Details about Michael G. Papaioannou

Access statistics for papers by Michael G. Papaioannou.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: ppa1185

Working Papers

2024

1. Managing Foreign Exchange Rate Risk: Capacity Development for Public Debt Managers in Emerging Market and Low-Income Countries
   IMF Working Papers, International Monetary Fund

2021

2. Towards Greening Finance: Integration of Environmental Factors in Risk Management & Impact of Climate Risks on Asset Portfolios
   MPRA Paper, University Library of Munich, Germany

2020

3. Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?
   IMF Working Papers, International Monetary Fund View citations (6)
   See also Journal Article Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?, Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management (2021) View citations (2) (2021)

2019

4. Sovereign Asset and Liability Management in Emerging Market Countries: The Case of Uruguay
   IMF Working Papers, International Monetary Fund View citations (1)

2018

5. A Primer on Managing Sovereign Debt-Portfolio Risks
   IMF Working Papers, International Monetary Fund View citations (4)
6. Belize's 2016-17 Sovereign Debt Restructuring - Third Time Lucky?
   IMF Working Papers, International Monetary Fund View citations (5)
   See also Journal Article Belize’s 2016–17 Sovereign Debt Restructuring – Third Time Lucky?, Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management (2020) (2020)
7. Commodity-based Sovereign Wealth Funds: Managing Financial Flows in the Context of the Sovereign Balance Sheet
   IMF Working Papers, International Monetary Fund View citations (1)

2017

8. Assessing Loss of Market Access: Conceptual and Operational Issues
   IMF Working Papers, International Monetary Fund View citations (7)
9. Sovereign Debt Restructurings in Grenada: Causes, Processes, Outcomes, and Lessons Learned
   IMF Working Papers, International Monetary Fund View citations (6)

2016

10. After Paris: Fiscal, Macroeconomic and Financial Implications of Global Climate Change
    IMF Staff Discussion Notes, International Monetary Fund View citations (13)

2013

11. Procyclical Behavior of Institutional Investors During the Recent Financial Crisis: Causes, Impacts, and Challenges
    IMF Working Papers, International Monetary Fund View citations (21)
12. Sovereign Wealth Funds: Aspects of Governance Structures and Investment Management
    IMF Working Papers, International Monetary Fund View citations (23)

2012

13. Sovereign Debt Restructurings 1950-2010: Literature Survey, Data, and Stylized Facts
    IMF Working Papers, International Monetary Fund View citations (149)
14. Sovereign Risk and Asset and Liability Management: Conceptual Issues
    IMF Working Papers, International Monetary Fund View citations (9)

2010

15. Determinants of Emerging Market Sovereign Bond Spreads: Fundamentals vs Financial Stress
    IMF Working Papers, International Monetary Fund View citations (109)
16. Macrofinancial Linkages of the Strategic Asset Allocation of Commodity-Based Sovereign Wealth Funds
    IMF Working Papers, International Monetary Fund View citations (7)
17. Managing Public Debt and Its Financial Stability Implications
    IMF Working Papers, International Monetary Fund View citations (41)
18. Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets
    IMF Working Papers, International Monetary Fund View citations (35)
    See also Chapter Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets, Chapters in Economics, University of Munich, Department of Economics View citations (39)

2008

19. Strategic Considerations for First-Time Sovereign Bond Issuers
    IMF Working Papers, International Monetary Fund View citations (3)

2006

20. A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager
    IMF Working Papers, International Monetary Fund View citations (5)
21. Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms
    IMF Working Papers, International Monetary Fund View citations (32)
    See also Journal Article Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms, South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region (2006) View citations (32) (2006)

2003

22. Determinants of the Choice of Exchange Rate Regimes in Six Central American Countries: An Empirical Analysis
    IMF Working Papers, International Monetary Fund View citations (9)

1997

23. Financial innovations Involving the Greek Drachma
    IMF Working Papers, International Monetary Fund View citations (11)

1993

24. Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ArCH Methodology
    IMF Working Papers, International Monetary Fund View citations (2)
    See also Journal Article Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ARCH Methodology, IMF Staff Papers, Palgrave Macmillan (1993) View citations (2) (1993)

