EMBI

AcronymDefinition
EMBIEmerging Markets Bond Index
EMBIExecutive Master in Business Innovation (graduate degree)
EMBIEmergency Management for Business & Industry
References in periodicals archive ?
El EMBI GLOBAL se esta calculando desde el ano 1999, se caracteriza por el uso de un proceso de seleccion en paises diferentes y con instrumentos de menor liquidez.
Long term cost of Yield on 10-year US US10Y FRED capital: Treasury Note Tightness of US Fed funds rate FF FRED monetary policy: Expected Fed Difference between EPC FRED tightening 6-month futures contract on fed funds and current fed funds rate Equity Market CBOE S&P500 VIX FRED Volatility Volatility VIX Liquidity conditions TED Spread (the TED FRED in the interbank difference between market: the three-month LIBOR and the three -month T-bill interest rate) Risk aversion in the Yield Curve Steepness YCS FRD bond market difference between yield on 10-year Note and the 3-month T-bill Investor appetite for Monthly Return on MOM S&P Emerging Market the S&P 500-Monthly and Equities return on MSCI EM MSCI Investor appetite for EMBI+ spread EMBI J.
Emerging Markets Bond Index Plus) and the EMBI Global (Emerging Markets Bond Index Global), both created by JPMorgan "in response to investor demand for a benchmark that includes the most strategic investment opportunities readily available in the emerging markets" (MORGAN, 1995, p.
El EMBI es un indicador que elabora diariamente el banco de inversion JP Morgan desde 1994, que mide el diferencial de los rendimientos financieros de la deuda publica de un pais emergente con respecto a la deuda publica norteamericana, que se supone "libre" de riesgo de incobrabilidad.
Por otra parte, Blanchard (2004), Favero y Giavazzi (2004) y Ozatay (2005) han mostrado que la evolucion del EMBI puede afectar el comportamiento de variables financieras importantes, como los tipos de cambio y las tasas de interes locales.
Jim Saxton, compared the EMBI Global with the yield of comparable U.
The results report a negative and statistically significant relationship between performance and the following variables: size, investment in physical assets, and EMBI.
El grafico 3 muestra que existe una fuerte correlacion entre el EMBI+, el EMBI Colombia (como proxies de las primas de riesgo de las economias emergentes y de Colombia) y el VIX, como proxy del grado de aversion global a invertir en activos riesgosos.
A primary mission of the EMBI is to host an annual conference that joins the University, local businesses and community leaders to work toward the realization of a sustainable future.
Another area showing returns is emerging market debt, with the 28% return in 2009 the best in 14 years, according to JPMorgan's EMBI Global Index.
Eso, simplemente, no es asi", declaro el ministro de Hacienda, Andres Velasco, intentando eludir el golpe que significo el indice EMBI del banco de inversiones JP Morgan del pasado 11 de septiembre cuando otorgo 125 puntos a Chile --su peor nivel en cuatro anos-- versus los 122 puntos de Mexico.
Moreover, in the empirical analysis, we use a number of domestic instruments issued by the private sector (banks) while the yield on external debt corresponds to the EMBI Global index produced by JP Morgan, which only includes debt issued by the public sector.