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Ken Miyajima

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Mr. Ken Miyajima, 2020. "Mobile Phone Ownership and Welfare: Evidence from South Africa’s Household Survey," IMF Working Papers 2020/222, International Monetary Fund.

    Cited by:

    1. Matsuura,Masanori & Md Saiful Islam,Abu Hayat & Tauseef,Salauddin, 2023. "Mobile phone ownership, income diversification, and household welfare in rural Bangladesh," IDE Discussion Papers 875, Institute of Developing Economies, Japan External Trade Organization(JETRO).

  2. Mr. Ken Miyajima, 2019. "Exchange Rate Volatility and Pass-Through to Inflation in South Africa," IMF Working Papers 2019/277, International Monetary Fund.

    Cited by:

    1. Seydou Coulibaly, 2021. "COVID‐19 policy responses, inflation and spillover effects in the West African Economic and Monetary Union," African Development Review, African Development Bank, vol. 33(S1), pages 139-151, April.
    2. Mohamed Tidjane Kinda & Hamidou Barry, 2021. "Exchange rate pass‐through to import prices: Evidence from a heterogeneous panel of West African countries," Review of Development Economics, Wiley Blackwell, vol. 25(4), pages 2454-2472, November.

  3. Ken Miyajima & James Yetman, 2018. "Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions," BIS Working Papers 759, Bank for International Settlements.

    Cited by:

    1. Pattanaik, Sitikantha & Muduli, Silu & Ray, Soumyajit, 2020. "Inflation expectations of households: do they influence wage-price dynamics in India?," MPRA Paper 103685, University Library of Munich, Germany.
    2. Monique B. Reid & Pierre L. Siklos, 2022. "How Firms and Experts View The Phillips Curve: Evidence from Individual and Aggregate Data from South Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3355-3376, September.
    3. Christopher Loewald & David Faulkner & Konstantin Makrelov, 2020. "Time consistency and economic growth: A case study of South African macroeconomic policy," Working Papers 842, Economic Research Southern Africa.
    4. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah Rudi Steinbach, 2023. "EnhancingtheQuarterlyProjectionModel," Working Papers 11044, South African Reserve Bank.
    5. Andrew Phiri & Lutho Mbekeni, 2021. "Fisher’s hypothesis, survey-based expectations and asymmetric adjustments: Empirical evidence from South Africa," International Economics and Economic Policy, Springer, vol. 18(4), pages 825-846, October.
    6. James Yetman, 2022. "What's Up with Inflation Expectations?," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 55(1), pages 136-140, March.
    7. Ekaterina Pirozhkova & Jeffrey Rakgalakane & Luchelle Soobyah & Rudi Steinbach, 2023. "Enhancing the Quarterly Projection Model," Working Papers 11048, South African Reserve Bank.
    8. Chris Loewald & Konstantin Makrelov & Ekaterina Pirozhkova, 2022. "TheshorttermcostsofreducingtrendinflationinSouthAfrica," Working Papers 11029, South African Reserve Bank.
    9. Marques, André M. & Carvalho, André R., 2022. "Testing the neo-fisherian hypothesis in Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 407-419.

  4. Mr. Ken Miyajima & James Yetman, 2018. "Inflation Expectations Anchoring Across Different Types of Agents: the Case of South Africa," IMF Working Papers 2018/177, International Monetary Fund.

    Cited by:

    1. Alan Blinder & Michael Ehrmann & Jakob de Haan & David-Jan Jansen, 2022. "Central Bank Communication with the General Public: Promise or False Hope?," Working Papers 744, DNB.
    2. N. A. Karlova & E. V. Puzanova & I. V. Bogacheva & A. G. Morozov, 2020. "How Are Inflation Expectations of Enterprises Formed: Survey Results," Studies on Russian Economic Development, Springer, vol. 31(5), pages 522-532, September.
    3. Tumisang Loate & Ekaterina Pirozhkova & Nicola Viegi, 2021. "Sailing into the Wind evaluating the near future of Monetary Policy in South Africa," Working Papers 11006, South African Reserve Bank.
    4. Kose,Ayhan & Matsuoka,Hideaki & Panizza,Ugo G. & Vorisek,Dana Lauren, 2019. "Inflation Expectations : Review and Evidence," Policy Research Working Paper Series 8785, The World Bank.
    5. Alberto Coco & Nicola Viegi, 2020. "The monetary policy of the South African Reserve Bank stance communication and credibility," Working Papers 10024, South African Reserve Bank.
    6. E. Sinelnikova-Muryleva V. & A. Grebenkina M. & Е. Синельникова-Мурылева В. & А. Гребенкина М., 2019. "Оптимальная инфляция и инфляционное таргетирование: страновой опыт // Optimal Inflation and Inflation Targeting: International Experience," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 23(1), pages 49-65.
    7. Patrick Honohan & Athanasios Orphanides, 2022. "Monetary policy in South Africa, 2007-21," WIDER Working Paper Series wp-2022-29, World Institute for Development Economic Research (UNU-WIDER).

  5. Mr. Ken Miyajima, 2017. "What Influences Bank Lending in Saudi Arabia?," IMF Working Papers 2017/031, International Monetary Fund.

    Cited by:

    1. Almir ALIHODŽIĆ & İbrahim Halil EKŞİ, 2018. "Credit growth and non-performing loans: evidence from Turkey and some Balkan countries," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 9, pages 229-249, December.
    2. Mensi, Walid & Hamdi, Atef & Shahzad, Syed Jawad Hussain & Shafiullah, Muhammad & Al-Yahyaee, Khamis Hamed, 2018. "Modeling cross-correlations and efficiency of Islamic and conventional banks from Saudi Arabia: Evidence from MF-DFA and MF-DXA approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 576-589.
    3. Cheikh A. Gueye & Asithandile Mbelu & Mr. Amadou N Sy, 2019. "Coping with Falling Oil Prices: The Different Fortunes of African Banks," IMF Working Papers 2019/129, International Monetary Fund.

  6. Miyajima, Ken & Khandelwal, Padamja & Santos, Andre, 2017. "The Impact of Oil Prices on the Banking system in the Gulf Cooperation Council," MPRA Paper 92371, University Library of Munich, Germany.

    Cited by:

    1. Hani El-Chaarani, 2019. "The Impact of oil Prices on the Financial Performance of Banking Sector in Middle East Region," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 148-156.

  7. Mr. Jorge A Chan-Lau & Weimin Miao & Mr. Ken Miyajima & Mr. Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," IMF Working Papers 2017/097, International Monetary Fund.

    Cited by:

    1. Humala, Alberto, 2019. "Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru," Working Papers 2019-021, Banco Central de Reserva del Perú.
    2. International Monetary Fund, 2017. "Japan: Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector," IMF Staff Country Reports 2017/285, International Monetary Fund.

  8. Mr. Ken Miyajima, 2016. "An Empirical Investigation of Oil-Macro-Financial Linkages in Saudi Arabia," IMF Working Papers 2016/022, International Monetary Fund.

    Cited by:

    1. Miyajima, Ken & Khandelwal, Padamja & Santos, Andre, 2017. "The Impact of Oil Prices on the Banking system in the Gulf Cooperation Council," MPRA Paper 92371, University Library of Munich, Germany.
    2. Claudiu Tiberiu Albulescu, 2022. "Bank financial stability and international oil prices: Evidence from listed Russian public banks," Working Papers hal-02554299, HAL.
    3. Miyajima, Ken, 2020. "What influences bank lending in Saudi Arabia?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 27, pages 125-155.
    4. Isma il Tijjani Idris & Sabri Nayan, 2017. "A Pooled Mean Group Approach to the Joint Effects of Oil Price Changes and Environmental Risks on Non-Performing Loans: Evidence from Organisation of the Petroleum Exporting the Countries," International Journal of Energy Economics and Policy, Econjournals, vol. 7(3), pages 345-351.
    5. Pavlova, Ivelina & de Boyrie, Maria E. & Parhizgari, Ali M., 2018. "A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 10-22.
    6. Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
    7. Nicholas Ngepah & Margarida Liandra Andrade da Silva & Charles Shaaba Saba, 2022. "The Impact of Commodity Price Shocks on Banking System Stability in Developing Countries," Economies, MDPI, vol. 10(4), pages 1-23, April.
    8. Padamja Khandelwal & Mr. Ken Miyajima & Mr. Andre O Santos, 2016. "The Impact of Oil Prices on the Banking System in the GCC," IMF Working Papers 2016/161, International Monetary Fund.
    9. Claudiu Albulescu, 2020. "Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks," Papers 2004.12791, arXiv.org.
    10. Magda Kandil & Minko Markovski, 2019. "UAE Banks’ Performance and the Oil Price Shock: Indicators for Conventional and Islamic Banks," Working Papers 1284, Economic Research Forum, revised 2019.
    11. Kassouri, Yacouba & Altıntaş, Halil & Bilgili, Faik, 2020. "An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability," Journal of Multinational Financial Management, Elsevier, vol. 56(C).
    12. Maghyereh, Aktham & Abdoh, Hussein & Al-Shboul, Mohammad, 2022. "Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems," Economic Systems, Elsevier, vol. 46(4).
    13. Cheikh A. Gueye & Asithandile Mbelu & Mr. Amadou N Sy, 2019. "Coping with Falling Oil Prices: The Different Fortunes of African Banks," IMF Working Papers 2019/129, International Monetary Fund.
    14. Mohanned Alharbi, 2019. "The Reliance of the Saudi Economy and Adequacy of its Foreign Reserves with Reference to Oil Price Volatility: An Overview," International Journal of Business and Administrative Studies, Professor Dr. Bahaudin G. Mujtaba, vol. 5(6), pages 329-339.

