Search Results - subject:"debt instruments"

Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments

Hoiti, Suhejla; Maasoumi, Esfandiar; McAleer, Michael; … - Departament d'Economia Aplicada, Facultat de Ciències … - 2005

.S. Treasury benchmarks and related debt instruments by modelling the conditional mean and conditional volatility for weekly yields … on 12 Treasury Bills and other debt instruments for the period 8 January 1982 to 20 August 2004. The conditional … correlations between all pairs of debt instruments are also calculated. These estimates are of interest as they enable an …

Persistent link: https://www.econbiz.de/10005827745

Sierra Leone; 2004 Article IV Consultation, the Fifth Review Under the Poverty Reduction and Growth Facility, and Requests for Waiver of Performance Criteria and Extension of Arrangementâ€”Staff Report; Staff Statement; Public Information Notice and Press Release on the Executive Board Discussion; and Statement by the Executive Director for Sierra Leone

International Monetary Fund (IMF); International … - 2005

This paper examines Sierra Leoneâ€™s 2004 Article IV Consultation, the Fifth Review Under the Poverty Reduction and Growth Facility (PRGF), and Requests for Waiver of Performance Criteria. Growth prospects in the medium term are encouraging, largely based on some mining projects coming to...

Persistent link: https://www.econbiz.de/10005248084

Cameroon; Review of the Staff-Monitored Program and Request for a Three-Year Arrangement under the Poverty Reduction and Growth Facility, and for Additional Interim Assistance Under the Enhanced Heavily Indebted Poor Countries Initiative: Staff Report; Press Release on the Executive Board Discussion; and Statement by the Executive Director for Cameroon

International Monetary Fund (IMF); International … - 2005

The staff report for the Review of the Staff-Monitored Program and Request for a Three-Year Arrangement Under the Poverty Reduction and Growth Facility highlights economic developments and performance. Fiscal consolidation efforts were sustained, and public finances improved markedly in the...

Persistent link: https://www.econbiz.de/10005252569

Angola; 2004 Article IV Consultation: Staff Report; Staff Statement; Public Information Notice on the Executive Board Discussion; and Statement by the Executive Director for Angola

International Monetary Fund (IMF); International … - 2005

This 2004 Article IV Consultation highlights that Angolaâ€™s GDP grew by 11 percent in 2004, following a slowdown in growth in 2003, largely reflecting the profile of oil production, which now accounts for one-half of GDP. The economy outside the extractive sector is currently estimated to...

Persistent link: https://www.econbiz.de/10005252835

Peru; Request for Stand-By Arrangementâ€”Staff Report; Press Release on the Executive Board Discussion; and Statement by the Executive Director for Peru

International Monetary Fund (IMF); International … - 2004

This paper examines Peruâ€™s Request for a Stand-By Arrangement (SBA). Performance under the 2002â€“03 SBA was satisfactory. This performance provides a solid basis for continuing with policies aimed at maintaining macroeconomic stability. The authorities are requesting a 26-month SBA...

Persistent link: https://www.econbiz.de/10005768609

Rwanda; Second and Third Reviews Under the Three-Year Arrangement Under the Poverty Reduction and Growth Facility, Request for Waiver of Performance Criteria, and Request for Additional Interim Assistance Under the Enhanced HIPC Initiative-Staff Report; Staff Statements; Press Release on the Executive Board Discussion; and Statement by the Executive Director for Rwanda

International Monetary Fund (IMF); International … - 2004

Rwandaâ€™s Second and Third Reviews under the Poverty Reduction and Growth Facility, and request for Waiver of Performance Criteria are discussed. After an extended period characterized by a strong expansion of economic activity, real GDP growth is estimated by IMF staff to have slowed to...

Persistent link: https://www.econbiz.de/10005825455

Bosnia and Herzegovina; 2004 Article IV Consultationâ€”Staff Report; Fourth Review Under the Stand-By Arrangement and Request for Waiver of Nonobservance of a Structural Performance Criterion-Staff Report; Staff Supplement; and Public Information Notice and Press Release on the Executive Board Discussion

International Monetary Fund (IMF); International … - 2004

Bosnia and Herzegovina has come a long way, but has to achieve more in terms of economic transition. The core and most urgent economic task is corporate restructuring. Labor market institutions need to be transformed alongside. The fiscal and structural reform agenda will require strengthened...

Persistent link: https://www.econbiz.de/10005252862

Sierra Leone; Selected Issues and Statistical Appendix

International Monetary Fund (IMF); International … - 2004

This Selected Issues paper examines recent economic developments in Sierra Leone. The paper highlights that the economic recovery in Sierra Leone has benefited especially from the extensive rehabilitation and humanitarian activities in liberated areas. Real GDP growth rose by 4 percent in 2000...

Persistent link: https://www.econbiz.de/10005252876

How Private Creditors Fared in Emerging Debt Markets, 1970-2000

Zettelmeyer, Jeromin; Weder, Beatrice; Klingen, Christoph - International Monetary Fund (IMF) - 2004

We estimate ex post returns to emerging market debt by combining secondary-market prices with observed flows based on World Bank data. From 1970-2000, returns averaged 9 percent per annum, about the same as returns on a ten-year U.S. treasury bond. This reflects the combined effect of the 1980s...

Persistent link: https://www.econbiz.de/10005264003

Albania; 2002 Article IV Consultation and First Review under the Three-Year Arrangement under the Poverty Reduction and Growth Facility, and Requests for Modification and Waiver of Performance Criterion-Staff Report; Staff Statement; Public Information Notice and Press Release on the Executive Board Discussion; and Statement by the Executive Director for Albania

International Monetary Fund (IMF); International … - 2003

This paper examines Albaniaâ€™s 2002 Article IV Consultation, First Review Under the Three-Year Arrangement Under the Poverty Reduction and Growth Facility (PRGF), and Requests for Modification and Waiver of Performance Criterion. Economic growth appears to have fallen below a 7 percent...

Persistent link: https://www.econbiz.de/10005768602