Characterizing global investors' risk appetite for emerging market debt during financial crises /
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| Imprint: | Washington, D.C. : International Monetary Fund, IMF Institute, ©2003. |
|---|---|
| Description: | 1 online resource (43 pages) : illustrations |
| Language: | English |
| Series: | IMF working paper, 2227-8885 ; WP/03/251 IMF working paper ; WP/03/251. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12496983 |
MARC
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| 050 | 4 | |a HG3810 |b .I45 no. 03/251 | |
| 245 | 0 | 0 | |a Characterizing global investors' risk appetite for emerging market debt during financial crises / |c Mardi Dungey [and others]. |
| 260 | |a Washington, D.C. : |b International Monetary Fund, IMF Institute, |c ©2003. | ||
| 300 | |a 1 online resource (43 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper, |x 2227-8885 ; |v WP/03/251 | |
| 500 | |a Cover title. | ||
| 500 | |a "December 2003"--Caption | ||
| 504 | |a Includes bibliographical references (pages 31-34). | ||
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified] : |c HathiTrust Digital Library, |d 2010. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 520 | |a The effects of unanticipated movements in global risk on nine emerging bond markets are investigated. The components of global risk are volatility, credit, and liquidity risks. Country and contagion risks are also studied individually. A historical decomposition of bond spreads is used to identify the relative contributions of risk during 1998-99. The empirical results show that the Russian/LTCM crises were characterized by increases in global credit risk, while the relative size of global risk factors was mixed for the Brazilian crisis, with no component dominating. Country risk is found to be important for all countries, while there is little evidence of contagion risk. | ||
| 588 | 0 | |a Print version record. | |
| 650 | 0 | |a Risk management |z Developing countries. | |
| 650 | 0 | |a Financial crises |z Developing countries. | |
| 650 | 0 | |a Bond market |z Developing countries. | |
| 650 | 0 | |a Risk management |z Developing countries |x Econometric models. | |
| 650 | 0 | |a Bond market |z Developing countries |x Econometric models. | |
| 650 | 6 | |a Gestion du risque |z Nouveaux pays industrialisés. | |
| 650 | 6 | |a Crises financières |z Nouveaux pays industrialisés. | |
| 650 | 6 | |a Marché obligataire |z Nouveaux pays industrialisés. | |
| 650 | 7 | |a Bond market. |2 fast |0 (OCoLC)fst00835862 | |
| 650 | 7 | |a Bond market |x Econometric models. |2 fast |0 (OCoLC)fst00835863 | |
| 650 | 7 | |a Financial crises. |2 fast |0 (OCoLC)fst00924607 | |
| 650 | 7 | |a Risk management. |2 fast |0 (OCoLC)fst01098164 | |
| 650 | 7 | |a Risk management |x Econometric models. |2 fast |0 (OCoLC)fst01098172 | |
| 651 | 7 | |a Developing countries. |2 fast |0 (OCoLC)fst01242969 | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Dungey, Mardi. | |
| 710 | 2 | |a IMF Institute. |0 http://id.loc.gov/authorities/names/n81065613 | |
| 710 | 2 | |a International Monetary Fund. |0 http://id.loc.gov/authorities/names/n81052755 | |
| 776 | 0 | 8 | |i Print version: |t Characterizing global investors' risk appetite for emerging market debt during financial crises. |d Washington, D.C. : International Monetary Fund, IMF Institute, ©2003 |w (OCoLC)54669772 |
| 830 | 0 | |a IMF working paper ; |v WP/03/251. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2003/251/001.2003.issue-251-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG3810.I45 no. 03/251 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2003/251/001.2003.issue-251-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12141013 | ||