Iryna V. Ivaschenko

International Monetary Fund (IMF) - Research Department

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 40,085

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Top 40,085

in Total Papers Downloads

1,140

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (9)

Global Liquidity, Risk Premiums and Growth Opportunities

CESifo Working Paper Series No. 2598
Number of pages: 38 Posted: 26 Mar 2009
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 152 (203,876)
Citation 1

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liquidity, risk premiums, growth opportunities

Global Liquidity, Risk Premiums and Growth Opportunities

IMF Working Paper No. 09/52
Number of pages: 35 Posted: 23 Mar 2009
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 71 (347,072)

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Working Papers

2.

Corporate Governance Reforms in the EU: Do They Matter and How?

IMF Working Paper No. 08/91
Number of pages: 31 Posted: 01 Jul 2008
Petya Koeva Brooks and Iryna V. Ivaschenko
International Monetary Fund (IMF) - Research Department and International Monetary Fund (IMF) - Research Department
Downloads 192 (166,045)

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Working Paper

3.

Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and Their Systematic Components

IMF Working Paper No. 01/158
Number of pages: 63 Posted: 01 Feb 2006
Jorge A. Chan-Lau and Iryna V. Ivaschenko
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF) - Research Department
Downloads 176 (179,563)

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Investment grade bonds, corporate spreads, business cycle, forecasting, GMM estimation, systematic risk, principal components analysis, regime-switching, Markov process, United States

4.

Asian Flu or Wall Street Virus? Price and Volatility Spillovers of the Tech and Non-Tech Sectors in the United States and Asia

IMF Working Paper No. 02/154
Number of pages: 30 Posted: 21 Jul 2003
Jorge A. Chan-Lau and Iryna V. Ivaschenko
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF) - Research Department
Downloads 142 (215,147)
Citation 4

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Price spillovers , volatility spillovers, asymmetric GARCH models, stock markets, United States, Asia

5.

How Much Leverage is Too Much, or Does Corporate Risk Determine the Severity of a Recession?

IMF Working Paper No. 03/3
Number of pages: 33 Posted: 28 Jan 2006
Iryna V. Ivaschenko
International Monetary Fund (IMF) - Research Department
Downloads 129 (232,070)

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leverage, structural models of corporate debt, default probability, probability of recession, severity of recession, ranking, probit, ordered probit, forecasting

6.

The Corporate Spread Curve and Industrial Production in the United States

IMF Working Paper No. 02/8
Number of pages: 44 Posted: 30 Jan 2006
Jorge A. Chan-Lau and Iryna V. Ivaschenko
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF) - Research Department
Downloads 108 (264,249)

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Investment grade bonds, corporate spreads, term structure, real activity, forecasting, GMM estimation, United States

7.

Financial Integration and Risk-Adjusted Growth Opportunities

IMF Working Paper No. 08/126
Number of pages: 26 Posted: 01 Jul 2008
Gianni De Nicolo and Iryna V. Ivaschenko
Johns Hopkins University - Carey Business School and International Monetary Fund (IMF) - Research Department
Downloads 95 (288,185)

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Working Paper, Economic integration, Developed countries, Developing countries, Globalization, Liquidity, Financial risk

8.

Determinants of Sovereign Bond Spreads in Emerging Markets: Local Fundamentals and Global Factors vs. Ever-Changing Misalignments

IMF Working Paper No. 13/164
Number of pages: 43 Posted: 31 Jul 2013
Balazs Csonto and Iryna V. Ivaschenko
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Research Department
Downloads 75 (332,849)

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Sovereign debt, Bonds, Emerging markets, Cross country analysis, Economic models, Emerging market debt, spreads, misalignment, bond, bond spreads, emerging market bond, market bond, bonds, sovereign bond, financial markets, overvaluation, financial systems, bond fund, risk-free interest rate, sovereign bonds, bond yields, government bond, bond purchase, bond prices, bond investors, brady bonds, bond index, local currency bond markets, international financial markets, international country risk guide, eurobonds, local currency bond, emerging market bonds, supply of bonds, equity market, bond markets, international bond, domestic bond market, domestic bond, bond funds, bond market

9.

Asian Flu or Wall Street Virus? Tech and Non-Tech Spillovers in the United States and Asia

Journal of Multinational Financial Management, Vol. 13, No. 4-5, pp. 302-322, December 2003
Posted: 14 May 2004
Jorge A. Chan-Lau and Iryna V. Ivaschenko
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF) - Research Department

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Price and Volatility Spillovers, asymmetric GARCH models, stock markets, United States, Asia