IMF Publications by Author
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Iyer, Tara:
2023
Title: The Market Price of Risk and Macro-Financial Dynamics
Series: Working Paper No. 2023/199
Date: September 22, 2023
Subject: Asset prices Consumption Econometric analysis Estimation techniques Financial conditions index Financial sector policy and analysis National accounts Prices Structural vector autoregression
2022
Title: The Sovereign-Bank Nexus in Emerging Markets in the Wake of the COVID-19 Pandemic
Series: Working Paper No. 2022/223
Date: November 11, 2022
Title: Overcoming Data Sparsity: A Machine Learning Approach to Track the Real-Time Impact of COVID-19 in Sub-Saharan Africa
Series: Working Paper No. 2022/088
Date: May 6, 2022
Subject: COVID-19 Economic forecasting Foreign exchange Health Machine learning Oil prices Prices Real effective exchange rates Technology
Title: Cryptic Connections: Spillovers between Crypto and Equity Markets
Series: Global Financial Stability Notes No 2022/001
Date: January 11, 2022
Subject: Economic sectors Emerging and frontier financial markets Financial contagion Financial crises Financial markets Financial sector policy and analysis Market capitalization Spillovers Stock markets Technology Virtual currencies
2017
Title: Exchange Rate Choices with Inflexible Markets and Costly Price Adjustments
Series: Working Paper No. 2017/154
Date: July 10, 2017
Subject: Commodities Commodity markets Consumption Economic sectors Exchange rate flexibility Financial crises Financial markets Foreign exchange Labor Labor markets National accounts