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ID: 255771

Characterizing exchange rate regimes in post-crisis East Asia / Baig, Taimur

Baig, Taimur	Article
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Key Words

Exchange rate regime ; Volatility ; Asia crisis

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ID: 316876

Common volatility trends in the Central and Eastern European currencies and the Euro / Pramor, Marcus

Pramor, Marcus	Article
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Key Words

GARCH ; Volatility ; Exchange Rate ; Convergence central Europe

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ID: 252846

Czech Koruna and Polish Zloty:Spot and currency option volatili / Morales, R. Armando

Morales, R. Armando	Article
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Key Words

Volatility ; Eastern Europe ; Exchange Rate

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ID: 170671

Day-to-day monetary policy and the volatility of the federal fu / Bartolini, Leonardo; Bertola,Giuseppe; Prati,Alessandro

Bartolini, Leonardo	Article
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Key Words

Interest Rate ; Monetary policy ; Volatility

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ID: 342956

Derivatives trading, information and spot price volatility : Evidence from the national stock exchange (NSE), India / Pradhan (Kailash Chandra); Bhat (K. Sham)

Bhat (K. Sham)	Journal Article
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Key Words

GARCH ; Volatility ; Future market ; Spot market

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ID: 313351

Deriving market expectations for the Euro-dollar exchange rate from option prices / Krichene, Noureddine

Krichene, Noureddine	Article
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Key Words

Volatility ; Exchange Rates ; Finite difference ; Implied risk-neutral distribution ; Inverse problem ; Market expectations ;
Options prices ; Smile ; State prices

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ID: 310035

Does openness imply greater exposure? / Calderon, Cesar; Loayza, Norman; Schmidt-Hebbel, Klaus

Calderon, Cesar	Article
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Key Words

Growth ; Openness ; Volatility ; External shocks ; Non-linearities

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ID: 313497

Does political instability lead to higher inflation? A panel data analysis / Aisen, ari; Jose' Veiga, Francisco

Aisen, Ari	Article
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Key Words

Institutions ; Inflation ; Political instability ; Volatility

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ID: 170497

Effects of volatile asset prices on balance of payments and int / Committeri,Marco

2000

Committeri,Marco	Article
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Publication	WAshington, INternational Monetary Fund, 2000.
Description	4127.5cm
Series	IMF Working Paper No.191
Summary/Abstract	IMF WP/00/191----WP/00/200
Standard Number	GIPE Sub.

Key Words

Balance of Payments ; Capital Flight ; External Debt ; Statistical accuracy ; International investment position ; Errors and omissions ;
Volatility

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Circulation

Accession#	Call#	Current Location	Status	Policy	Location
254381	IMF/WP/00/191/254381	Main	On Shelf	NOT FOR ISSUE	Rack1 Shelf1

ID: 355306

Empirical study on seasonlity and january anomaly : Evidence from Bombay stock exchange of India / Mehla (Sunita); Goyal ( S. K.)

Goyal ( S. K.)	Journal Article
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Key Words

Volatility ; Bombay Stock Exchange ; Capital Market ; Returns

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ID: 354485

How can long memory in volatility be eliminated in portfolio optimization: An empirical evidence using Copulas / Mzoughi (Hela); Mansour (Faysali)

Mansour (Faysali)	Journal Article
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Key Words

GARCH ; Volatility ; Persistence ; Long memory process ; Copulas ; Measures of dependence ;
Autocorrelations

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ID: 255946

How volatile and unpredictable are aid flows and what are the p / Bulir, Ales; Hamann, A.Javier

Bulir, Ales	Article
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Key Words

IMF-supported programs ; Predictability ; Volatility ; External aid

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ID: 352585

Impact of futures contracts on stock market volatility in India / Mittal (Anil K.); Goyal (Niti)

Goyal (Niti)	Journal Article
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Key Words

GARCH ; Volatility

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ID: 342967

Impact of futures trading on the spot market volatility of selected oil and gas industry stocks in India / Srinivasan (P.); Ibhrahim (P.)

Ibhrahim (P.)	Journal Article
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Key Words

Volatility ; Asymmetric model ; Oil and gas stocks

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ID: 352517

Inflation, financial openness, exchange rate and stock market volatility / Ajao (Mayowa Gabriel)

Ajao (Mayowa Gabriel)	Journal Article
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Key Words

Financial openness ; Inflation ; Volatility ; Exchange Rate ; GARCH model ; Stock return

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ID: 279284

Market volatility as a financial soundnes indicator:An applicat / Morales, R. Armando; Schumacher, Liliana

Morales, R. Armando	Article
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Key Words

Indicator ; Portfolio ; Volatility ; Risk

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ID: 318598

Output drops and the shocks that matter / Becker, Torbjorn.; Mauro, Paolo.

Becker, Torbjorn.	Article
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Key Words

Crises ; Growth ; Volatility ; External shocks ; Output collapse

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ID: 257454

Price volatility and financial instability / Worrell, DeLisle; Leon, Hyginus

Leon, Hyginus	Article
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Key Words

GARCH models ; Volatility ; Financial instability

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ID: 307880

Regulation and macroeconomic performance / Loayza, Norman V.; Oviedo, Ana Maria; Serven, Luis

Loayza, Norman V.	Article
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Key Words

Economic Growth ; Regulation ; Volatility ; Government structure

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ID: 320487

Relative price stability, Creditor rights, and financial deepening / Dehesa, Mario; Druck, Pablo; Plekhanov, Alexander

Dehesa, Mario	Article
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Key Words

Inflation ; Volatility ; Private credit ; Creditor rights

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