  9. Padamja Khandelwal & Mr. Ken Miyajima & Mr. Andre O Santos, 2016. "The Impact of Oil Prices on the Banking System in the GCC," IMF Working Papers 2016/161, International Monetary Fund.

    Cited by:

    1. Alandejani, Maha & Kutan, Ali M. & Samargandi, Nahla, 2017. "Do Islamic banks fail more than conventional banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 50(C), pages 135-155.
    2. Marei Elbadri & Eralp Bektaş, 2022. "Dynamic relationship among the bank stability, oil, and gold prices: Evidence from the Islamic banks operating in the Gulf Cooperation Council countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2153-2168, April.
    3. Maryam Barzegar Marvasti & Somayeh Razzaghi, 2020. "Investigating the Determinants of Financial Development in OPEC Countries: An Application of Bayesian Model Averaging Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 10(1), pages 342-352.
    4. Ghanim Shamas & Zairani Zainol & Zairy Zainol, 2018. "The Impact of Bank’s Determinants on Liquidity Risk: Evidence from Islamic Banks in Bahrain," Journal of Business & Management (COES&RJ-JBM), , vol. 6(1), pages 1-22, January.
    5. Atil, Ahmed & Nawaz, Kishwar & Lahiani, Amine & Roubaud, David, 2020. "Are natural resources a blessing or a curse for financial development in Pakistan? The importance of oil prices, economic growth and economic globalization," Resources Policy, Elsevier, vol. 67(C).
    6. Hatzenbuehler, Patrick L. & Mavrotas, George, 2017. "Macroeconomic factor influence on agricultural program sustainability in Kaduna state, Nigeria:," NSSP working papers 48, International Food Policy Research Institute (IFPRI).
    7. Hamdi, Besma & Aloui, Mouna & Alqahtani, Faisal & Tiwari, Aviral, 2019. "Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis," Energy Economics, Elsevier, vol. 80(C), pages 536-552.
    8. Kandil Magda Elsayed & Markovski Minko, 2019. "UAE Banks’ Performance and the Oil Price Shock: Evidence across Conventional and Islamic Banks," Review of Middle East Economics and Finance, De Gruyter, vol. 15(3), pages 1-23, December.
    9. Claudiu Tiberiu Albulescu, 2022. "Bank financial stability and international oil prices: Evidence from listed Russian public banks," Working Papers hal-02554299, HAL.
    10. Saeed Sazzad Jeris & Ridoy Deb Nath, 2021. "US banks in the time of COVID-19: fresh insights from the wavelet approach," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 11(2), pages 349-361, June.
    11. Saleh, Ali Salman & Moradi-Motlagh, Amir & Zeitun, Rami, 2020. "What are the drivers of inefficiency in the Gulf Cooperation Council banking industry? A comparison between conventional and Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
    12. Pavlova, Ivelina & de Boyrie, Maria E. & Parhizgari, Ali M., 2018. "A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 10-22.
    13. Saif-Alyousfi, Abdulazeez Y.H. & Saha, Asish & Md-Rus, Rohani & Taufil-Mohd, Kamarun Nisham, 2021. "Do oil and gas price shocks have an impact on bank performance?," Journal of Commodity Markets, Elsevier, vol. 22(C).
    14. Al-Khazali, Osamah M. & Mirzaei, Ali, 2017. "The impact of oil price movements on bank non-performing loans: Global evidence from oil-exporting countries," Emerging Markets Review, Elsevier, vol. 31(C), pages 193-208.
    15. Kurronen, Sanna, 2018. "Oil price collapse and firm leverage in resource-dependent countries," BOFIT Discussion Papers 10/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
    16. Mr. Olumuyiwa S Adedeji & Yacoub Alatrash & Mr. Divya Kirti, 2019. "How Do Changing U.S. Interest Rates Affect Banks in the Gulf Cooperation Council (GCC) Countries?," IMF Working Papers 2019/268, International Monetary Fund.
    17. Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017. "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, vol. 68(C), pages 440-453.
    18. Abdi Seyyedkolaee, Mohammad & Aghaei, Majid & Abbaspoor, Parisa, 2022. "The Impact of Oil Price Fluctuations on Bank Lending Power in Iran: An Application of GMM Approach [El impacto de las fluctuaciones del precio del petróleo en el poder de préstamo bancario en Irán:," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 34(1), pages 177-190, December .
    19. Fenech, Jean-Pierre & Vosgha, Hamed, 2019. "Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models," Economic Modelling, Elsevier, vol. 77(C), pages 81-91.
    20. Nguyen, Thanh Pham Thien & Nghiem, Son & Tripe, David, 2021. "Does oil price aggravate the impact of economic policy uncertainty on bank performance in India?," Energy Economics, Elsevier, vol. 104(C).
    21. Ibrahim, Mansor H., 2019. "Oil and macro-financial linkages: Evidence from the GCC countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 72(C), pages 1-13.
    22. Claudiu Albulescu, 2020. "Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks," Papers 2004.12791, arXiv.org.
    23. Magda Kandil & Minko Markovski, 2019. "UAE Banks’ Performance and the Oil Price Shock: Indicators for Conventional and Islamic Banks," Working Papers 1284, Economic Research Forum, revised 2019.
    24. Kassouri, Yacouba & Altıntaş, Halil & Bilgili, Faik, 2020. "An investigation of the financial resource curse hypothesis in oil-exporting countries: The threshold effect of democratic accountability," Journal of Multinational Financial Management, Elsevier, vol. 56(C).
    25. Maghyereh, Aktham & Abdoh, Hussein & Al-Shboul, Mohammad, 2022. "Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems," Economic Systems, Elsevier, vol. 46(4).
    26. Hani El-Chaarani, 2019. "The Impact of oil Prices on the Financial Performance of Banking Sector in Middle East Region," International Journal of Energy Economics and Policy, Econjournals, vol. 9(5), pages 148-156.
    27. Yıldırım, Seda & Gedikli, Ayfer & Erdoğan, Seyfettin & Yıldırım, Durmuş Çağrı, 2020. "Natural resources rents-financial development nexus: Evidence from sixteen developing countries," Resources Policy, Elsevier, vol. 68(C).
    28. Issa, Samar & Gevorkyan, Aleksandr V., 2022. "Optimal corporate leverage and speculative cycles: an empirical estimation," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 478-491.

  10. Emanuel Kohlscheen & Ken Miyajima, 2015. "The transmission of monetary policy in EMEs in a changing financial environment: a longitudinal analysis," BIS Working Papers 495, Bank for International Settlements.

    Cited by:

    1. Madhusudan Mohanty & Kumar Rishabh, 2016. "Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?," BIS Working Papers 546, Bank for International Settlements.
    2. José María Serena & Ricardo Sousa, 2017. "Does exchange rate depreciation have contractionary effects on firm-level investment?," BIS Working Papers 624, Bank for International Settlements.
    3. Hamza, Hichem & Saadaoui, Zied, 2018. "Monetary transmission through the debt financing channel of Islamic banks: Does PSIA play a role?," Research in International Business and Finance, Elsevier, vol. 45(C), pages 557-570.
    4. Miyajima, Ken, 2020. "What influences bank lending in Saudi Arabia?," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 27, pages 125-155.
    5. Andres Murcia & Emanuel Kohlscheen, 2016. "Moving in tandem: bank provisioning in emerging market economies," BIS Working Papers 548, Bank for International Settlements.
    6. Jhuvesh Sobrun & Philip Turner, 2015. "Bond markets and monetary policy dilemmas for the emerging markets," BIS Working Papers 508, Bank for International Settlements.
    7. Lukáš Kučera, 2018. "Investice v transmisním mechanismu cílování inflace verifikace zdrojů variability investic v České republice [Investment in the Transmission Mechanism of Inflation Targeting - Verification of Sourc," Politická ekonomie, Prague University of Economics and Business, vol. 2018(2), pages 201-217.

  11. Ken Miyajima & Madhusudan Mohanty & James Yetman, 2014. "Spillovers of US unconventional monetary policy to Asia: the role of long-term interest rates," BIS Working Papers 478, Bank for International Settlements.

    Cited by:

