IMF Publications by Author
Browse by Subject
Page: 1 of 2 1 2
Shaun K. Roache:
2017
Title: Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields
Series: Working Paper No. 2017/050
Date: March 10, 2017
Subject: Bond yields Central bank policy rate Financial institutions Financial markets Financial services Securities markets Sovereign bonds Vector error correction models Yield curve
2015
Title: Assessing Default Risks for Chinese Firms: A Lost Cause?
Series: Working Paper No. 2015/140
Date: June 26, 2015
Subject: Asset and liability management Asset valuation Credit ratings Credit risk Debt default External debt Financial institutions Financial regulation and supervision Money Stocks
2014
Title: Time-Varying Neutral Interest Rate—The Case of Brazil
Series: Working Paper No. 2014/084
Date: May 12, 2014
Subject: Central bank policy rate Financial services Inflation Output gap Potential output Prices Production Real interest rates
Title: Inflation Persistence in Brazil - A Cross Country Comparison
Series: Working Paper No. 2014/055
Date: April 4, 2014
Subject: Consumer price indexes Inflation Inflation persistence Inflation targeting Monetary policy Prices
2013
Title: Unconventional Monetary Policy and Asset Price Risk
Series: Working Paper No. 2013/190
Date: August 30, 2013
Subject: Asset prices Commodity prices Exchange rates Financial institutions Foreign exchange Futures Monetary policy Options Prices Unconventional monetary policies
2012
Title: China's Impacton World Commodity Markets
Series: Working Paper No. 2012/115
Date: May 1, 2012
Subject: Commodities Commodity markets Commodity prices Consumption Financial markets Industrial production National accounts Prices Production
2011
Title: Do Commodity Futures Help Forecast Spot Prices?
Series: Working Paper No. 2011/254
Date: November 1, 2011
Subject: Commodities Commodity prices Futures Futures markets Return on investment
2010
Title: How Commodity Price Curves and Inventories React to a Short-Run Scarcity Shock
Series: Working Paper No. 2010/222
Date: September 1, 2010
Subject: Commodity markets Futures Futures markets Metal prices Metals
Title: What Explains the Rise in Food Price Volatility?
Series: Working Paper No. 2010/129
Date: May 1, 2010
Subject: Agricultural commodities Commodities Commodity prices Food prices Inflation
2009
Title: The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?
Series: Working Paper No. 2009/140
Date: July 1, 2009
Subject: Commodities Commodity prices Gold Gold prices Inflation
Page: 1 of 2 1 2