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Global Financial Stability Report, September 2005 : Market Developments and Issues »
Series: Global Financial Stability Report
Author(s): International Monetary Fund. Monetary and Capital Markets Department
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 15 September 2005
DOI: http://dx.doi.org/10.5089/9781589064508.082
ISBN: 9781589064508
Keywords: Global Financial Stability Report, bond, bonds, investors, corporate bond, bond markets
This September 2005 issue of the Global Financial Stability Report highlights that financial conditions have remained broadly positive over the past six months, but some market developments diverged from consensus...
The United States »
Source: The United States : Spillover Report: 2011 Article IV Consultation
Volume/Issue: 2011/203
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 25 July 2011
ISBN: 9781462317349
Keywords: bond, bond yields, interest rates, financial market
The size of the U.S. economy and, in particular, the global dominance of its financial markets creates uniquely large policy spillovers. Concerns that the end of QE2 could lead to a rapid reversal of emerging marke...
2011 Spillover Report - Selected Issues »
Source: The United States : Spillover Report: 2011 Article IV Consultation
Volume/Issue: 2011/203
Series: IMF Staff Country Reports
Author(s): International Monetary Fund
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 25 July 2011
ISBN: 9781462317349
Keywords: bond, bond yields, interest rates, financial market
The size of the U.S. economy and, in particular, the global dominance of its financial markets creates uniquely large policy spillovers. Concerns that the end of QE2 could lead to a rapid reversal of emerging marke...
Preserving Financial Stability »
Series: Economic Issues
Author(s): Garry Schinasi
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 12 December 2005
Language: Russian
DOI: http://dx.doi.org/10.5089/9781589064997.051
ISBN: 9781589064997
Keywords: financial stability, financial system, financial institutions, financial markets, financial services, financial instability, financial systems, bond, moral hazard, financial market
Spurred by advances in information and computer technologies, financial liberalization and innovation took off inthe late 1970s. Although the changes in financial markets have been beneficial overall, our understan...
Noise Traders and Herding Behavior »
Source: Noise Traders and Herding Behavior
Volume/Issue: 1996/104
Series: IMF Working Papers
Author(s): Lee Redding
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 September 1996
ISBN: 9781451947960
Keywords: noise, bond, financial markets, cash flow, bonds
Recent developments in financial economics have included many explorations into market microstructure, that is, the internal functioning of markets and the ways in which they provide liquidity to traders. An import...
Global Bonding »
Source: Global Bonding : Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?
Volume/Issue: 2012/298
Series: IMF Working Papers
Author(s): Tamim Bayoumi , and Trung Bui
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 20 December 2012
ISBN: 9781475586633
Keywords: Identification, international financial linkages, bond, equity markets, bond yields, financial markets, Estimation, Time-Series Models, General,
This paper uses a novel variant of identification through hetroscedacity to estimate spillovers across U.S., Euro area, Japanese, and UK government bond and equity markets in a vector autoregression. The results su...
CHAPTER II GLOBAL FINANCIAL MARKET DEVELOPMENTS »
Source: Global Financial Stability Report, September 2005 : Market Developments and Issues
Series: Global Financial Stability Report
Author(s): International Monetary Fund. Monetary and Capital Markets Department
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 15 September 2005
ISBN: 9781589064508
Keywords: Global Financial Stability Report, bond, bonds, investors, corporate bond, bond markets
In the April 2005 Global Financial Stability Report (GFSR), we noted that financial conditions were quite positive, leading risks to be skewed on the down side. Financial market developments since then have...
CHAPTER III ASPECTS OF GLOBAL ASSET ALLOCATION »
Source: Global Financial Stability Report, September 2005 : Market Developments and Issues
Series: Global Financial Stability Report
Author(s): International Monetary Fund. Monetary and Capital Markets Department
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 15 September 2005
ISBN: 9781589064508
Keywords: Global Financial Stability Report, bond, bonds, investors, corporate bond, bond markets
The factors that determine changes in asset allocation and, hence, capital flows across national borders and sectors have important implications for the conduct of surveillance of global financial markets. T...
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...
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...