    1. Madhusudan Mohanty & Kumar Rishabh, 2016. "Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?," BIS Working Papers 546, Bank for International Settlements.
    2. Guerello, Chiara & Tronzano, Marco, 2020. "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
    3. Goyal, Ashima & Verma, Akhilesh K, 2023. "Cross border flows, financial intermediation and interactions of policy rules in a small open economy," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 369-393.
    4. Tronzano, Marco, 2018. "Does the Expectations Hypothesis of the Term Structure Hold in Korea after the Asian Financial Crisis? Some Empirical Evidence (1999-2017)," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 71(2), pages 191-226.
    5. Baumöhl, Eduard & Bouri, Elie & Hoang, Thi-Hong-Van & Hussain Shahzad, Syed Jawad & Výrost, Tomáš, 2022. "Measuring systemic risk in the global banking sector: A cross-quantilogram network approach," Economic Modelling, Elsevier, vol. 109(C).
    6. Simona Malovana & Josef Bajzik & Dominika Ehrenbergerova & Jan Janku, 2020. "A Prolonged Period of Low Interest Rates: Unintended Consequences," Research and Policy Notes 2020/02, Czech National Bank.
    7. Elías Albagli & Danilo Leiva-Leon & Diego Saravia, 2016. "U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates," Central Banking, Analysis, and Economic Policies Book Series, in: Elías Albagli & Diego Saravia & Michael Woodford (ed.),Monetary Policy through Asset Markets: Lessons from Unconventional Measures and Implications for an Integrated World, edition 1, volume 24, chapter 9, pages 285-307, Central Bank of Chile.
    8. Kerstin Bernoth & Helmut Herwartz, 2019. "Exchange Rates, Foreign Currency Exposure and Sovereign Risk," Discussion Papers of DIW Berlin 1792, DIW Berlin, German Institute for Economic Research.
    9. Georgios Georgiadis & Martina Jancokova, 2017. "Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks," Globalization Institute Working Papers 314, Federal Reserve Bank of Dallas.
    10. Ashima Goyal & Akhilesh K. Verma & Rajeswari Sengupta, 2022. "External shocks, cross-border flows and macroeconomic risks in emerging market economies," Empirical Economics, Springer, vol. 62(5), pages 2111-2148, May.
    11. Jakree Koosakul & Ilhyock Shim, 2017. "The beneficial aspect of FX volatility for market liquidity," BIS Working Papers 629, Bank for International Settlements.
    12. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    13. Ernest Gnan & Claudia Kwapil & Maria Teresa Valderrama, 2018. "Monetary policy after the crisis: mandates, targets, and international linkages," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 8-33.
    14. Schrimpf, Paul & Kearns, Jonathan & XIA, Fan Dora, 2020. "Explaining Monetary Spillovers: The Matrix Reloaded," CEPR Discussion Papers 15006, C.E.P.R. Discussion Papers.
    15. Sowmya, Subramaniam & Prasanna, Krishna, 2018. "Yield curve interactions with the macroeconomic factors during global financial crisis among Asian markets," International Review of Economics & Finance, Elsevier, vol. 54(C), pages 178-192.
    16. Belke, Ansgar & Dubova, Irina & Volz, Ulrich, 2017. "Bond Yield Spillovers from Major Advanced Economies to Emerging Asia," GLO Discussion Paper Series 41, Global Labor Organization (GLO).
    17. Boris Hofmann & Elod Takáts, 2015. "International monetary spillovers," BIS Quarterly Review, Bank for International Settlements, September.
    18. Ashima Goyal & Rajeswari Sengupta & Akhilesh Verma, 2019. "External debt financing and macroeconomic instability in emerging market economies," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2019-013, Indira Gandhi Institute of Development Research, Mumbai, India.
    19. Muhammed Hasan Yilmaz, 2017. "Factors Impacting Bank Net Interest Margin and the Role of Monetary Policy: Evidence from Turkey," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 6(2), pages 01-23, April.
    20. Kábrt, Tomáš & Brůna, Karel, 2022. "Asymmetric effects of foreign capital on income inequality: The case of the Post-China 16 countries," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 613-626.
    21. Cenedese, Gino & Elard, Ilaf, 2018. "Unconventional monetary policy and the portfolio choice of international mutual funds," Bank of England working papers 705, Bank of England.
    22. Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
    23. Chan-Guk Huh & Jie Wu, 2015. "Linkage between US monetary policy and emerging economies: the case of Korea?s financial market and monetary policy," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 4(3), pages 1-18, September.
    24. Bank for International Settlements, 2016. "Expanding the boundaries of monetary policy in Asia and the Pacific," BIS Papers, Bank for International Settlements, number 88.
    25. Punzi, Maria Teresa & Chantapacdepong, Pornpinun, 2017. "Spillover Effects of Unconventional Monetary Policy in Asia and the Pacific," ADBI Working Papers 630, Asian Development Bank Institute.
    26. Jhuvesh Sobrun & Philip Turner, 2015. "Bond markets and monetary policy dilemmas for the emerging markets," BIS Working Papers 508, Bank for International Settlements.
    27. Arbatli-Saxegaard, Elif & Furceri, Davide & Gonzalez Dominguez, Pablo & Ostry, Jonathan & Peiris, Shanaka, 2022. "Spillovers from US Monetary Shocks: Role of Policy Drivers and Cyclical Conditions," ADBI Working Papers 1317, Asian Development Bank Institute.
    28. Chan-Guk Huh, 2015. "Normalization of unconventional US monetary policy and its implications: Korea?s monetary policy case," Proceedings of International Academic Conferences 2504115, International Institute of Social and Economic Sciences.
    29. Peter Hördahl & Jhuvesh Sobrun & Philip Turner, 2016. "Low long-term interest rates as a global phenomenon," BIS Working Papers 574, Bank for International Settlements.
    30. Paul Mizen, 2016. "Comments on "Financial globalisation and monetary independence"," BIS Papers chapters, in: Bank for International Settlements (ed.), Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 227-230, Bank for International Settlements.
    31. Tsang, Andrew & Yiu, Matthew S. & Nguyen, Huy Toan, 2021. "Spillover across sovereign bond markets between the US and ASEAN4 economies," Journal of Asian Economics, Elsevier, vol. 76(C).

  12. Blaise Gadanecz & Ken Miyajima & Chang Shu, 2014. "Exchange rate risk and local currency sovereign bond yields in emerging markets," BIS Working Papers 474, Bank for International Settlements.

    Cited by:

    1. Madhusudan Mohanty & Kumar Rishabh, 2016. "Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?," BIS Working Papers 546, Bank for International Settlements.
    2. Jakree Koosakul, 2016. "Daily Movements in the Thai Yield Curve: Fundamental and Non-Fundamental Drivers," PIER Discussion Papers 30, Puey Ungphakorn Institute for Economic Research.
    3. Wing-Choong Lai & Kim-Leng Goh, 2019. "Impact of Chinese Yuan Devaluation on the Dependence Structure: The Archimedean Copula Approach," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-27, March.
    4. Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018. "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 371-401.
    5. Gete, Pedro & Melkadze, Givi, 2018. "Aggregate volatility and international dynamics. The role of credit supply," Journal of International Economics, Elsevier, vol. 111(C), pages 143-158.
    6. Andrea Carolina Vargas-Páez & Carlos David Ardila-Dueñas, 2021. "Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia," Borradores de Economia 1165, Banco de la Republica de Colombia.
    7. Konopczak, Michal, 2015. "Government debt holdings of non-residents – an analysis of the impact on selected emerging economies’ sovereign risk," MPRA Paper 68597, University Library of Munich, Germany.
    8. Bonizzi, Bruno, 2015. "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper 61784, University Library of Munich, Germany.
    9. Hajer Dachraoui & Mounir Smida & Maamar Sebri, 2020. "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, CEPII research center, issue 162, pages 15-33.
    10. Belke, Ansgar & Dubova, Irina & Volz, Ulrich, 2017. "Bond Yield Spillovers from Major Advanced Economies to Emerging Asia," GLO Discussion Paper Series 41, Global Labor Organization (GLO).
    11. Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2016. "Sovereign yields and the risk-taking channel of currency appreciation," BIS Working Papers 538, Bank for International Settlements.
    12. Sarmiento, Julio & Cayon, Edgardo & Collazos, María & Sandoval, Juan S., 2017. "Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela," Research in International Business and Finance, Elsevier, vol. 41(C), pages 547-555.
    13. Hassan, M. Kabir & Paltrinieri, Andrea & Dreassi, Alberto & Miani, Stefano & Sclip, Alex, 2018. "The determinants of co-movement dynamics between sukuk and conventional bonds," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 73-84.
    14. Patrycja Chodnicka-Jaworska & Piotr Jaworski, "undated". "Countries Credit Ratings And Exchange Rates €“ The Impact Of Economic Development," Review of Socio - Economic Perspectives 201608, Reviewsep.

  13. Ken Miyajima, 2013. "Foreign exchange intervention and expectation in emerging economies," BIS Working Papers 414, Bank for International Settlements.

    Cited by:

    1. Costantini, Mauro & Crespo Cuaresma, Jesus & Hlouskova, Jaroslava, 2014. "Can Macroeconomists Get Rich Forecasting Exchange Rates?," Department of Economics Working Paper Series 176, WU Vienna University of Economics and Business.
    2. Gasanov, Oscar, 2020. "Five Years of Inflation Targeting Without Economic Growth: What Should Be Changed The Case of Russia," MPRA Paper 105874, University Library of Munich, Germany, revised 24 Dec 2020.
    3. Leroi RAPUTSOANE, 2016. "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, vol. 3(1), pages 57-68, March.
    4. Ergun Ermisoglu & Yasin Akcelik & Arif Oduncu & Temel Taskin, 2014. "Effects of additional monetary tightening on exchange rates," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 71-79, June.
    5. Dumitriu, Ramona & Stefanescu, Razvan, 2013. "Utilizarea cursurilor valutare drept ancore nominale antiinflaţioniste [The use of exchange rates as nominal anchors]," MPRA Paper 52415, University Library of Munich, Germany.

  14. Ken Miyajima & Madhusudan Mohanty & Tracy Chan, 2012. "Emerging market local currency bonds: diversification and stability," BIS Working Papers 391, Bank for International Settlements.

