External Capital Structures and Oil Price Volatility
Abstract
We assess the extent to which a country’s external capital structure can aid in mitigating the macroeconomic impact of oil price shocks. We study two Caribbean economies highly vulnerable to oil price shocks, an oil-importer (Jamaica) and an oil-exporter (Trinidad and Tobago). From a risk-sharing perspective, a desirable external capital structure is one that, through international capital gains and losses, helps offset responses of the current account balance to external shocks. We find that both countries could alter their international portfolio to provide a more effective buffer against such shocks.Download Info
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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 16052.Length:
Date of creation: Jun 2010
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Handle: RePEc:nbr:nberwo:16052
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Keywords:Other versions of this item:
- John D. Burger & Alessandro Rebucci & Francis E. Warnock & Veronica Cacdac Warnock, 2010. "External Capital Structures and Oil Price Volatility," Research Department Publications 4667, Inter-American Development Bank, Research Department.
- F3 - International Economics - - International Finance
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
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