Search Results - subject:"Indexed Bonds"

KANG, Minwook - Division of Economics, Nanyang Technological University - 2014

sunspots. The purpose of this paper is to investigate how the introduction of in?ation- indexed bonds to the ?Cass?economy in …?uences a monetary market, an indexed bond market, and welfare. The introduction of indexed bonds is considered a sunspot … the monetary market can never shut down even with a very high level of in?ation volatility if the indexed bonds have …

Persistent link: https://www.econbiz.de/10011165567

Contingent convertible bonds for sovereign debt risk management

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 9 (2018) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012003110

Residual inflation risk

Illeditsch, Philipp Karl - In: Management science : journal of the Institute for … 64 (2018) 11, pp. 5289-5314

Persistent link: https://www.econbiz.de/10011947163

New measures for inflation uncertainty and disagreement from treasury auctions : alternative to surveys

Güler, Mustafa Haluk; Polat, Tandoğan - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 881-900

Persistent link: https://www.econbiz.de/10012123524

Estimating the new Keynesian Phillips curve for the UK : evidence from the inflation-indexed bonds market

Marfatia, Hardik A. - In: The B.E. journal of macroeconomics 18 (2018) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011898638

The Future of Sovereign Borrowing in Europe

Balling, Morten; Gnan, Ernest; Holler, Johannes; … - 2013

In March 2013 around 130 participants from academia, banking and finance, governments and central banking gathered at the premises of the OeNB in Vienna for a conference jointly organized by the European Money and Finance Forum SUERF, the OeNB and the Austrian Society for Bank Research to...

Persistent link: https://www.econbiz.de/10011689961

On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity

Kamada, Koichiro; Nakajima, Jouchi - Bank of Japan - 2013

This paper shows how purchasing power parity (PPP) can be used to construct a measure for inflation expectations and discusses the properties of this measure from both a theoretical and an empirical perspective. Under the PPP hypothesis, inflation expectations in one country are equal to...

Persistent link: https://www.econbiz.de/10010907485

Fiscal integration and growth stimulation in Europe

DREZE, Jacques; DURRE, Alain - Center for Operations Research and Econometrics (CORE), … - 2013

With the current sovereign debt crisis, the incompleteness of economic integration in the Economic and Monetary Union (EMU) has become patent leading to an intense debate among academics and policy makers. Most of the debate focuses on the needs to strengthen fiscal rules and to restore fiscal...

Persistent link: https://www.econbiz.de/10010662667

Uruguay; Third Review Under the Stand-By Arrangement and Request for Modification and Waiver of Nonobservance of Performance Criteria: Staff Report; Staff Statement; Press Release...

International Monetary Fund (IMF); International … - 2006

Strong economic policies and a supportive external environment have contributed to rapid growth, low inflation, strengthened external position, and an improved debt structure helping Uruguay perform well under the Stand-By Arrangement. Executive Directors commended the fiscal and monetary...

Persistent link: https://www.econbiz.de/10011242975

Iceland; Staff Report for the 2012 Article IV Consultation and First Post- Program Monitoring Discussion

International Monetary Fund (IMF); International … - 2012

The 2012 Article IV Consultation reports that Icelandâ€™s fiscal consolidation is continuing, but at a slower pace. Moderate expenditure overruns materialized in 2011, which will partly spill over to 2012 and the medium term. A key priority is to put the medium-term fiscal path back on...

Persistent link: https://www.econbiz.de/10011245037