    Cited by:

    1. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Local Currency Bond Markets, Foreign Investor Participation, and Capital Flow Volatility in Emerging Asia," ADBI Working Papers 1252, Asian Development Bank Institute.
    2. Madhusudan Mohanty & Kumar Rishabh, 2016. "Financial intermediation and monetary policy transmission in EMEs: What has changed post-2008 crisis?," BIS Working Papers 546, Bank for International Settlements.
    3. Ken Miyajima, 2013. "Foreign exchange intervention and expectation in emerging economies," BIS Working Papers 414, Bank for International Settlements.
    4. Márcia Saraiva Leon, 2014. "International Capital Flows and Yields of Public Debt Bonds," Working Papers Series 345, Central Bank of Brazil, Research Department.
    5. Essers, Dennis & Cassimon, Danny, 2012. "Washing away original sin: vulnerability to crisis and the role of local currency bonds in Sub-Saharan Africa," IOB Working Papers 2012.12, Universiteit Antwerpen, Institute of Development Policy (IOB).
    6. Ken Miyajima & Carlos Montoro, 2013. "Impact of foreign exchange interventions on exchange rate expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 39-54, Bank for International Settlements.
    7. Jens H. E. Christensen & Eric Fischer & Patrick Shultz, 2019. "Bond Flows and Liquidity: Do Foreigners Matter?," Working Paper Series 2019-08, Federal Reserve Bank of San Francisco.
    8. Elod Takáts & Abraham Vela, 2014. "International monetary policy transmission," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 25-44, Bank for International Settlements.
    9. Jong Chil Son & Hail Park, 2019. "U.S. Interest Rate and Household Debt Sustainability: The Case of Korea," Sustainability, MDPI, vol. 11(14), pages 1-16, July.
    10. Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018. "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 371-401.
    11. Paul Mizen & Frank Packer & Eli M Remolona & Serafeim Tsoukas, 2012. "Why do firms issue abroad? Lessons from onshore and offshore corporate bond finance in Asian emerging markets," BIS Working Papers 401, Bank for International Settlements.
    12. Laura Jaramillo & Miss Anke Weber, 2013. "Global Spillovers into Domestic Bond Markets in Emerging Market Economies," IMF Working Papers 2013/264, International Monetary Fund.
    13. Stolbov, Mikhail, 2014. "The causal linkages between sovereign CDS prices for the BRICS and major European economies," Economics Discussion Papers 2014-9, Kiel Institute for the World Economy (IfW Kiel).
    14. Afees A. Salisu & Rangan Gupta & Elie Bouri, 2022. "Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach," Working Papers 202211, University of Pretoria, Department of Economics.
    15. Cepni, Oguzhan & Gul, Selcuk & Gupta, Rangan, 2020. "Local currency bond risk premia of emerging markets: The role of local and global factors," Finance Research Letters, Elsevier, vol. 33(C).
    16. Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2020. "China’s Overseas Lending," Working Papers 11, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
    17. Huang, Tao & Wu, Fei & Yu, Jing & Zhang, Bohui, 2015. "International political risk and government bond pricing," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 393-405.
    18. Evzen Kocenda & Michala Moravcova, 2017. "Exchange Rate Co-movements, Hedging and Volatility Spillovers in New EU Forex Markets," Working Papers IES 2017/27, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Nov 2017.
    19. Hasan Comert & Mehmet Selman Colak, 2014. "Can Financial Stability be Maintained in Developing Countries after the Global Crisis: The Role of External Financial Shocks?," ERC Working Papers 1411, ERC - Economic Research Center, Middle East Technical University, revised Jan 2015.
    20. Ashima Goyal & Akhilesh K. Verma & Rajeswari Sengupta, 2022. "External shocks, cross-border flows and macroeconomic risks in emerging market economies," Empirical Economics, Springer, vol. 62(5), pages 2111-2148, May.
    21. Masazumi Hattori & Elod Takáts, 2015. "The role of debt securities markets," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 41-64, Bank for International Settlements.
    22. Conterius, Simeon & Akimov, Alexandr & Su, Jen-Je & Roca, Eduardo, 2023. "Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 863-875.
    23. Maurice Obstfeld, 2015. "Trilemmas and trade-offs: living with financial globalisation," BIS Working Papers 480, Bank for International Settlements.
    24. Iwasaki, Ichiro, 2018. "International Presence of the Japanese Study of Russian and East European Economies," RRC Working Paper Series 74, Russian Research Center, Institute of Economic Research, Hitotsubashi University.
    25. Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019. "On international integration of emerging sovereign bond markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 347-363.
    26. Chang Shu & Dong He & Jinyue Dong & Honglin Wang, 2016. "Regional pull vs global push factors: China and US influence on Asia-Pacific financial markets," BIS Working Papers 579, Bank for International Settlements.
    27. Najeeb, Syed Faiq & Bacha, Obiyathulla & Masih, Mansur, 2014. "Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis," MPRA Paper 56956, University Library of Munich, Germany.
    28. Oguzhan Cepni & Ibrahim Ethem Guney & Doruk Kucuksarac & Muhammed Hasan Yilmaz, 2020. "Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment," Working Papers 2004, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    29. Sebastián Claro & Carola Moreno, 2015. "Long-term rates and the term premium: evidence from Chile," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 97-112, Bank for International Settlements.
    30. Chunming Shen, 2022. "Digital RMB, RMB Internationalization and Sustainable Development of the International Monetary System," Sustainability, MDPI, vol. 14(10), pages 1-22, May.
    31. Ho, Edmund Ho Cheung, 2022. "Foreign participation in local currency government bond markets in emerging Asia: Benefits and pitfalls to market stability," Journal of International Money and Finance, Elsevier, vol. 128(C).
    32. Valencia, Oscar & Rodriguez, Luis Alberto & Siachoque, Juan Pablo, 2023. "Fiscal Rules and Optimal Currency Composition of Sovereign Debt in Emerging Economies," IDB Publications (Working Papers) 12682, Inter-American Development Bank.
    33. Jaramillo, Laura & Weber, Anke, 2013. "Bond yields in emerging economies: It matters what state you are in," Emerging Markets Review, Elsevier, vol. 17(C), pages 169-185.
    34. Inaba, Kei-Ichiro, 2021. "An empirical illustration of the integration of sovereign bond markets," Journal of Multinational Financial Management, Elsevier, vol. 61(C).
    35. Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019. "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers 201957, University of Pretoria, Department of Economics.
    36. Blaise Gadanecz & Aaron Mehrotra, 2013. "The exchange rate, real economy and financial markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 11-23, Bank for International Settlements.
    37. Ken Miyajima & Madhusudan Mohanty & Tracy Chan, 2012. "Emerging market local currency bonds: diversification and stability," BIS Working Papers 391, Bank for International Settlements.
    38. Janus, Jakub, 2021. "The COVID-19 shock and long-term interest rates in emerging market economies," Finance Research Letters, Elsevier, vol. 43(C).
    39. Christensen, Jens H.E. & Fischer, Eric & Shultz, Patrick J., 2021. "Bond flows and liquidity: Do foreigners matter?," Journal of International Money and Finance, Elsevier, vol. 117(C).
    40. Mr. Julio Escolano & Ms. Christina Kolerus & Mr. Constant A Lonkeng Ngouana, 2014. "Global Monetary Tightening: Emerging Markets Debt Dynamics and Fiscal Crises," IMF Working Papers 2014/215, International Monetary Fund.
    41. Carmen M. Reinhart, 2019. "The curious case of missing defaults," AEI Economics Working Papers 1008739, American Enterprise Institute.
    42. Gemici, Eray & Gök, Remzi & Bouri, Elie, 2023. "Predictability of risk appetite in Turkey: Local versus global factors," Emerging Markets Review, Elsevier, vol. 55(C).
    43. Aizenman, J. & Jinjarak, Y. & Park, D. & Zheng, H., 2021. "Good-bye original sin, hello risk on-off, financial fragility, and crises?," Journal of International Money and Finance, Elsevier, vol. 117(C).
    44. Borri, Nicola, 2018. "Local currency systemic risk," Emerging Markets Review, Elsevier, vol. 34(C), pages 111-123.
    45. Philip Turner, 2013. "Benign neglect of the long-term interest rate," BIS Working Papers 403, Bank for International Settlements.
    46. Bors ISAC, 2015. "VAR Methodology in Assessment of the Financial Stability," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 1, pages 93-98.
    47. Juan Camilo Anzoátegui Zapata & Juan Camilo Galvis, 2019. "Efectos de la comunicación del banco central sobre los títulos públicos: evidencia empírica para Colombia," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, vol. 38(77), pages 337-364, July.
    48. Mathias Manguzvane & Mduduzi Biyase, 2023. "Exchange rate risk and sovereign debt risk in South Africa: A Regime Dependent Approach," Economics Working Papers edwrg-04-2023, College of Business and Economics, University of Johannesburg, South Africa, revised 2023.
    49. Abuelfadl, Moustafa & Yamani, Ehab, 2021. "Currency news and international bond markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    50. Sarmiento, Julio & Cayon, Edgardo & Collazos, María & Sandoval, Juan S., 2017. "Positive asymmetric information in volatile environments: The black market dollar and sovereign bond yields in Venezuela," Research in International Business and Finance, Elsevier, vol. 41(C), pages 547-555.
    51. Martijn A. Boermans & John D. Burger, 2020. "Fickle Emerging Market Flows, Stable Euros, and the Dollar Risk Factor," Working Papers 676, DNB.
    52. Cepni, Oguzhan & Güney, I.Ethem, 2019. "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 182-196.
    53. Henri Audigé, 2014. "Net flows to emerging markets’ funds and the U.S. monetary policy after the subprime crisis," EconomiX Working Papers 2014-23, University of Paris Nanterre, EconomiX.
    54. Blaise Gadanecz & Ken Miyajima & Chang Shu, 2014. "Exchange rate risk and local currency sovereign bond yields in emerging markets," BIS Working Papers 474, Bank for International Settlements.
    55. Ahmad, Wasim & Mishra, Anil V. & Daly, Kevin J., 2018. "Financial connectedness of BRICS and global sovereign bond markets," Emerging Markets Review, Elsevier, vol. 37(C), pages 1-16.
    56. Shin, H.S. & Turner, P., 2015. "What does the new face of international financial intermediation mean for emerging market economies?," Financial Stability Review, Banque de France, issue 19, pages 25-36, April.
    57. Chi-Wei Su & Xu-Yu Cai & Ran Tao, 2020. "Can Stock Investor Sentiment Be Contagious in China?," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
    58. Renu Kohli & Pravakar Sahoo & M. Shuheb Khan, 2017. "Developing India's Offshore Local Currency Bond Market: Lessons from Emerging Countries," Working Papers id:12039, eSocialSciences.
    59. Kirill Shakhnov & Nicola Borri, 2017. "Limited Arbitrage in the Market for Local Currency Emerging Market Debt," 2017 Meeting Papers 737, Society for Economic Dynamics.
    60. Jovan Njegic & Milica Stankovic & Dejan Živkov, 2019. "What Wavelet-Based Quantiles Can Suggest about the Stocks-Bond Interaction in the Emerging East Asian Economies?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 69(1), pages 95-119, February.
    61. Jhuvesh Sobrun & Philip Turner, 2015. "Bond markets and monetary policy dilemmas for the emerging markets," BIS Working Papers 508, Bank for International Settlements.
    62. Yilmaz Akyüz, 2014. "Internationalization of Finance and Changing Vulnerabilities in Emerging and Developing Economies," UNCTAD Discussion Papers 217, United Nations Conference on Trade and Development.
    63. Shesadri Banerjee & M S Mohanty, 2021. "US monetary policy and the financial channel of the exchange rate: evidence from India," BIS Working Papers 945, Bank for International Settlements.
    64. Li, Yulin, 2021. "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 115(C).
    65. Michal Adam & Witold Kozinski & Michal Markun, 2014. "Changing patterns in the dependence of long-term rates between Poland and major financial centres," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 285-295, Bank for International Settlements.
    66. Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018. "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 112-132.
    67. Deininger, Sebastian & Maringer, Dietmar, 2017. "Channels of Sovereign Risk Spillovers and Investment in the Manufacturing Sector," Working papers 2017/07, Faculty of Business and Economics - University of Basel.
    68. Shabeer Khan & Niaz Ahmed Bhutto & Uzair Abdullah Khan & Mohd Ziaur Rehman & Wadi B. Alonazi & Abdullah Ludeen, 2022. "Ṣukūk or Bond, Which Is More Sustainable during COVID-19? Global Evidence from the Wavelet Coherence Model," Sustainability, MDPI, vol. 14(17), pages 1-20, August.
    69. Henri Audigé, 2014. "Net flows to emerging markets’ funds and the U.S. monetary policy after the subprime crisis," Working Papers hal-04141341, HAL.
    70. Nasir, Muhammad Ali & Le, Thi Ngoc Lan & Ghabri, Yosra & Huynh, Luu Duc Toan, 2023. "Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies," International Review of Financial Analysis, Elsevier, vol. 86(C).
    71. A. M. Khalid & G. Rajaguru, 2018. "Investigating the determinants of domestic bonds: the role of socio-economic and institutional factors," Applied Economics, Taylor & Francis Journals, vol. 50(1), pages 35-50, January.
    72. Eduardo Levy Yeyati, 2023. "Sovereign Debt Management," Working Papers 265, Red Nacional de Investigadores en Economía (RedNIE).
    73. Nicolás Álvarez H. & Antonio Fernandois S. & Andrés Sagner T., 2019. "Rol de inversionistas institucionales domésticos sobre la volatilidad de tasas soberanas de economías emergentes," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 22(1), pages 082-101, April.
    74. Lillie Lam & James Yetman, 2013. "Asia’s decoupling: fact, forecast or fiction?," BIS Working Papers 438, Bank for International Settlements.

