Hyginus Leon

International Monetary Fund (IMF)

Advisor

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

10

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Rank 27,645

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Top 27,645

in Total Papers Downloads

1,631

CITATIONS
Rank 9,778

SSRN RANKINGS

Top 9,778

in Total Papers Citations

44

Scholarly Papers (10)

1.

Inflation Targeting and the Unemployment-Inflation Trade-Off

IMF Working Paper No. 01/166
Number of pages: 43 Posted: 21 Dec 2001
Eric V. Clifton, Hyginus Leon and Chorng Huey Wong
affiliation not provided to SSRN, International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 437 (64,239)
Citation 2

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inflation targeting, credibility, monetary policy, Phillips curve, smooth transition regression models

2.

The Forward Bias Puzzle and Nonlinearity in Deviations from Uncovered Interest Parity: A New Perspective

EFA 2005 Moscow Meetings Paper
Number of pages: 39 Posted: 26 Feb 2005
Giorgio Valente, Lucio Sarno and Hyginus Leon
Hong Kong Institute for Monetary and Financial Research (HKIMR), City University London - Sir John Cass Business School and International Monetary Fund (IMF)
Downloads 327 (90,206)

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Foreign exchange, uncovered interest parity, forward bias, nonlinearity

3.

Limits to Speculation and Nonlinearity in Deviations from Uncovered Interest Parity: Empirical Evidence and Implications for the Forward Bias Puzzle

EFMA 2004 Basel Meetings Paper
Number of pages: 41 Posted: 06 May 2004
Lucio Sarno, Giorgio Valente and Hyginus Leon
City University London - Sir John Cass Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR) and International Monetary Fund (IMF)
Downloads 219 (137,009)

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foreign exchange, uncovered interest parity, forward bias, nonlinearity

Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle

IMF Working Paper No. 06/136
Number of pages: 44 Posted: 21 Jun 2006
Lucio Sarno, Giorgio Valente and Hyginus Leon
City University London - Sir John Cass Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR) and International Monetary Fund (IMF)
Downloads 176 (167,732)

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Forward bias puzzle, uncovered interest parity, nonlinearity

Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle

CEPR Discussion Paper No. 5527
Number of pages: 49 Posted: 15 Jun 2006
Lucio Sarno, Hyginus Leon and Giorgio Valente
City University London - Sir John Cass Business School, International Monetary Fund (IMF) and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 19 (536,347)
Citation 31
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Foreign exchange, uncovered interest parity, forward bias, nonlinearity

Price Volatility and Financial Instability

IMF Working Paper No. 01/60
Number of pages: 44 Posted: 10 Feb 2006
DeLisle Worrell and Hyginus Leon
DeLisle Worrell and Associates, Inc. and International Monetary Fund (IMF)
Downloads 95 (271,622)

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volatility, financial instability, GARCH models

Price Volatility and Financial Instability

IMF Working Paper No. 01/60
Number of pages: 44 Posted: 11 Aug 2009
Hyginus Leon and DeLisle Worrell
International Monetary Fund (IMF) and DeLisle Worrell and Associates, Inc.
Downloads 28 (481,685)

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Exchange rates, Stock markets, Exchange rate instability, Price stabilization, Economic models

6.

Estimating the Inflation-Growth Nexus: A Smooth Transition Model

IMF Working Paper No. 10/76
Number of pages: 23 Posted: 29 Mar 2010
Raphael A. Espinoza, Hyginus Leon and A. Prasad
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 77 (306,857)
Citation 1

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Cross country analysis, Developed countries, Economic growth, Economic models, Emerging markets, Inflation, Monetary policy, Oil exporting countries, Production growth

7.

Volatility Co-Movement in Saudi Arabian and Kuwaiti Stock Markets

Number of pages: 10 Posted: 12 Jun 2008
Hyginus Leon
International Monetary Fund (IMF)
Downloads 77 (306,857)

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realized volatility, co-movement, return volatility

8.

Dread of Depreciation: Measuring Real Exchange Rate Interventions

IMF Working Paper No. 02/63
Number of pages: 37 Posted: 10 Feb 2006
Jayasri Dutta and Hyginus Leon
University of Birmingham - Department of Economics and International Monetary Fund (IMF)
Downloads 62 (344,996)

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Real exchange rates, interventions, parity conditions

9.

Asymmetric Adjustment and Nonlinear Dynamics in Real Exchange Rates

IMF Working Paper No. 03/159
Number of pages: 49 Posted: 28 Jan 2006
Hyginus Leon and Serineh Najarian
International Monetary Fund (IMF) and University of Oxford - Department of Economics
Downloads 58 (356,551)
Citation 1

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Nonlinearities, real exchange rates, asymmetry

10.

Time-Varying Thresholds: An Application to Purchasing Power Parity

IMF Working Paper No. 03/181
Number of pages: 33 Posted: 01 Feb 2006
Hyginus Leon and Serineh Najarian
International Monetary Fund (IMF) and University of Oxford - Department of Economics
Downloads 56 (362,594)

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Purchasing power parity, time-varying thresholds, asymmetry