Hyginus Leon

International Monetary Fund (IMF)

Advisor

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

11

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Top 29,231

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1,661

SSRN CITATIONS
Rank 14,775

SSRN RANKINGS

Top 14,775

in Total Papers Citations

5

CROSSREF CITATIONS

58

Scholarly Papers (11)

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 (69,020)
Citation 3

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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), University of Cambridge - Judge Business School and International Monetary Fund (IMF)
Downloads 329 (95,941)
Citation 1

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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
University of Cambridge - Judge Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR) and International Monetary Fund (IMF)
Downloads 219 (146,577)

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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
University of Cambridge - Judge Business School, Hong Kong Institute for Monetary and Financial Research (HKIMR) and International Monetary Fund (IMF)
Downloads 179 (176,503)

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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
University of Cambridge - Judge Business School, International Monetary Fund (IMF) and Hong Kong Institute for Monetary and Financial Research (HKIMR)
Downloads 19 (572,485)
Citation 1
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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 96 (287,754)

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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 30 (502,838)

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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 85 (308,503)

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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 (327,155)

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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 63 (364,956)

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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 59 (377,079)
Citation 4

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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 58 (380,164)

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Purchasing power parity, time-varying thresholds, asymmetry

11.

Do Financial Markets Value Quality of Fiscal Governance?

IMF Working Paper No. 19/218
Number of pages: 30 Posted: 08 Nov 2019
Kady Keita, Hyginus Leon and Frederico Lima
Independent, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 10 (610,995)

Abstract:

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Access to international capital markets, International bond markets, Financial crises, Sovereign credit ratings, Access to capital markets, Fiscal governance, public financial management, sovereign bond, credit rating, WP, WGI, bond issuance, credit rate, international capital market