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The Cost of Aggressive Sovereign Debt Policies

The Cost of Aggressive Sovereign Debt Policies »

Source: The Cost of Aggressive Sovereign Debt Policies : How Much is theprivate Sector Affected?

Volume/Issue: 2009/29

Series: IMF Working Papers

Author(s): Christoph Trebesch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

ISBN: 9781451871760

Keywords: Sovereign Default, Reputation Spillovers, debt policies, debt crisis, external borrowing,

This paper proposes a new empirical measure of cooperative versus conflictual crisis resolution following sovereign default and debt distress. The index of government coerciveness is presented as a proxy for excusa...

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets »

Source: Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volume/Issue: 2008/286

Series: IMF Working Papers

Author(s): Guglielmo Caporale , Marianne Schulze-Ghattas , John Beirne , and Nicola Spagnolo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

ISBN: 9781451871449

Keywords: Volatility spillovers, Contagion, correlations, stock market, emerging stock markets, financial contagion,

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of r...

Euro Area Policies

Euro Area Policies »

Source: Euro Area Policies : Spillover Report for the 2011 Article IV Consultation and Selected Issues

Volume/Issue: 2011/185

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 July 2011

ISBN: 9781462339549

Keywords: spillovers, bond, financial markets, financial market, financial sector, Euro Area Policies:,

The euro area (EA) plays a major role in the global economy. Market perceptions of events in the EA program countries illustrate the possibility of large spillovers from the area in times of stress. The prospect of...

2011 Spillover Report—Selected Issues

2011 Spillover Report—Selected Issues »

Source: Euro Area Policies : Spillover Report for the 2011 Article IV Consultation and Selected Issues

Volume/Issue: 2011/185

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 July 2011

ISBN: 9781462339549

Keywords: spillovers, bond, financial markets, financial market, financial sector, Euro Area Policies:,

The euro area (EA) plays a major role in the global economy. Market perceptions of events in the EA program countries illustrate the possibility of large spillovers from the area in times of stress. The prospect of...

Network Effects of International Shocks and Spillovers

Network Effects of International Shocks and Spillovers »

Source: Network Effects of International Shocks and Spillovers

Volume/Issue: 2015/149

Series: IMF Working Papers

Author(s): Alexei Kireyev , and Andrei Leonidov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 July 2015

ISBN: 9781513542928

Keywords: shocks, spillover, network, balance of payments, imports, import, trading partners, Neural Networks and Related Topics, Country and Industry Studies of Trade, Open Economy Macroeconomics

This paper proposes a method for assessing international spillovers from nominal demand shocks. It quantifies the impact of a shock in one country on all other countries. The paper concludes that the network effect...

Policy Analysis and Forecasting in the  World Economy

Policy Analysis and Forecasting in the World Economy »

Source: Policy Analysis and Forecasting in the World Economy : A Panel Unobserved Components Approach

Volume/Issue: 2012/149

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475504187

Keywords: Monetary policy analysis, Fiscal policy analysis, Spillover analysis, World economy, Panel unobserved components model, Bayesian econometrics, inflation, domestic demand, terms of trade, price inflation

This paper develops a structural macroeconometric model of the world economy, disaggregated into thirty five national economies. This panel unobserved components model features a monetary transmission mechanism, a...

The Cost of Aggressive Sovereign Debt Policies
			: How Much is theprivate Sector Affected?

The Cost of Aggressive Sovereign Debt Policies : How Much is theprivate Sector Affected? »

Volume/Issue: 2009/29

Series: IMF Working Papers

Author(s): Christoph Trebesch

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2009

DOI: http://dx.doi.org/10.5089/9781451871760.001

ISBN: 9781451871760

Keywords: Sovereign Default, Reputation Spillovers, debt policies, debt crisis, external borrowing,

This paper proposes a new empirical measure of cooperative versus conflictual crisis resolution following sovereign default and debt distress. The index of government coerciveness is presented as a proxy for excusa...

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets

Volatility Spillovers and Contagion from Mature to Emerging Stock Markets »

Volume/Issue: 2008/286

Series: IMF Working Papers

Author(s): Guglielmo Caporale , Marianne Schulze-Ghattas , John Beirne , and Nicola Spagnolo

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2008

DOI: http://dx.doi.org/10.5089/9781451871449.001

ISBN: 9781451871449

Keywords: Volatility spillovers, Contagion, correlations, stock market, emerging stock markets, financial contagion,

This paper examines volatility spillovers from mature to emerging stock markets and tests for changes in the transmission mechanism-contagion-during turbulences in mature markets. Tri-variate GARCH-BEKK models of r...

Euro Area Policies
			: Spillover Report for the 2011 Article IV Consultation and Selected Issues

Euro Area Policies : Spillover Report for the 2011 Article IV Consultation and Selected Issues »

Volume/Issue: 2011/185

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 July 2011

DOI: http://dx.doi.org/10.5089/9781462339549.002

ISBN: 9781462339549

Keywords: spillovers, bond, financial markets, financial market, financial sector, Euro Area Policies:,

The euro area (EA) plays a major role in the global economy. Market perceptions of events in the EA program countries illustrate the possibility of large spillovers from the area in times of stress. The prospect of...

Network Effects of International Shocks and Spillovers

Network Effects of International Shocks and Spillovers »

Volume/Issue: 2015/149

Series: IMF Working Papers

Author(s): Alexei Kireyev , and Andrei Leonidov

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 07 July 2015

DOI: http://dx.doi.org/10.5089/9781513542928.001

ISBN: 9781513542928

Keywords: shocks, spillover, network, balance of payments, imports, import, trading partners, Neural Networks and Related Topics, Country and Industry Studies of Trade, Open Economy Macroeconomics

This paper proposes a method for assessing international spillovers from nominal demand shocks. It quantifies the impact of a shock in one country on all other countries. The paper concludes that the network effect...