  15. Jaume Puig & Mr. Ken Miyajima & Rebecca McCaughrin & Mr. Peter Dattels, 2010. "Can You Map Global Financial Stability?," IMF Working Papers 2010/145, International Monetary Fund.

    Cited by:

    1. David Aikman & Michael T. Kiley & Seung Jung Lee & Michael G. Palumbo & Missaka Warusawitharana, 2015. "Mapping Heat in the U.S. Financial System," Finance and Economics Discussion Series 2015-59, Board of Governors of the Federal Reserve System (U.S.).
    2. Catalin DUMITRESCU, 2020. "Financial Stability Of Economic Agencies In Conditions Of Economic Crisis," Internal Auditing and Risk Management, Athenaeum University of Bucharest, vol. 57(1), pages 22-33, March.
    3. Pera Jacek, 2016. "Evaluation of the Macroeconomic Stability of Central and Eastern European Countries with a View Toward their Membership in the European Union. Multidimensional Risk Analysis," Comparative Economic Research, Sciendo, vol. 19(3), pages 69-92, September.
    4. Mr. Nicolas Arregui & Mr. Selim A Elekdag & Mr. Gaston Gelos & Romain Lafarguette & Dulani Seneviratne, 2018. "Can Countries Manage Their Financial Conditions Amid Globalization?," IMF Working Papers 2018/015, International Monetary Fund.
    5. Lang, Jan Hannes & Peltonen, Tuomas A. & Sarlin, Peter, 2018. "A framework for early-warning modeling with an application to banks," Working Paper Series 2182, European Central Bank.
    6. Dijkman,Miquel, 2015. "Monitoring financial stability in developing and emerging economies : practical guidance for conducting macroprudential analysis," Policy Research Working Paper Series 7248, The World Bank.
    7. Akosah, Nana & Loloh, Francis & Lawson, Natalia & Kumah, Claudia, 2018. "Measuring Financial Stability in Ghana: A New Index-Based Approach," MPRA Paper 86634, University Library of Munich, Germany.
    8. International Monetary Fund, 2010. "Bulgaria: Selected Issues," IMF Staff Country Reports 2010/159, International Monetary Fund.
    9. Peter Sarlin, 2016. "Visual Macroprudential Surveillance of Banks," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(4), pages 257-264, October.
    10. Dragan Miodrag Momirovic, 2012. "New Architecture Of Global Financial Supervision-Macroprudential Oversight," EuroEconomica, Danubius University of Galati, issue 2(31), pages 88-107, May.
    11. Agarwal, Manmohan & Walsh, Sean & Wang, Jing & Whalley, John & Yan, Chen, 2013. "Expected worsening or improving financial instability and the 2008 financial crisis," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 92-105.
    12. Mr. Derek Anderson & Mr. Benjamin L Hunt & Stephen Snudden, 2013. "Fiscal Consolidation in the Euro Area: How Much Can Structural Reforms Ease the Pain?," IMF Working Papers 2013/211, International Monetary Fund.
    13. Igor' A. Yakovlev & Lyudmila S. Kabir & Svetlana I. Nikulina & Ivan D. Rakov, 2016. "Regional Financial Mechanisms and their Role in Financial Stability Ensuring (Experience of ASEAN)," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 5, pages 52-62, October.
    14. Tao Sun, 2015. "The Impact of Global Liquidity on Financial Landscapes and Risks in the ASEAN-5 Countries," IMF Working Papers 2015/211, International Monetary Fund.
    15. Sarlin, Peter, 2014. "Macroprudential oversight, risk communication and visualization," LSE Research Online Documents on Economics 61217, London School of Economics and Political Science, LSE Library.
    16. Sarlin, Peter, 2016. "Macroprudential oversight, risk communication and visualization," Journal of Financial Stability, Elsevier, vol. 27(C), pages 160-179.
    17. Peter Sarlin & Dorina Marghescu, 2011. "Visual predictions of currency crises using self‐organizing maps," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 18(1), pages 15-38, January.
    18. Vadim Arzamasov & Henry Penikas, 2014. "Modeling Integral Financial Stability Index: A Cross-Country Study," HSE Working papers WP BRP 75/EC/2014, National Research University Higher School of Economics.
    19. Kellen Kiambati, 2020. "Influence of credit risk on shareholder market value of commercial banks listed in Nairobi Securities Exchange," International Journal of Research in Business and Social Science (2147-4478), Center for the Strategic Studies in Business and Finance, vol. 9(2), pages 107-117, March.
    20. Sarlin, Peter & Peltonen, Tuomas A., 2013. "Mapping the state of financial stability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 46-76.
    21. Aikman, David & Bridges, Jonathan & Burgess, Stephen & Galletly, Richard & Levina, Iren & O'Neill, Cian & Varadi, Alexandra, 2018. "Measuring risks to UK financial stability," Bank of England working papers 738, Bank of England.
    22. Phillip Monin, 2017. "The OFR Financial Stress Index," Working Papers 17-04, Office of Financial Research, US Department of the Treasury.
    23. Sarlin, Peter & Peltonen, Tuomas A., 2011. "Mapping the state of financial stability," BOFIT Discussion Papers 18/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
    24. Phillip J. Monin, 2019. "The OFR Financial Stress Index," Risks, MDPI, vol. 7(1), pages 1-21, February.
    25. Gou, Qin & Yiping, Huang, 2018. "Will Financial Liberalization Trigger the First Crisis in the People’s Republic of China? Lessons from Cross-Country Experiences," ADBI Working Papers 818, Asian Development Bank Institute.
    26. David Umoru & Lawrence Aghedo, 2017. "Financial Stability and Credit Creation in Nigeria: An Econometric Evaluation," Academic Journal of Economic Studies, Faculty of Finance, Banking and Accountancy Bucharest,"Dimitrie Cantemir" Christian University Bucharest, vol. 3(4), pages 19-23, December.
    27. John Whalley & Manmohan Agarwal & Jing Wang & Sean Walsh & Chen Yan, 2011. "Linking External Sector Imbalances and Changing Financial Instability before the 2008 Financial Crisis," NBER Working Papers 17645, National Bureau of Economic Research, Inc.
    28. Magdalena Ziolo & Beata Zofia Filipiak & Iwona Bąk & Katarzyna Cheba, 2019. "How to Design More Sustainable Financial Systems: The Roles of Environmental, Social, and Governance Factors in the Decision-Making Process," Sustainability, MDPI, vol. 11(20), pages 1-34, October.

