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The Evolving Beta-Liquidity Relationship of Hedge Funds
Stefanova, Denitsa; Siegmann, Arjen - Luxembourg School of Finance, Faculté de droit, … - 2014
were introduced in that period and impacted aggregate liquidity conditions. Furthermore, the returns to a momentum strategy … exposure and aggregate stock market liquidity that takes place in the period 2000 to 2002. Before the structural break, market … betas have no relation to liquidity and only a few style categories of hedge funds show increased market presence when …
Persistent link: https://www.econbiz.de/10010942094
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The Development of Local Debt Markets in Asia
Goswami, Mangal; Sharma, Sunil - International Monetary Fund (IMF) - 2011
development has been limited by hurdles confronting borrowers and lenders, current and potential liquidity providers, and …
Persistent link: https://www.econbiz.de/10009151210
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South Africa; Detailed Assessment of Implementation on IOSCO Principles-Securities Markets
International Monetary Fund (IMF); International … - 2010
South Africa has made substantial progress in addressing the recommendations of the Financial Sector Assessment Program and is continuing to build upon these accomplishments. The Financial Services Board and Department of Trade and Industry both are organizations with the legal authority to...
Persistent link: https://www.econbiz.de/10011245358
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Measuring off-Balance-Sheet Leverage
Breuer, Peter - International Monetary Fund (IMF) - 2000
The simultaneous unwinding of leveraged positions can trigger financial market turbulence. Although balance-sheet measures of leverage are available, it is useful to construct a measure of leverage that incorporates both on- and off-balance-sheet activities. This paper provides measures of...
Persistent link: https://www.econbiz.de/10005263810
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Use of Participatory Notes in Indian Equity Markets and Recent Regulatory Changes
Singh, Manmohan - International Monetary Fund (IMF) - 2007
This paper focuses on the use of participatory notes (PNs) by foreign investors, as a conduit for portfolio flows into Indian equity markets for more than a decade. The broadening of India's foreign investor base, in recent years, has a bias towards hedge funds/unregistered foreign investors who...
Persistent link: https://www.econbiz.de/10005264002
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Making Banks Safer; Can Volcker and Vickers Do it?
Chow, Julian T. S.; Surti, Jay - International Monetary Fund (IMF) - 2011
This paper assesses proposals to redefine the scope of activities of systemically important financial institutions. Alongside reform of prudential regulation and oversight, these have been offered as solutions to the too-important-to-fail problem. It is argued that while the more radical of...
Persistent link: https://www.econbiz.de/10009369435
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Investors’ Risk Appetite and Global Financial Market Conditions
González-Hermosillo, Brenda - International Monetary Fund (IMF) - 2008
contribution on bond spreads from global market conditions (including funding liquidity, market liquidity, as well as credit and …
Persistent link: https://www.econbiz.de/10005769174
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Unanticipated Shocks and Systemic Influences; The Impact of Contagion in Global Equity Markets in 1998
González-Hermosillo, Brenda; Martin, Vance; Fry, Renee; … - International Monetary Fund (IMF) - 2003
August to September 1998 has been characterized as one of the worst episodes of global financial distress in decades. This paper investigates the transmission of the Russian and the LTCM crises through global equity markets using a panel of 14 developing and industrial countries. The results...
Persistent link: https://www.econbiz.de/10005769188
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Can You Map Global Financial Stability?
Puig, Jaume; Miyajima, Ken; McCaughrin, Rebecca; … - International Monetary Fund (IMF) - 2010
The Global Financial Stability Map was developed as a tool to interpret the risks and conditions that impact financial stability in a graphical manner. It complements other existing tools for assessing financial stability, and seeks to overcome some of the drawbacks of earlier approaches. This...
Persistent link: https://www.econbiz.de/10008542981
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Financial Soundness Indicators; Analytical Aspects and Country Practices
International Monetary Fund (IMF); International … - 2002
The financial turmoil of the late 1990s prompted a broad search for tools and techniques for detecting and preventing financial crises, and more recent episodes of instability have high lighted the importance of continuous monitoring of financial systems as a tool for preventing crises. This...
Persistent link: https://www.econbiz.de/10005590915