The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals (Record no. 147351)

000 -LEADER
fixed length control field 02371nam a22004214a 4500
001 - CONTROL NUMBER
control field WPIEA0551990
003 - CONTROL NUMBER IDENTIFIER
control field IMF
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20190405152743.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 020129s1990 dcu o i00 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 1451968981 :
Terms of availability 10.00 USD
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781451968989
022 ## - INTERNATIONAL STANDARD SERIAL NUMBER
International Standard Serial Number 1018-5941
024 7# - OTHER STANDARD IDENTIFIER
Standard number or code 10.5089/9781451968989.001
Source of number or code doi
035 ## - SYSTEM CONTROL NUMBER
System control number (IMF)WPIEA0551990
040 ## - CATALOGING SOURCE
Original cataloging agency DcWaIMF
Language of cataloging eng
110 2# - MAIN ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element International Monetary Fund.
245 14 - TITLE STATEMENT
Title The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals
Medium [electronic resource]
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Washington, D.C. :
Name of publisher, distributor, etc International Monetary Fund,
Date of publication, distribution, etc 1990.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (32 p.)
490 1# - SERIES STATEMENT
Series statement IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 90/55
520 3# - SUMMARY, ETC.
Summary, etc The sensitivity of secondary sovereign loan market returns to three classes of economic news is estimated in the arbitrage pricing theory framework. Returns are characterized by a limited response to unexpected changes in procyclical U.S. aggregates. Shocks to country-specific balance of payment indicators do not impact debt prices. Announcements of policy changes by creditors and third parties that presage changes in future lending induce large debt price changes. The failure of the data to meet the empirical arbitrage pricing theory restrictions and the large proportion of return variance unexplained by macroeconomic fundamentals highlight the differences between corporate and sovereign securities.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on print version record.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Balance of Payment
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Bond
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element External Debt
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Government Bond
Source of heading or term imf
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Sovereign Debt
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name Brazil
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name Dominican Republic
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name Ecuador
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name Mexico
Source of heading or term imf
651 #7 - SUBJECT ADDED ENTRY--GEOGRAPHIC NAME
Geographic name Venezuela, República Bolivariana de
Source of heading or term imf
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print Version:
Title The Sensitivity of Secondary Sovereign Loan Market Returns to Macroeconomlc Fundamentals
Place, publisher, and date of publication Washington, D.C. : International Monetary Fund, 1990.
International Standard Book Number 9781451968989
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title IMF Working Papers; Working Paper ;
Volume number/sequential designation No. 90/55
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://elibrary.imf.org/view/IMF001/15727-9781451968989/15727-9781451968989/15727-9781451968989.xml">http://elibrary.imf.org/view/IMF001/15727-9781451968989/15727-9781451968989/15727-9781451968989.xml</a>
Public note IMF e-Library
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://www.imfbookstore.org/IMFORG/9781451968989">http://www.imfbookstore.org/IMFORG/9781451968989</a>
Public note IMF Book Store

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