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Trade Sensitivity to Exchange Rates in the Context of Intra-Industry Trade1

Trade Sensitivity to Exchange Rates in the Context of Intra-Industry Trade1 »

Source: Trade Sensitivity to Exchange Rates in the Context of Intra-Industry Trade

Volume/Issue: 2008/134

Series: IMF Working Papers

Author(s): Yoko Oguro , Kyoji Fukao , and Yougesh Khatri

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2008

ISBN: 9781451869934

Keywords: Intra-industry trade, exchange rate, industry trade, elasticity of substitution, exchange rate movements,

This paper theoretically and empirically investigates export sensitivity to exchange rates in the context of intra-industry trade (IIT). It is assumed that more IIT implies a smaller elasticity of substitution amon...

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...

New Rates from New Weights

New Rates from New Weights »

Source: New Rates from New Weights

Volume/Issue: 2005/99

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 May 2005

ISBN: 9781451861181

Keywords: Weight, effective exchange rate, exchange rate, exchange rates, real exchange rates, real effective exchange rate, Trade: General, International Finance: General,

This paper describes the result and the methodology of updating nominal and real effective exchange rate weights on the basis of trade data over 1999-2001. The underlying framework is an updated version of the IMF'...

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...

Determinants of International Tourism1

Determinants of International Tourism1 »

Source: Determinants of International Tourism

Volume/Issue: 2014/82

Series: IMF Working Papers

Author(s): Alexander Culiuc

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 12 May 2014

ISBN: 9781484383032

Keywords: Gravity model, Real exchange rate, Small islands, tourist, tourists, tourist arrivals, tourism receipts, Country and Industry Studies of Trade,

The paper estimates the impact of macroeconomic supply- and demand-side determinants of tourism, one of the largest components of services exports globally, and the backbone of many smaller economies. It applies th...

The External Balance Assessment (EBA) Methodology

The External Balance Assessment (EBA) Methodology »

Source: The External Balance Assessment (EBA) Methodology

Volume/Issue: 2013/272

Series: IMF Working Papers

Author(s): Steven Phillips , Luis Catão , Luca Ricci , Rudolfs Bems , Mitali Das , Julian Di Giovanni , Filiz Unsal , Marola Castillo , Jungjin Lee , Jair Rodriguez , and Mauricio Vargas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 31 December 2013

ISBN: 9781484346686

Keywords: net foreign assets, current accounts, private credit, reserve currency, current account balances, Open Economy Macroeconomics, International Policy Coordination and Transmission,

The External Balance Assessment (EBA) methodology has been developed by the IMF's Research Department as a successor to the CGER methodology for assessing current accounts and exchange rates in a multilaterally con...