  16. Mr. Kadima D. Kalonji & Jan Gottschalk & Mr. Ken Miyajima, 2008. "Analyzing Determinants of Inflation When There Are Data Limitation: The Case of Sierra Leone," IMF Working Papers 2008/271, International Monetary Fund.

    Cited by:

    1. Carlos Barros & Luis Gil-Alana, 2012. "Inflation forecasting in Angola: a fractional approach," CEsA Working Papers 103, CEsA - Centre for African and Development Studies.
    2. International Monetary Fund, 2010. "Commodity Prices and Inflation in the Middle East, North Africa, and Central Asia," IMF Working Papers 2010/135, International Monetary Fund.
    3. Abdullah Almounsor, 2010. "Inflation Dynamics in Yemen: An Empirical Analysis," IMF Working Papers 2010/144, International Monetary Fund.
    4. Mr. Tidiane Kinda, 2011. "Modeling Inflation in Chad," IMF Working Papers 2011/057, International Monetary Fund.
    5. Tweneboah Senzu, Emmanuel, 2021. "Theoretically proposed policy instrument to address the negative effect of inflation inflow into positive macroeconomic growth: the case study of the Sierra Leone economy," MPRA Paper 110047, University Library of Munich, Germany.
    6. Patrick Enu & Emmanuel Dodzi K. Havi, 2014. "Macroeconomic Determinants of Inflation In Ghana: A Co integration Approach," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(7), pages 95-110, July.
    7. Tweneboah Senzu, Emmanuel, 2020. "Theoretically proposed policy instrument to resolve the negative effect of inflation flow into a positive macroeconomic growth: the case of Sierra Leone economy," MPRA Paper 99402, University Library of Munich, Germany.
    8. Gurleen Kaur, 2021. "Inflation and Fiscal Deficit in India: An ARDL Approach," Global Business Review, International Management Institute, vol. 22(6), pages 1553-1573, December.

  17. Mr. Ken Miyajima, 2007. "What Do We Know About Namibia’s Competitiveness?," IMF Working Papers 2007/191, International Monetary Fund.

    Cited by:

    1. AFOLABI Tunde Ahmed & NANKELA Ndinelago Monika, 2019. "The impact of exchange rate regime on Balance of payments in Namibia," International Journal of Science and Business, IJSAB International, vol. 3(5), pages 133-151.
    2. AfDB AfDB, . "Africa Competitiveness Report 2009," Africa Competitiveness Report, African Development Bank, number 11 edited by Adeleke Oluwole Salami.

  18. Mr. Ken Miyajima, 2006. "How to Evaluate GDP-Linked Warrants: Price and Repayment Capacity," IMF Working Papers 2006/085, International Monetary Fund.

    Cited by:

    1. Consiglio, Andrea & Zenios, Stavros A., 2018. "Pricing and hedging GDP-linked bonds in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 88(C), pages 137-155.
    2. John H. Cochrane, 2015. "A New Structure for U.S. Federal Debt," Economics Working Papers 15108, Hoover Institution, Stanford University.
    3. Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2014. "Public Sector Funding and Debt Management: A Case for GDP-Linked Ṣukūk," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 22, pages 185-216.
    4. Sebastian Edwards, 2015. "Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?," Open Economies Review, Springer, vol. 26(5), pages 839-867, November.
    5. Harris Ntantanis & Lawrence Pohlman, 2020. "Market implied GDP," Journal of Asset Management, Palgrave Macmillan, vol. 21(7), pages 636-646, December.
    6. Diaw, Abdou & Bacha, Obiyathulla Ismath & Lahsasna, Ahcene, 2011. "Public Sector Funding and Debt Management: A Case for GDP-Linked Sukuk," MPRA Paper 46008, University Library of Munich, Germany, revised 2011.
    7. Joel Bowman & Philip Naylor, 2016. "GDP-linked Bonds," RBA Bulletin (Print copy discontinued), Reserve Bank of Australia, pages 61-68, September.
    8. Zenios, Stavros A., 2013. "The Cyprus Debt: Perfect Crisis and a Way Forward," Working Papers 13-09, University of Pennsylvania, Wharton School, Weiss Center.
    9. Sebastian Edwards, 2015. "Sovereign Default, Debt Restructuring, and Recovery Rates: Was the Argentinean “Haircut” Excessive?," NBER Working Papers 20964, National Bureau of Economic Research, Inc.
    10. Biswa Nath Bhattacharyay, 2012. "Modes of Asian financial integration: financing infrastructure," Chapters, in: Biswa Nath Bhattacharyay & Masahiro Kawai & Rajat M. Nag (ed.), Infrastructure for Asian Connectivity, chapter 10, pages 349-401, Edward Elgar Publishing.
    11. Jean-Marc Fournier & Jakob Lehr, 2018. "Issuing GDP-linked bonds: Supply and demand can match," OECD Economics Department Working Papers 1500, OECD Publishing.
    12. Biswa Nath Bhattacharyay, 2010. "Financing Asia’s Infrastructure : Modes of Development and Integration of Asian Financial Markets," Finance Working Papers 21883, East Asian Bureau of Economic Research.

  19. Mr. Ken Miyajima, 2005. "Real Exchange Rates in Growing Economies: How Strong Is the Role of the Nontradables Sector?," IMF Working Papers 2005/233, International Monetary Fund.

    Cited by:

    1. Taboga, Marco & Pericoli, Marcello, 2008. "Bond risk premia, macroeconomic fundamentals and the exchange rate," MPRA Paper 9523, University Library of Munich, Germany.
    2. Rod Tyers & Jane Golley & Bu Yongxiang & Iain Bain, 2008. "China's economic growth and its real exchange rate," China Economic Journal, Taylor & Francis Journals, vol. 1(2), pages 123-145.
    3. Rod Tyers & Ying Zhang, 2010. "Appreciating The Renminbi," Economics Discussion / Working Papers 10-13, The University of Western Australia, Department of Economics.
    4. Rod Tyers & Ying Zhang, 2014. "Real exchange rate determination and the China puzzle," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 28(2), pages 1-32, November.
    5. Weshah Razzak, 2007. "Explaining the gaps in labour productivity in some developed countries," Money Macro and Finance (MMF) Research Group Conference 2006 30, Money Macro and Finance Research Group.
    6. Razzak, Weshah, 2006. "Explaining the gaps in labour productivity for some developed countries," MPRA Paper 53, University Library of Munich, Germany.
    7. Razzak, W.A., 2007. "Explaining The Gaps In Labour Productivity In Some Developed Countries: New Zealand, Australia, The United States And Canada, 1988-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2).
    8. Jesús Ferreyra & Jorge Salas, 2006. "The Equilibrium Real Exchange Rate in Peru: BEER Models and Confidence Band Building," Working Papers 2006-006, Banco Central de Reserva del Perú.
    9. Reza Siregar & Ramkishen Rajan, 2006. "Models of Equilibrium Real Exchange Rates Revisited: A Selective Review of the Literature," Centre for International Economic Studies Working Papers 2006-04, University of Adelaide, Centre for International Economic Studies.
    10. Rod Tyers & Jane Golley, 2007. "China’s Real Exchange Rate," ANU Working Papers in Economics and Econometrics 2007-479, Australian National University, College of Business and Economics, School of Economics.
    11. Pavel Trunin & Dmitriy Kniazev & Ekaterina Kuduykina, 2010. "Perspective issues in the CBR`s exchange rate policy," Research Paper Series, Gaidar Institute for Economic Policy, issue 144P.
    12. Jin Inhwan, 2008. "Is Japanese FDI a Substitute for or a Complement to Trade in Asia?," TERG Discussion Papers 236, Graduate School of Economics and Management, Tohoku University, revised Oct 2008.
    13. Rod Tyers & Jane Golley & Iain Bain, 2007. "China'S Real Exchange Rate Puzzle," CAMA Working Papers 2007-14, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    14. Karsten Staehr, 2010. "Income convergence and inflation in Central and Eastern Europe : does the sun always rise in the East," Bank of Estonia Working Papers wp2010-04, Bank of Estonia, revised 22 Mar 2010.

Articles

  1. Miyajima, Ken, 2022. "Mobile phone ownership and welfare: Evidence from South Africa’s household survey," World Development, Elsevier, vol. 154(C).
    See citations under working paper version above.
  2. Ken Miyajima, 2020. "Exchange rate volatility and pass‐through to inflation in South Africa," African Development Review, African Development Bank, vol. 32(3), pages 404-418, September.
    See citations under working paper version above.
  3. Ken Miyajima, 2020. "What influences bank lending in Saudi Arabia?," Islamic Economic Studies, Emerald Group Publishing Limited, vol. 27(2), pages 125-155, April.
    See citations under working paper version above.
  4. Ken Miyajima & James Yetman, 2019. "Assessing inflation expectations anchoring for heterogeneous agents: analysts, businesses and trade unions," Applied Economics, Taylor & Francis Journals, vol. 51(41), pages 4499-4515, September.
    See citations under working paper version above.
  5. Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018. "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 371-401.

