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dc.titleExternal Capital Structures and Oil Price Volatility
dc.contributor.authorBurger, John D.
dc.contributor.authorRebucci, Alessandro
dc.contributor.authorWarnock, Francis E.
dc.contributor.authorCacdac Warnock, Veronica
dc.contributor.orgunitDepartment of Research and Chief Economist
dc.coverageTrinidad and Tobago
dc.coverageJamaica
dc.coverageThe Caribbean
dc.coverageCentral America
dc.coverageSouth America
dc.date.available2010-12-02T00:00:00
dc.date.issue2010-06-01T00:00:00
dc.description.abstractThis paper assesses the extent to which a countrys external capital structure can aid in mitigating the macroeconomic impact of oil price shocks. Two Caribbean economies highly vulnerable to oil price shocks are considered: an oil importer (Jamaica) and an oil exporter (Trinidad and Tobago). From a risk-sharing perspective, a desirable external capital structure is one that, through international capital gains and losses, helps offset responses of the current account balance to external shocks. It is found that both countries could alter their international portfolio to provide a better buffer against such shocks.
dc.format.extent39
dc.identifier.doihttp://dx.doi.org/10.18235/0010740
dc.identifier.urlhttps://publications.iadb.org/publications/english/document/External-Capital-Structures-and-Oil-Price-Volatility.pdf
dc.language.isoen
dc.mediumAdobe PDF
dc.publisherInter-American Development Bank
dc.subjectPetroleum, Coal and Natural Gas
dc.subjectEnergy Market
dc.subjectFinancial Market
dc.subject.jelcodeF3 - International Finance
dc.subject.jelcodeG1 - General Financial Markets
dc.subject.keywordsIDB-WP-107
dc.typeWorking Papers
idb.identifier.pubnumberWorking Papers
idb.operationRG-K1089
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