IMF Publications by Subject
Browse by Author
Yield curve:
2008
Title: Investors’ Risk Appetite and Global Financial Market Conditions
Series: Working Paper No. 2008/085
Date: April 1, 2008
Subject: Emerging and frontier financial markets Financial crises Liquidity Liquidity risk Yield curve
Title: External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model
Series: Working Paper No. 2008/046
Date: February 1, 2008
Subject: Expenditure Fiscal policy Foreign direct investment Vector autoregression Yield curve
Title: “Beneficial” Delays in Debt Restructuring Negotiations
Series: Working Paper No. 2008/038
Date: February 1, 2008
Subject: Capital markets Consumption Debt renegotiation Debt settlement Yield curve
Title: Emerging Market Spread Compression: Is it Real or is it Liquidity?
Series: Working Paper No. 2008/010
Date: January 1, 2008
Subject: Credit ratings Emerging and frontier financial markets Futures Securities markets Yield curve
2007
Title: The Determinants of Corporate Risk in Emerging Markets: An Option-Adjusted Spread Analysis
Series: Working Paper No. 2007/228
Date: September 1, 2007
Subject: Bonds Corporate bonds Currencies Stocks Yield curve
Title: Financing of Global Imbalances
Series: Working Paper No. 2007/177
Date: July 1, 2007
Subject: Bonds Capital flows Current account deficits Exchange rates Yield curve
Title: The Effect of External Conditions on Growth in Latin America
Series: Working Paper No. 2007/176
Date: July 1, 2007
Subject: Commodity prices Corporate bonds Emerging and frontier financial markets Vector autoregression Yield curve
Title: Volatility and Jump Risk Premia in Emerging Market Bonds
Series: Working Paper No. 2007/172
Date: July 1, 2007
Subject: Asset prices Interest rate modelling Market interest rates Short term interest rates Yield curve
2006
Title: The Pricing of Credit Default Swaps During Distress
Series: Working Paper No. 2006/254
Date: November 1, 2006
Subject: Bonds Credit Credit default swap Securities markets Yield curve
Title: The External Financing of Emerging Market Countries: Evidence from Two Waves of Financial Globalization
Series: Working Paper No. 2006/205
Date: September 1, 2006
Subject: Bond yields Emerging and frontier financial markets Population and demographics Stocks Yield curve