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This paper examines the effectiveness of international capital controls in India over time by analyzing daily return differentials in the non-deliverable forward (NDF) ma[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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In this paper, we explore the link between stress in the domestic financial sector and the capital flight faced by countries in the 2008-9 global crisis. Both the timing [...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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In this paper, we provide empirical evidence on the factors that motivated emerging economies to change their capital outflow controls in recent decades. Liberalization o[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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Recent reform proposals call for an elimination of the constant net asset value (NAV) or “buck” in money market mutual funds to reduce the occurrence of runs. Outside the[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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This paper studies the sensitivity of Canadian producer prices to the Canada-U.S. exchange rate. Using a unique product-level price data set, we estimate and analyze the [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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We construct a multi-country affine term structure model that contains unspanned macroeconomic and foreign exchange risks. The canonical version of the model is derived a[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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This paper examines the transmission of U.S. real and financial shocks to Canada and, in particular, the role of financial frictions in affecting the transmission of thes[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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This paper finds a strong empirical link between domestic banking sector competitiveness and de facto international integration. De-facto international integration is mea[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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We survey several key mechanisms that explain the composition of international capital flows: foreign direct investment, foreign portfolio investment and debt flows (bank[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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10.
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In theory, nominal exchange rate movements can lead to “expenditure switching” when they generate changes in the relative prices of goods across countries. This paper exp[...]
2010 | Text | Staff Working Paper - Document de travail du personnel |
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