Author/Editor: Shaun K. Roache, Marco Rossi.

Release Date:July, 2009

The paper uses an event study methodology to investigate which and how macroeconomic announcements affect commodity prices. Results show that gold is unique among commodities, with prices reacting to more...

Author/Editor: Marco Rossi.

Release Date:February, 2007

This paper presents a market-based framework for pricing Fund liquidity assistance that accounts for the credit risk and the insurance benefit involved in such operations. It is based on the more...

Author/Editor: Alessandro Rebucci, Marco Rossi.

Release Date:November, 2004

This paper presents an empirical measure of disinflation credibility and discusses its evolution in Turkey since the 2001 crisis. The results indicate that credibility has improved markedly over this more...

Author/Editor: Daniel Leigh, Marco Rossi.

Release Date:December, 2002

Growth and inflation in Turkey have been volatile over the last two decades. It would, therefore, be useful to identify indicators that anticipate economic conditions and inflation. This paper more...

Author/Editor: Marco Rossi, Daniel Leigh.

Release Date:November, 2002

In light of the strong correlation between exchange rate movements and domestic prices in Turkey, it is important to assess the impact of the exchange rate on domestic prices, in particular as Turkey more...

Author/Editor: Marco Rossi.

Release Date:May, 1999

Little empirical investigation exists of the links among capital account liberalization, prudential regulation and supervision, financial crises, and economic development, mainly because of the lack more...