    Cited by:

    1. Wang,Dieter, 2021. "Natural Capital and Sovereign Bonds," Policy Research Working Paper Series 9606, The World Bank.
    2. Ken Miyajima, 2020. "Exchange rate volatility and pass‐through to inflation in South Africa," African Development Review, African Development Bank, vol. 32(3), pages 404-418, September.
    3. Blau, Benjamin M., 2018. "Exchange rate volatility and the stability of stock prices," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 299-311.
    4. Huang, Guan-Ying & Huang, Henry H. & Lee, Chun I, 2019. "Is CEO pay disparity relevant to seasoned bondholders?," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 271-289.
    5. Beirne, John & Renzhi, Nuobu & Volz, Ulrich, 2021. "Bracing for the Typhoon: Climate Change and Sovereign Risk in Southeast Asia," ADBI Working Papers 1223, Asian Development Bank Institute.
    6. Zainuddin Saenong & Abd Azis Muthalib & Pasrun Adam & Wali Aya Rumbia & Heppi Millia & La Ode Saidi, 2020. "Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia," International Journal of Energy Economics and Policy, Econjournals, vol. 10(2), pages 95-100.
    7. Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019. "On international integration of emerging sovereign bond markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 347-363.
    8. Ho, Edmund Ho Cheung, 2022. "Foreign participation in local currency government bond markets in emerging Asia: Benefits and pitfalls to market stability," Journal of International Money and Finance, Elsevier, vol. 128(C).
    9. Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019. "Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages," Working Papers 201957, University of Pretoria, Department of Economics.
    10. Ferreira, Alex & Matos, Paulo, 2020. "Precautionary risks for an open economy," International Review of Economics & Finance, Elsevier, vol. 70(C), pages 154-167.
    11. Stoupos, Nikolaos & Nikas, Christos & Kiohos, Apostolos, 2023. "Turkey: From a thriving economic past towards a rugged future? - An empirical analysis on the Turkish financial markets," Emerging Markets Review, Elsevier, vol. 54(C).
    12. Naveed, Hafiz Muhammad & HongXing, Yao & Memon, Bilal Ahmed & Ali, Shoaib & Alhussam, Mohammed Ismail & Sohu, Jan Muhammad, 2023. "Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets," Technological Forecasting and Social Change, Elsevier, vol. 190(C).
    13. Abuelfadl, Moustafa & Yamani, Ehab, 2021. "Currency news and international bond markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    14. Janus, Jakub, 2022. "Cross-border flights to safe assets in bond markets: evidence from emerging market economies," MPRA Paper 113875, University Library of Munich, Germany.
    15. Cepni, Oguzhan & Güney, I.Ethem, 2019. "Local currency bond risk premia: A panel evidence on emerging markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 182-196.
    16. Feng, Qianqian & Sun, Xiaolei & Liu, Chang & Li, Jianping, 2021. "Spillovers between sovereign CDS and exchange rate markets: The role of market fear," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    17. Ge, Futing & Zhang, Weiguo, 2022. "The determinants of cross-border bond risk premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    18. Hari Venkatesh & Gourishankar S Hiremath, 2020. "Currency Mismatches In Emerging Market Economies: Is Winter Coming?," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 23(1), pages 25-54.
    19. Hassan, M. Kabir & Alshater, Muneer M. & Atayah, Osama F., 2021. "Twenty-nine years of the Journal of International Review of Economics and Finance: A scientometric overview (1992–2020)," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 1106-1125.

  6. Ken Miyajima & Jorge A. Chan-Lau & Weimin Miao & Jongsoon Shin, 2017. "Assessing Corporate Vulnerabilities in Indonesia: A Bottom-Up Default Analysis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(4), pages 269-289, December.
    See citations under working paper version above.
  7. Miyajima Ken, 2017. "An Empirical Investigation of Oil-Macro-financial Linkages in Saudi Arabia," Review of Middle East Economics and Finance, De Gruyter, vol. 13(2), pages 1-15, August.
    See citations under working paper version above.
  8. Miyajima, Ken & Mohanty, M.S. & Chan, Tracy, 2015. "Emerging market local currency bonds: Diversification and stability," Emerging Markets Review, Elsevier, vol. 22(C), pages 126-139.
    See citations under working paper version above.
  9. Blaise Gadanecz & Ken Miyajima & J�rg Urban, 2015. "Introducing financial stability considerations into Taylor rules in emerging market economies," Applied Economics Letters, Taylor & Francis Journals, vol. 22(16), pages 1320-1324, November.

    Cited by:

    1. Levieuge, G. & Lucotte, Y. & Pradines-Jobet, F., 2019. "Central banks’ preferences and banking sector vulnerability," Journal of Financial Stability, Elsevier, vol. 40(C), pages 110-131.

  10. Blaise Gadanecz & Ken Miyajima & J�rg Urban, 2015. "Optimized Taylor rules with domestic bond yields in emerging market economies," Applied Economics Letters, Taylor & Francis Journals, vol. 22(9), pages 688-692, June.

    Cited by:

    1. Bogdan CAPRARU & Norel Ionut MOISE & Andrei RADULESCU, 2015. "The Monetary Policy Of The National Bank Of Romania In The Inflation Targeting Era. A Taylor Rule Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 16, pages 91-102, December.
    2. Ken Miyajima, 2020. "Exchange rate volatility and pass‐through to inflation in South Africa," African Development Review, African Development Bank, vol. 32(3), pages 404-418, September.
    3. Gadanecz, Blaise & Miyajima, Ken & Shu, Chang, 2018. "Emerging market local currency sovereign bond yields: The role of exchange rate risk," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 371-401.

  11. Ken Miyajima & Ilhyock Shim, 2014. "Asset managers in emerging market economies," BIS Quarterly Review, Bank for International Settlements, September.

    Cited by:

    1. Ramos Francia Manuel & García-Verdú Santiago, 2015. "Is Trouble Brewing for EMEs?," Working Papers 2015-08, Banco de México.
    2. Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    3. Agudelo, Diego A. & Múnera, Daimer J., 2023. "Who are the vectors of contagion? Evidence from emerging markets," International Review of Financial Analysis, Elsevier, vol. 87(C).
    4. Fichtner, Jan & Heemskerk, Eelke & Petry, Johannes, 2021. "The new gatekeepers of financial claims: States, passive markets, and the growing power of index providers," SocArXiv x45j3, Center for Open Science.
    5. Vladyslav Sushko & Grant Turner, 2018. "The implications of passive investing for securities markets," BIS Quarterly Review, Bank for International Settlements, March.
    6. Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023. "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
    7. Mauricio Villamizar-Villegas & Lucía Arango-Lozano & Geraldine Castelblanco & Nicolás Fajardo-Baquero & Maria A. Ruiz-Sanchez, 2022. "The effects of Monetary Policy on Capital Flows A Meta-Analysis," Borradores de Economia 1204, Banco de la Republica de Colombia.
    8. Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021. "How ETFs amplify the global financial cycle in emerging markets," Working Papers 57, Red Nacional de Investigadores en Economía (RedNIE).
    9. Múnera, Daimer J. & Agudelo, Diego A., 2022. "Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty," Journal of International Money and Finance, Elsevier, vol. 129(C).
    10. Bonizzi, Bruno, 2015. "Institutional Investors Allocation to Emerging Markets: a Panel Approach to Asset Demand," MPRA Paper 61784, University Library of Munich, Germany.
    11. Masazumi Hattori & Elod Takáts, 2015. "The role of debt securities markets," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 41-64, Bank for International Settlements.
    12. Bank for International Settlements, 2021. "Changing patterns of capital flows," CGFS Papers, Bank for International Settlements, number 66, december.
    13. Chokri Zehri, 2020. "The Domestic Impacts And Spillovers Of Capital Controls," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 65(227), pages 31-66, October –.
    14. Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018. "Global Investors, the Dollar, and U.S. Credit Conditions," CESifo Working Paper Series 7288, CESifo.
    15. Bijsterbosch, Martin & Falagiarda, Matteo & Pasricha, Gurnain & Aizenman, Joshua, 2015. "Domestic and multilateral effects of capital controls in emerging markets," Working Paper Series 1844, European Central Bank.
    16. Amstad, Marlene & Remolona, Eli & Shek, Jimmy, 2016. "How do global investors differentiate between sovereign risks? The new normal versus the old," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 32-48.
    17. Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021. "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers) 657, Bank of Italy, Economic Research and International Relations Area.
    18. Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021. "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers 2021-13, Banco de México.
    19. Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023. "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, vol. 47(2).
    20. Michael Chui & Emese Kuruc & Philip Turner, 2016. "A new dimension to currency mismatches in the emerging markets - non-financial companies," BIS Working Papers 550, Bank for International Settlements.
    21. Alessandro Moro & Alessandro Schiavone, 2022. "The role of non-bank financial institutions in the intermediation of capital flows to emerging markets," Temi di discussione (Economic working papers) 1367, Bank of Italy, Economic Research and International Relations Area.
    22. Jimmy Shek & Ilhyock Shim & Hyun Song Shin, 2015. "Investor redemptions and fund manager sales of emerging market bonds: how are they related?," BIS Working Papers 509, Bank for International Settlements.
    23. Tim A Kroencke & Maik Schmeling & Andreas Schrimpf, 2015. "Global Asset Allocation Shifts," BIS Working Papers 497, Bank for International Settlements.
    24. Cepni, Oguzhan & Clements, Michael P., 2024. "How local is the local inflation factor? Evidence from emerging European countries," International Journal of Forecasting, Elsevier, vol. 40(1), pages 160-183.
    25. Aizenman, Joshua & Jinjarak, Yothin & Zheng, Huanhuan, 2016. "Measuring Systemic Risk Contribution of International Mutual Funds," ADBI Working Papers 594, Asian Development Bank Institute.
    26. Petra Posedel Šimović & Azra Tafro, 2021. "Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model," Mathematics, MDPI, vol. 9(17), pages 1-15, August.
    27. Jorge Hernán Toro-Córdoba & Fredy Gamboa-Estrada & Laura Viviana León-Díaz & Martha López & Lucía Arango-Lozano & Diego Alejandro Martínez-Cruz & Luis Fernando Melo-Velandia & Carlos Andrés Quicazán-M, 2023. "Flujos de Capital de Portafolio en Colombia," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 105, pages 1-103, July.
    28. Frank Hespeler & Giuseppe Loiacono, 2017. "Monitoring systemic risk in the hedge fund sector," Quantitative Finance, Taylor & Francis Journals, vol. 17(12), pages 1859-1883, December.
    29. Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
    30. Franziska Ohnsorge & Shu Yu, 2017. "Recent Credit Surge in Historical Context," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-22, February.
    31. Ramos-Francia, Manuel & Garcia-Verdu, Santiago, 2018. "Is trouble brewing for emerging market economies? An empirical analysis of emerging market economies’ bond flows," Journal of Financial Stability, Elsevier, vol. 35(C), pages 172-191.
    32. Balli, Faruk & Hajhoj, Hassan Rafdan & Basher, Syed Abul & Ghassan, Hassan Belkacem, 2015. "An analysis of returns and volatility spillovers and their determinants in emerging Asian and Middle Eastern countries," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 311-325.
    33. Margaux MacDonald, 2016. "International Capital Market Frictions And Spillovers From Quantitative Easing," Working Paper 1346, Economics Department, Queen's University.
    34. Li, Yulin, 2021. "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 115(C).
    35. Ki Young Park & Ji Yong Um, 2016. "Spillover Effects of United States’ Unconventional Monetary Policy on Korean Bond Markets: Evidence from High-Frequency Data," The Developing Economies, Institute of Developing Economies, vol. 54(1), pages 27-58, March.
    36. Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022. "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia 1222, Banco de la Republica de Colombia.

