 | Assessing Default Risks for Chinese Firms : A Lost Cause? Author/Editor: Daniel Law, Shaun K. Roache. Release Date:June, 2015 Assessing default risks for Chinese firms is hard. Standard measures of risk using market indicators may be unreliable because of implicit guarantees, the large role played by less-informed more...
| Price: $18.00
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| Time-Varying Neutral Interest Rate—The Case of Brazil Author/Editor: Roberto Perrelli, Shaun K. Roache. Release Date:May, 2014 Emerging markets have experienced a sizeable decline in their neutral real interest rates until recently. In this paper we try to identify the main factors that contributed to it, with a focus on more...
| Price: $18.00
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| Inflation Persistence in Brazil - A Cross Country Comparison Author/Editor: Shaun K. Roache. Release Date:April, 2014 Inflation persistence is sometimes defined as the tendency for price shocks to push the inflation rate away from its steady state—including an inflation target—for a prolonged period. Persistence more...
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 | China's Impact on World Commodity Markets Author/Editor: Shaun K. Roache. Release Date:May, 2012 Shocks to aggregate activity in China have a significant and persistent short-run impact on the price of oil and some base metals. In contrast, shocks to apparent commodity-specific consumption (in more...
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| Do Commodity Futures Help Forecast Spot Prices? Author/Editor: David A Reichsfeld, Shaun K. Roache. Release Date:November, 2011 We assess the spot price forecasting performance of 10 commodity futures at various horizons up to two years and test whether this performance is affected by market conditions. We reject efficient more...
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| What Explains the Rise in Food Price Volatility? Author/Editor: Shaun K. Roache. Release Date:May, 2010 The macroeconomic effects of large food price swings can be broad and far-reaching, including the balance of payments of importers and exporters, budgets, inflation, and poverty. For market more...
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| The Effects of Economic News on Commodity Prices : Is Gold Just Another Commodity? 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...
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| Inflation Hedging for Long-Term Investors Author/Editor: Shaun K. Roache, Alexander P. Attie. Release Date:April, 2009 Long-term investors face a common problem-how to maintain the purchasing power of their assets over time and achieve a level of real returns consistent with their investment objectives. While more...
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 | Who's Driving Whom? Analyzing External and Intra-Regional Linkages in the Americas Release Date:October, 2008 In a global economy beset by concerns over a growth recession, financial volatility, and rising inflation, countries in the Western Hemisphere have been among the few bright spots in recent years. more...
| Price: $20.00
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| Commodities and the Market Price of Risk Author/Editor: Shaun K. Roache. Release Date:September, 2008 Commodities are back following a stellar run of price performance, attracting financial investor attention. What are the fundamental reasons to hold commodities? One reason is the exposure offered to more...
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