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Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment

Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment »

Volume/Issue: 2020/53

Series: IMF Working Papers

Author(s): Ralph Chami , Thomas Cosimano , Celine Rochon , and Julieta Yung

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 March 2020

DOI: http://dx.doi.org/10.5089/9781513531861.001

ISBN: 9781513531861

Keywords: Interest rate increases, Discount rates, Risk premium, Financial markets, Financial instruments, Interest rate risk, non-linear stochastic discount factor, investment portfolio, term structure model, risk aversion distribution

Investors seek to hedge against interest rate risk by taking long or short positions on bonds of different maturities. We study changes in risk taking behavior in a low interest rate environment by estimating a mar...

Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment*

Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment* »

Source: Riding the Yield Curve: Risk Taking Behavior in a Low Interest Rate Environment

Volume/Issue: 2020/53

Series: IMF Working Papers

Author(s): Ralph Chami , Thomas Cosimano , Celine Rochon , and Julieta Yung

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 13 March 2020

ISBN: 9781513531861

Keywords: Interest rate increases, Discount rates, Risk premium, Financial markets, Financial instruments, Interest rate risk, non-linear stochastic discount factor, investment portfolio, term structure model, risk aversion distribution

Investors seek to hedge against interest rate risk by taking long or short positions on bonds of different maturities. We study changes in risk taking behavior in a low interest rate environment by estimating a mar...

Lebanon
			: Selected Issues

Lebanon : Selected Issues »

Volume/Issue: 2019/313

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2019

DOI: http://dx.doi.org/10.5089/9781513517070.002

ISBN: 9781513517070

Keywords: Energy sector, Tariff structures, Capital expenditure, Energy policy, Purchasing power, ISCR, CR, private generator, electricity sector, non-technical

This Selected Issues paper studies the inefficiencies related to the electricity sector and assesses the potential impact of the 2019 reform plan. Electricity shortages are the second constraint to competitiveness...

Lebanon

Lebanon »

Source: Lebanon : Selected Issues

Volume/Issue: 2019/313

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Middle East and Central Asia Dept.

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 October 2019

ISBN: 9781513517070

Keywords: Energy sector, Tariff structures, Capital expenditure, Energy policy, Purchasing power, ISCR, CR, private generator, electricity sector, non-technical

This Selected Issues paper studies the inefficiencies related to the electricity sector and assesses the potential impact of the 2019 reform plan. Electricity shortages are the second constraint to competitiveness...

Issues in Global Natural Gas
			: A Primer and Analysis

Issues in Global Natural Gas : A Primer and Analysis »

Volume/Issue: 2002/40

Series: IMF Working Papers

Author(s): Bright Okogu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

DOI: http://dx.doi.org/10.5089/9781451845983.001

ISBN: 9781451845983

Keywords: LNG, pipeline, gas pricing, economic rent, user cost, transportation constraint, sales and purchase agreement, gas, gas market, gas trade

This paper discusses the rising profile of natural gas in global energy, factors constraining its further development, the gas contracting process, and the absence of a global market, which is analyzed in the conte...

Issues in Global Natural Gas

Issues in Global Natural Gas »

Source: Issues in Global Natural Gas : A Primer and Analysis

Volume/Issue: 2002/40

Series: IMF Working Papers

Author(s): Bright Okogu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 February 2002

ISBN: 9781451845983

Keywords: LNG, pipeline, gas pricing, economic rent, user cost, transportation constraint, sales and purchase agreement, gas, gas market, gas trade

This paper discusses the rising profile of natural gas in global energy, factors constraining its further development, the gas contracting process, and the absence of a global market, which is analyzed in the conte...