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Global Bonding

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...

Global Bonding
			: Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

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

DOI: http://dx.doi.org/10.5089/9781475586633.001

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...

Growth Spillover Dynamics From Crisis to Recovery

Growth Spillover Dynamics From Crisis to Recovery »

Source: Growth Spillover Dynamics From Crisis to Recovery

Volume/Issue: 2011/218

Series: IMF Working Papers

Author(s): Helene Poirson Ward , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

ISBN: 9781463903510

Keywords: Growth, Crisis, Recovery, Euro zone, domestic demand, trade channels, transmission of shocks, external shocks,

Can positive growth shocks from the faster-growing countries in Europe spill over to the slower growing countries, providing useful tailwinds to their recovery process? This study investigates the potential relevan...

Growth Spillover Dynamics From Crisis to Recovery

Growth Spillover Dynamics From Crisis to Recovery »

Volume/Issue: 2011/218

Series: IMF Working Papers

Author(s): Helene Poirson Ward , and Sebastian Weber

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2011

DOI: http://dx.doi.org/10.5089/9781463903510.001

ISBN: 9781463903510

Keywords: Growth, Crisis, Recovery, Euro zone, domestic demand, trade channels, transmission of shocks, external shocks,

Can positive growth shocks from the faster-growing countries in Europe spill over to the slower growing countries, providing useful tailwinds to their recovery process? This study investigates the potential relevan...

Japan
			: Spillover Report for the 2011 Article IV Consultation and Selected Issues

Japan : Spillover Report for the 2011 Article IV Consultation and Selected Issues »

Volume/Issue: 2011/183

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 July 2011

DOI: http://dx.doi.org/10.5089/9781462328451.002

ISBN: 9781462328451

Keywords: interest rates, lead, trading partners, supply chain

Japan's position is one of the largest and richest economies in the world. Tokyo as a financial marketplace is not a major intermediator of global capital flows. The current macroeconomic environment is conducive t...

Japan

Japan »

Source: Japan : Spillover Report for the 2011 Article IV Consultation and Selected Issues

Volume/Issue: 2011/183

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 July 2011

ISBN: 9781462328451

Keywords: interest rates, lead, trading partners, supply chain

Japan's position is one of the largest and richest economies in the world. Tokyo as a financial marketplace is not a major intermediator of global capital flows. The current macroeconomic environment is conducive t...

Japan: 2011 Spillover Report—Selected Issues

Japan: 2011 Spillover Report—Selected Issues »

Source: Japan : Spillover Report for the 2011 Article IV Consultation and Selected Issues

Volume/Issue: 2011/183

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 19 July 2011

ISBN: 9781462328451

Keywords: interest rates, lead, trading partners, supply chain

Japan's position is one of the largest and richest economies in the world. Tokyo as a financial marketplace is not a major intermediator of global capital flows. The current macroeconomic environment is conducive t...

Measuring Energy Security
			: Trends in the Diversification of Oil and Natural Gas Supplies

Measuring Energy Security : Trends in the Diversification of Oil and Natural Gas Supplies »

Volume/Issue: 2011/39

Series: IMF Working Papers

Author(s): Prakash Loungani , Frederick Joutz , and Gail Cohen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

DOI: http://dx.doi.org/10.5089/9781455217878.001

ISBN: 9781455217878

Keywords: Energy Security, Energy Independence, Diversification, OECD Energy Use, gas, natural gas, oil and gas, natural gas supplies, gas supplies, Energy: Demand and Supply

We present evidence on one facet of energy security in OECD economies - the extent of diversification in sources of oil and natural gas supplies. Viewed from the perspective of the energy-importing countries as a w...

Measuring Energy Security

Measuring Energy Security »

Source: Measuring Energy Security : Trends in the Diversification of Oil and Natural Gas Supplies

Volume/Issue: 2011/39

Series: IMF Working Papers

Author(s): Prakash Loungani , Frederick Joutz , and Gail Cohen

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2011

ISBN: 9781455217878

Keywords: Energy Security, Energy Independence, Diversification, OECD Energy Use, gas, natural gas, oil and gas, natural gas supplies, gas supplies, Energy: Demand and Supply

We present evidence on one facet of energy security in OECD economies - the extent of diversification in sources of oil and natural gas supplies. Viewed from the perspective of the energy-importing countries as a w...

Spillovers of Domestic Shocks
			: Will They Counteract the 'Great Moderation'?

Spillovers of Domestic Shocks : Will They Counteract the 'Great Moderation'? »

Volume/Issue: 2010/78

Series: IMF Working Papers

Author(s): Ashoka Mody , and Alina Carare

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2010

DOI: http://dx.doi.org/10.5089/9781451982213.001

ISBN: 9781451982213

Keywords: Output growth volatility, vertical specialization, output growth, domestic shocks, global trade,

Even prior to the extreme volatility just observed, output growth volatility-following protracted decline-was flattening or mildly rising in some countries. More widespread was an increasing tendency from the mid-1...