Journal Articles

2021

1. Banking Crisis, Sovereign Debt Restructurings, and Financial Stability Policies in Cyprus During 2012–13
   Multinational Finance Journal, 2021, 25, (3-4), 163-186
2. Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?
   Journal of Banking and Financial Economics, 2021, 1, (15), 59-87 View citations (2)
   See also Working Paper Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?, IMF Working Papers (2020) View citations (6) (2020)
3. Sovereign Debt Sustainability, Debt Relief Initiatives and Restructurings in the COVID-19 Era
   Multinational Finance Journal, 2021, 25, (3-4), 63–71
4. Sovereign Debt, Management, and Restructurings during the COVID-19 Pandemic
   Multinational Finance Journal, 2021, 25, (3-4), 115-149

2020

5. Belize’s 2016–17 Sovereign Debt Restructuring – Third Time Lucky?
   Journal of Banking and Financial Economics, 2020, 2, (14), 47-67
   See also Working Paper Belize's 2016-17 Sovereign Debt Restructuring - Third Time Lucky?, IMF Working Papers (2018) View citations (5) (2018)

2018

6. Sustainability and Equity Challenges to Pension Systems: The Case of Lebanon
   Journal of Banking and Financial Economics, 2018, 2, (10), 67-106

2017

7. Sovereign Debt Restructurings in Belize: Debt Sustainability and Financial Stability Aspects
   Journal of Banking and Financial Economics, 2017, 2, (8), 5-26 View citations (5)

2013

8. Sovereign Risk and Asset and Liability Management—Conceptual Issues
   Journal of Reviews on Global Economics, 2013, 2, 330-355 View citations (4)

2011

9. Sovereign debt portfolios: risks and liability management operations
   Journal of the Asia Pacific Economy, 2011, 16, (3), 354-360 View citations (2)

2009

10. Exchange Rate Risk Measurement and Management: Issues and Approaches for Public Debt Managers
    South-Eastern Europe Journal of Economics, 2009, 7, (1), 7-34 View citations (7)

2007

11. Corporate inflation-indexed bonds in emerging market countries: recent trends and prospects
    Journal of Financial Transformation, 2007, 20, 69-79
12. MALLIAVIN CALCULUS FOR THE ESTIMATION OF TIME-VARYING REGRESSION MODELS USED IN FINANCIAL APPLICATIONS
    International Journal of Theoretical and Applied Finance (IJTAF), 2007, 10, (05), 771-800

2006

13. Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms
    South-Eastern Europe Journal of Economics, 2006, 4, (2), 129-146 View citations (32)
    See also Working Paper Exchange Rate Risk Measurement and Management: Issues and Approaches for Firms, IMF Working Papers (2006) View citations (32) (2006)

2000

14. Maximum likelihood estimation of time-varying parameters: an application to the Athens Stock Exchange index
    Applied Economics, 2000, 32, (10), 1323-1328

1996

15. Simple credibility tests of the ERM bands for the pound sterling and the Italian lira
    Open Economies Review, 1996, 7, (3), 219-236

1993

16. Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ARCH Methodology
    IMF Staff Papers, 1993, 40, (3), 663-679 View citations (2)
    See also Working Paper Portfolio Performance of the SDR and Reserve Currencies: Tests Using the ArCH Methodology, IMF Working Papers (1993) View citations (2) (1993)

Books

2021

1. Guidance Note for Developing Government Local Currency Bond Markets
   World Bank Publications - Books, The World Bank Group

Chapters

2021

1. Cryptocurrencies: Regulatory Perspectives and Implications for Investors
   Springer View citations (5)

2020

2. Central Banks: Gatekeepers of Monetary Stability and Guardians of Public Interest
   Springer

1995

3. Exchange Rate Unions Versus Flexible Exchange Rates
   A chapter in Economics, Econometrics and the LINK: Essays in Honor of Lawrence R.Klein, 1995, pp 305-326

Undated

4. Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets
   University of Munich, Department of Economics View citations (39)
   See also Working Paper Sovereign Default Risk and Private Sector Access to Capital in Emerging Markets, International Monetary Fund (2010) View citations (35) (2010)
5. Spillovers of Sovereign Default Risk: How Much is the Private Sector Affected?
   University of Munich, Department of Economics View citations (2)