Shaun K. Roache

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

SCHOLARLY PAPERS

17

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5,357

SSRN CITATIONS
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Top 32,647

in Total Papers Citations

3

CROSSREF CITATIONS

22

Scholarly Papers (17)

1.

Inflation Hedging for Long-Term Investors

IMF Working Paper No. 09/90
Number of pages: 39 Posted: 28 Apr 2009
Shaun K. Roache and Alexander P. Attie
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 1,313 (17,989)

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Inflation, Capital markets, Private investment, Financial instruments, Hedge funds, Commodities, Asset prices, Economic models

2.

The Effects of Economic News on Commodity Prices: Is Gold Just Another Commodity?

IMF Working Paper No. 09/140
Number of pages: 29 Posted: 04 Aug 2009
Shaun K. Roache and Marco Rossi
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 827 (35,177)
Citation 2

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Announcements, Commodities, Commodity markets, Commodity price fluctuations, Commodity prices, Economic models, Exchange rates, External shocks, Financial assets, Gold, Public information

3.

What Explains the Rise in Food Price Volatility?

IMF Working Paper No. 10/129
Number of pages: 30 Posted: 03 Jun 2010
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 630 (50,758)

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Agricultural prices, Commodity price fluctuations, Economic models, Food production, Inflation, Price elasticity, Price increases, Supply elasticity

4.

Commodities and the Market Price of Risk

IMF Working Paper No. 08/221
Number of pages: 25 Posted: 08 Oct 2008
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 511 (66,079)

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Commodity prices, Risk management, Interest rates, Asset prices, Economic models, Investment, Working Paper

5.

Assessing Default Risks for Chinese Firms: A Lost Cause?

IMF Working Paper No. 15/140
Number of pages: 33 Posted: 21 Jul 2015
Daniel Law and Shaun K. Roache
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 354 (102,025)

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Default, China, Corporate sector, Public non-financial corporations, Credit risk, default probabilities, equity, market, debt, borrowing costs, markets, liabilities, guarantees, implicit guarantees, investors

6.

China's Impact on World Commodity Markets

IMF Working Paper No. 12/115
Number of pages: 26 Posted: 09 Aug 2012
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 327 (111,439)

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Commodity Prices, Oil Price, Spillovers, Business Cycle Fluctuations, Commodity Markets, External Shocks, Business Fluctuations, and Cycles, Energy

7.

Currency Risk Premia in Global Stock Markets

IMF Working Paper No. 06/194
Number of pages: 27 Posted: 03 Oct 2006
Shaun K. Roache and Matthew Merritt
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 296 (123,964)

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Arbitrage pricing theory, risk prices, asset pricing

8.

Do Commodity Futures Help Forecast Spot Prices?

IMF Working Paper No. 11/254
Number of pages: 26 Posted: 08 Nov 2011
Shaun K. Roache and David A Reichsfeld
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 186 (194,696)
Citation 1

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Commodity markets, Commodity prices, Economic forecasting, Forecasting models

9.

Do Remittances to Latin America Depend on the U.S. Business Cycle?

IMF Working Paper No. 07/273
Number of pages: 34 Posted: 21 Dec 2007
Shaun K. Roache and Ewa Gradzka
International Monetary Fund (IMF) and International Monetary Fund (IMF) - Western Hemisphere Department
Downloads 184 (196,609)

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Workers remittances, Latin America, Labor markets

10.

China: Credit, Collateral, and Commodity Prices

HKIMR Working Paper No.27/2015
Number of pages: 38 Posted: 30 Dec 2015 Last Revised: 09 Jan 2016
Shaun K. Roache and Marina Rousset
International Monetary Fund (IMF) and International Monetary Fund (IMF) - IMF Institute
Downloads 154 (228,814)
Citation 1

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Domestic Investment and the Cost of Capital in the Caribbean

IMF Working Paper No. 06/152
Number of pages: 46 Posted: 26 Jul 2006
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 123 (274,131)

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Investment, cost of capital

Domestic Investment and the Cost of Capital in the Caribbean

Applied Econometrics and International Development, Vol. 6, No. 3, 2006
Number of pages: 22 Posted: 22 Aug 2008
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 25 (599,546)

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Cost of capital, Caribbean countries

12.

Unconventional Monetary Policy and Asset Price Risk

IMF Working Paper No. 13/190
Number of pages: 27 Posted: 26 Sep 2013
Shaun K. Roache and Marina Rousset
International Monetary Fund (IMF) and International Monetary Fund (IMF) - IMF Institute
Downloads 99 (317,418)

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Monetary policy, United States, Asset prices, Commodity prices, Central Banks and their Policies, Futures Pricing, Option Pricing, Event Studies

13.

How Commodity Price Curves and Inventories React to a Short-Run Scarcity Shock

IMF Working Paper No. 10/222
Number of pages: 36 Posted: 01 Feb 2011
Shaun K. Roache and Nese Erbil
International Monetary Fund (IMF) and affiliation not provided to SSRN
Downloads 95 (325,964)

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Capital markets, Commodity markets, Commodity prices, Economic models, External shocks, Price adjustments

14.

Public Investment and Growth in the Eastern Caribbean

IMF Working Paper No. 07/124
Number of pages: 22 Posted: 25 Jun 2007
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 85 (349,387)

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15.

Time-Varying Neutral Interest Rate — The Case of Brazil

IMF Working Paper No. 14/84
Number of pages: 33 Posted: 02 Jul 2014
Roberto Perrelli and Shaun K. Roache
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 65 (405,983)

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Interest rates, Brazil, Inflation targeting, Monetary policy, Economic models, Natural rate of interest, small monetary model, inflation targeting regime., inflation, real interest rate, real interest rates, central bank, inflation target, monetary economics, monetary model, real rates, actual inflation, high interest rates, monetary policy instrument, monetary fund, inflation performance, nominal interest rates, treasury securities, optimal monetary policy, inflation targeting regime, aggregate demand, reserve requirements, treasury bonds, price inflation, inflation rate, inflation-targeting, monetary policy strategies, monetary policies, discount rate, monetary policy decisions, rational e

16.

Central America's Regional Trends and U.S. Cycles

IMF Working Paper No. 08/50
Number of pages: 32 Posted: 24 Mar 2008
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 55 (440,474)

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Economic integration, Central America, Costa Rica, El Salvador, Honduras, Trade, United States, Financial sector, Salary remittances

17.

Inflation Persistence in Brazil: A Cross Country Comparison

IMF Working Paper No. 14/55
Number of pages: 23 Posted: 30 Apr 2014
Shaun K. Roache
International Monetary Fund (IMF)
Downloads 28 (563,506)

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Inflation, Brazil, Inflation targeting, Monetary policy, Cross country analysis, Economic models, actual inflation, inflation rate, annual inflation, monetary fund, rate of inflation, annual inflation rate, monetary economics, rising inflation, central bank, high inflation, monetary policy reaction function, inflation data, expectations of inflation, monetary regimes, inflation process, change in inflation, monetary policy regime, inflation dynamics, rise in inflation, price level, inflation targeting regime