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Crypto, corruption, and capital controls : cross-country correlations
Alnasaa, Marwa; Georgiev, Nikolaj; Honda, Jiro; … - 2022
Persistent link: https://www.econbiz.de/10013169885
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Fintech in Latin America and the Caribbean : stocktaking
Berkmen, P.; Beaton, Kimberly; Gershenson, Dmitriy; … - 2019
In Latin America and the Caribbean (LAC), financial technology has been growing rapidly and is on the agenda of many policy makers. Fintech provides opportunities to deepen financial development, competition, innovation, and inclusion in the region but also creates new and only partially...
Persistent link: https://www.econbiz.de/10012009989
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Modeling Stochastic Volatility with Application to Stock Returns
Krichene, Noureddine - 2003
A stochastic volatility model where volatility was driven solely by a latent variable called news was estimated for … volatilities. Volatility persistence being close to one was consistent with both volatility clustering and mean reversion … specification improvements were always possible. The model corroborated stylized findings in volatility modeling and has potential …
Persistent link: https://www.econbiz.de/10014400143
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Portfolio Diversification, Leverage, and Financial Contagion
Smith, T. Todd - 1999
Models of “contagion” rely on market imperfections to explain why adverse shocks in one asset market might be associated with asset sales in many unrelated markets. This paper demonstrates that contagion can be explained with basic portfolio theory without recourse to market imperfections....
Persistent link: https://www.econbiz.de/10014400415
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2020 global stocktaking of national accounts statistics : availability for policy and surveillance
Silungwe, Anthony; Baer, Andrew L.; Guerreiro, Vanda - 2022
This paper analyzes the availability, methodological soundness, and scope of National Accounts statistics in IMF member and non-member countries in 2020. National Account statistics are instrumental in the development of fiscal and monetary policy and in monitoring economic developments. This...
Persistent link: https://www.econbiz.de/10013170270
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The Statistical Measurement of Financial Derivatives
Heath, Robert M. - 1998
The System of National Accounts 1993 (1993 SNA) provided new standards for the statistical treatment of financial derivatives. Subsequently, financial derivative markets have evolved, and there have been requests from national statisticians for clarification and amplification of the...
Persistent link: https://www.econbiz.de/10014400675
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Data Consistency in IMF Publications : Country Staff Reports Versus International Financial Statistics
Cady, John - 2005
Data published in IMF country staff reports and International Financial Statistics (IFS) may differ for identical variables and, at times, users may be unaware of the reasons for these differences and lack the information needed to permit reconciliation. Such discrepancies stem principally from...
Persistent link: https://www.econbiz.de/10014401027
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Data Dissemination Standards and the Statistical Quality of the IMF’s World Economic Outlook Forecasts
Mrkaic, Mico - 2010
This paper analyzes the effects of IMF member countries participation in the IMF’s Data Standards Initiatives (DSI) on the statistical quality of WEO forecasts. Results show that WEO forecasts for SDDS subscribers are in general better than for GDDS participants and those member countries than...
Persistent link: https://www.econbiz.de/10014397542
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Improving the Estimation Methodology of Monthly Data in Direction of Trade Statistics
Gong, Xiaoning - 1994
The quality of the estimated data in DOTS depends on the availability and accuracy of direction of trade reports and the estimation methodology. Because of the low coverage of monthly reporting, the estimating procedure plays a role of increased importance. This study, however, reveals two...
Persistent link: https://www.econbiz.de/10014395875
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The external impact of China's exchange rate policy : evidence from firm level data
Eichengreen, Barry; Tong, Hui - 2011
Persistent link: https://www.econbiz.de/10009424815