Fabio Comelli

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

6

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in Total Papers Downloads

596

CITATIONS

2

Scholarly Papers (6)

1.

The Accumulation of Foreign Reserves

ECB Occasional Paper No. 43
Number of pages: 78 Posted: 24 Apr 2006
European Central Bank (ECB) - Directorate General International and European Relations, European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB) - Directorate General International and European Relations
Downloads 429 (49,274)

Abstract:

Foreign exchange reserves, exchange rates, emerging market economies

2.

Comparing the Performance of Logit and Probit Early Warning Systems for Currency Crises in Emerging Market Economies

IMF Working Paper No. 14/65
Number of pages: 27 Posted: 15 May 2014
Fabio Comelli
European Central Bank (ECB)
Downloads 52 (279,541)

Abstract:

Exchange markets, Foreign exchange reserves, Financial crisis, Emerging markets, Time series, Cross country analysis, Early warning systems, currency crises, out-of-sample performance., currency crisis, crisis episodes, global financial crisis, exchange rate, crisis probability, financial crises, banking crises, real exchange rate, nominal exchange rate, contagion, recession, crisis in emerging market, speculative attacks, current account balance, exchange rate misalignment, real exchange rate overvaluation, financial distress, currency crisis following, real exchange rate misalignment

Comparing Parametric and Non-Parametric Early Warning Systems for Currency Crises in Emerging Market Economies

IMF Working Paper No. 13/134
Number of pages: 30 Posted: 21 Jun 2013
Fabio Comelli
European Central Bank (ECB)
Downloads 34 (371,304)

Abstract:

Currencies, Exchange rate depreciation, Foreign exchange reserves, External debt, Financial crisis, Emerging markets, Economic models, Early warning systems, emerging markets., foreign exchange, foreign exchange reserves, exchange reserves, exchange rate, current account balance, financial crisis, real effective exchange rate, effective exchange rate, crisis probability, global financial crisis, currency crises, currency crisis, early warning systems, nominal exchange rate, exchange rate misalignment, crisis episodes, real effective exchange rates, real exchange rate, fixed exchange rate regime, exchange rates, currency depreciation, effective exchange rates, crisis probabilities, exchange r

Comparing Parametric and Non‐Parametric Early Warning Systems for Currency Crises in Emerging Market Economies

Review of International Economics, Vol. 22, Issue 4, pp. 700-721, 2014
Number of pages: 22 Posted: 06 Aug 2014
Fabio Comelli
European Central Bank (ECB)
Downloads 0

Abstract:

4.

Emerging Market Sovereign Bond Spreads: Estimation and Back-Testing

IMF Working Paper No. 12/212
Number of pages: 44 Posted: 01 Nov 2012
Fabio Comelli
European Central Bank (ECB)
Downloads 23 (395,710)
Citation 2

Abstract:

Emerging Economies, Sovereign Bond Yield Spreads, In-sample Forecasts, Emerging Markets, Sovereign Debt, Bonds, Economic Models

5.

Estimation and Out-of-Sample Prediction of Sudden Stops: Do Regions of Emerging Markets Behave Differently from Each Other?

IMF Working Paper No. 15/138
Number of pages: 35 Posted: 21 Jul 2015
Fabio Comelli
European Central Bank (ECB)
Downloads 10 (455,743)

Abstract:

Capital flows, Sudden stops, Emerging markets, Regional economics, Sensitivity analysis, Parameter estimation, Cross country analysis, gross capital inflows, emerging market economies., international capital, reserves, financial crises, financial crisis, check, monetary fund

6.

To Bet or Not to Bet: Copper Price Uncertainty and Investment in Chile

IMF Working Paper No. 16/218
Number of pages: 24 Posted: 03 Jan 2017
Fabio Comelli and Esther Pérez Ruiz
European Central Bank (ECB) and International Monetary Fund (IMF)
Downloads 0 (465,868)

Abstract:

Commodity prices, Chile, Copper, Investment, Options, Exchange rates, Vector autoregression, copper price, exchange rate, uncertainty, investment, option contracts, vector autoregression, Chile