper highlights the importance of institutions in explaining the variation of investment rates and of two measures of bank deposits across countries. A general index of economic security is created for 130 co...

Global Volatility and Forex Returns in East Asia

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

DOI: http://dx.doi.org/10.5089/9781451870664.001

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...

Capital Account Liberalization and Inequality

Capital Account Liberalization and Inequality »

Volume/Issue: 2015/243

Series: IMF Working Papers

Author(s): Davide Furceri , and Prakash Loungani

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 24 November 2015

DOI: http://dx.doi.org/10.5089/9781513531083.001

ISBN: 9781513531083

Keywords: Inequality, Capital Account Openness, Crises, Institutions, capital account, liberalization, capital account liberalization, standard deviations, Macroeconomic Analyses of Economic Development, All Countries

This paper examines the distributional impact of capital account liberalization. Using panel data for 149 countries from 1970 to 2010, we find that, on average, capital account liberalization reforms increase inequ...