  12. Peter Dattels & Ken Miyajima, 2009. "Will Emerging Markets Remain Resilient to Global Stress?," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 1(1), pages 5-24, January.

    Cited by:

    1. Dilip K. Das, 2010. "Contours of Deepening Financial Globalization in the Emerging Market Economies," Global Journal of Emerging Market Economies, Emerging Markets Forum, vol. 2(1), pages 45-67, January.
    2. Georgios Fatouros & Georgios Makridis & Dimitrios Kotios & John Soldatos & Michael Filippakis & Dimosthenis Kyriazis, 2023. "DeepVaR: a framework for portfolio risk assessment leveraging probabilistic deep neural networks," Digital Finance, Springer, vol. 5(1), pages 29-56, March.
    3. Tamilina, Larysa & Tamilina, Natalya, 2015. "The Impact of Variations in Institutional Grafting Modes on Economic Growth: A Three-Dimensional Approach," MPRA Paper 68648, University Library of Munich, Germany, revised 16 Apr 2015.
    4. Dilip K Das, 2010. "Global capital flows to the emerging-market economies: Qualitative and quantitative differences," Journal of Asset Management, Palgrave Macmillan, vol. 11(4), pages 244-260, October.

Chapters

  1. Blaise Gadanecz & Ken Miyajima & Jörg Urban, 2014. "How might EME central banks respond to the influence of global monetary factors?," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 45-69, Bank for International Settlements.

    Cited by:

    1. Elod Takáts & Abraham Vela, 2014. "International monetary policy transmission," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 25-44, Bank for International Settlements.
    2. Blaise Gadanecz & Ken Miyajima & Chang Shu, 2014. "Exchange rate risk and local currency sovereign bond yields in emerging markets," BIS Working Papers 474, Bank for International Settlements.
    3. Shin, H.S. & Turner, P., 2015. "What does the new face of international financial intermediation mean for emerging market economies?," Financial Stability Review, Banque de France, issue 19, pages 25-36, April.
    4. Jhuvesh Sobrun & Philip Turner, 2015. "Bond markets and monetary policy dilemmas for the emerging markets," BIS Working Papers 508, Bank for International Settlements.

  2. Ken Miyajima & Carlos Montoro, 2013. "Impact of foreign exchange interventions on exchange rate expectations," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 39-54, Bank for International Settlements.

    Cited by:

    1. Solomiia Brychka & Denys Klynovskyi & Dmytro Krukovets & Artem Oharkov, 2019. "Meta-Analysis: Meta-Analysis: Effect of FX interventions on the exchange rate," Modern Economic Studies, Kyiv School of Economics, vol. 2(1), pages 24-44.
    2. Santiago García-Verdú & Manuel Ramos-Francia, 2014. "Interventions and Expected Exchange Rates in Emerging Market Economies," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-34.
    3. Gasanov, Oscar, 2020. "Five Years of Inflation Targeting Without Economic Growth: What Should Be Changed The Case of Russia," MPRA Paper 105874, University Library of Munich, Germany, revised 24 Dec 2020.
    4. Smita Roy Trivedi, 2020. "The Moses effect: can central banks really guide foreign exchange markets?," Empirical Economics, Springer, vol. 58(6), pages 2837-2865, June.
    5. Leroi RAPUTSOANE, 2016. "Real Effective Exchange Rates Comovements and the South African Currency," Journal of Economics Library, KSP Journals, vol. 3(1), pages 57-68, March.
    6. Santiago García-Verdú & Manuel Ramos-Francia, 2013. "Interventions and expected exchange rates in emerging market economies," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 223-242, Bank for International Settlements.
    7. Blaise Gadanecz & Ken Miyajima & Jörg Urban, 2014. "How might EME central banks respond to the influence of global monetary factors?," BIS Papers chapters, in: Bank for International Settlements (ed.), The transmission of unconventional monetary policy to the emerging markets, volume 78, pages 45-69, Bank for International Settlements.
    8. Mustapha A. Akinkunmi, 2017. "Rebound Effects of Exchange Rate and Central Bank Interventions in Selected ECOWAS Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 489-500.
    9. Соломія Бричка & Денис Клиновський & Дмитро Круковець & Артем Огарков, 2019. "Мета-аналіз: ефект fx-інтервенцій на валютний курс," Suchasni ekonomichni doslidzhennja, Kyiv School of Economics, vol. 2(1), pages 24-47.

  3. Aaron Mehrotra & Ken Miyajima & Agustin Villar, 2012. "Developments of domestic government bond markets in EMEs and their implications," BIS Papers chapters, in: Bank for International Settlements (ed.), Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 31-50, Bank for International Settlements.

    Cited by:

    1. Irving Fisher Committee, 2017. "Uses of central balance sheet data offices' information," IFC Bulletins, Bank for International Settlements, number 45, July.
    2. Melo-Becerra & Ramos-Forero & Hector Zárate-Solano, 2015. "Sovereign bond markets and financial stability in an emerging economy: an application of directed acyclic graphs and SVAR models," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 8(3), pages 306-319, November.
    3. Saungweme, Talknice & Odhiambo, Nicholas M, 2020. "Relative impact of domestic and foreign public debt on economic growth in South Africa," Working Papers 26641, University of South Africa, Department of Economics.
    4. Ligia Alba Melo B & Jorge Ramos F & Hector Zarate S, 2013. "Mercado de bonos soberanos y estabilidad financiera: Una aplicación de Gráficos Acíclicos Direccionados (GAD) y modelos SVAR," Borradores de Economia 11099, Banco de la Republica.
    5. Giovanna Bua & Juan Pradelli & Andrea Filippo Presbitero, 2013. "Domestic public debt in low-income countries: trends and structure," Mo.Fi.R. Working Papers 85, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    6. Emese Kuruc & Bruno Tissot & Philip Turner, 2017. "Looking at aggregate currency mismatches and beyond," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Uses of central balance sheet data offices' information, volume 45, Bank for International Settlements.
    7. Ligia Alba Melo B. & Jorge Ramos F. & Hector Zarate S., 2013. "Mercado de bonos soberanos y estabilidad financiera: Una aplicación de Gráficos Acíclicos Direccionados (GAD) y modelos SVAR," Borradores de Economia 795, Banco de la Republica de Colombia.
    8. Blaise Gadanecz & Aaron Mehrotra, 2013. "The exchange rate, real economy and financial markets," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 11-23, Bank for International Settlements.
    9. Ken Miyajima & Madhusudan Mohanty & Tracy Chan, 2012. "Emerging market local currency bonds: diversification and stability," BIS Working Papers 391, Bank for International Settlements.
    10. Saungweme, Talknice & Odhiambo, Nicholas M., 2020. "The Impact of Domestic and Foreign Public Debt on Economic Growth: Empirical Evidence from Zimbabwe," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 77-106.
    11. Galloppo, Giuseppe & Paimanova, Viktoriia, 2017. "The impact of monetary policy on BRIC markets asset prices during global financial crises," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 21-49.
    12. Piotr Bartkiewicz, 2021. "The evolution of the Polish government bond market," Public Sector Economics, Institute of Public Finance, vol. 45(1), pages 149-169.
    13. Florence Dafe & Annina Kaltenbrunner & Ingrid Harvold Kvangraven & Iván Weigandi, 2023. "Local Currency Bond Markets in Africa: Resilience and Subordination," Development and Change, International Institute of Social Studies, vol. 54(5), pages 1031-1064, September.
    14. Samuel Carrasco & Luis Ceballos & Jessica Mena, 2016. "Estimación de la estructura de tasas de interés en Chile," Notas de Investigación Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 19(1), pages 58-75, April.
    15. Fløgstad, Cathrin, 2017. "Domestic bond markets in emerging economies: Crowding in or crowding out?," Working Papers in Economics 15/17, University of Bergen, Department of Economics.

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