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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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2.
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Using a new data set, we examine the characteristics and dynamics of cross-border mergers and acquisitions during emerging-market financial crises, that is, so-called “fi[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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3.
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This paper builds a two-country DSGE model to study the quantitative impact of financial frictions on business cycle co-movements when investors have foreign asset exposu[...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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4.
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The swap market has enjoyed tremendous growth in the last decade. With government issues shrinking in supply and increased price volatilities, the swap term structure has[...]
2000 | Text | Staff Working Paper - Document de travail du personnel |
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This paper examines the role of bank credit in modeling and forecasting business cycle fluctuations, and investigates the international transmission of US credit shocks, [...]
2012 | Text | Staff Working Paper - Document de travail du personnel |
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6.
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We examine the safety of government bonds in the presence of Knightian uncertainty amongst financial market participants. In our model, the information insensitivity of g[...]
2013 | Text | Staff Working Paper - Document de travail du personnel |
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7.
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The Latin American debt crises in the 1980s and the Asian crisis in the late 1990s both provided impetus for reforming the framework for restructuring sovereign debt. In [...]
2013 | Text | Staff Discussion Paper - Document d’analyse du personnel |
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8.
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This paper uses trivariate generalized autoregressive conditional heteroscedasticity (GARCH) models to study price and volatility spillovers between the foreign exchange [...]
2000 | Text | Staff Working Paper - Document de travail du personnel |
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