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1. |
Record Nr. |
UNISA996392621203316 |
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Autore |
Parker Henry <1604-1652.> |
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Titolo |
Severall poysonous and sedicious papers of Mr. David Jenkins ansvvered [[electronic resource] /] : By H.P. barrester of Lincolnes Inne |
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Pubbl/distr/stampa |
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London : , : Printed for Robert Bostock dwelling in Pauls Church yard, at the signe of the Kings Head., 1647 |
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Descrizione fisica |
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Altri autori (Persone) |
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JenkinsDavid <1582-1663.> |
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Soggetti |
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Detention of persons - England |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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H.P. = Henry Parker. |
Includes "The vindication of Judge Jenkins prisoner in the Tower, the 29. of Aprill, 1647" (Wing J613), and "The reply of Judge Jenkins to Mr. H.P.", a reprinting of "The cordiall of Judge Jenkins, for the good people of London" (Wing J586). |
Annotation on Thomason copy: "arker" inserted after H.P.; "June 19". |
Reproduction of the original in the British Library. |
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Sommario/riassunto |
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2. |
Record Nr. |
UNINA9910254665403321 |
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Autore |
Guidolin Massimo |
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Titolo |
Transmission Channels of Financial Shocks to Stock, Bond, and Asset-Backed Markets : An Empirical Model / / by Massimo Guidolin, Viola Fabbrini, Manuela Pedio |
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Pubbl/distr/stampa |
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London : , : Palgrave Macmillan UK : , : Imprint : Palgrave Macmillan, , 2016 |
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ISBN |
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Edizione |
[1st ed. 2016.] |
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Descrizione fisica |
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1 online resource (x, 131 pages) : illustrations |
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Disciplina |
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Soggetti |
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Business enterprises - Finance |
Finance |
Financial services industry |
Macroeconomics |
Corporate Finance |
Financial Economics |
Financial Services |
Macroeconomics and Monetary Economics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references (pages 124-129) and index. |
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Nota di contenuto |
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1 The Background: Channels of Contagion in the US Financial Crisis; 2 Methodology; 3 The Data; 4 Estimates of Single-State VAR Models; 5 Results from Markov Switching Models; 6 Estimating and Disentangling the Contagion Channels; 7 Comparing the US and European Contagion Experiences; 8 Conclusions. |
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Sommario/riassunto |
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Researchers, policymakers and commentators have long debated the patterns through which adverse shocks in a few markets may quickly spread to a range of apparently disconnected financial markets causing widespread losses and turmoil. This book uses modern linear and non-linear econometric methods to characterize how shocks to the yield of risky fixed income securities, such as sub-prime asset-backed or low-credit rating sovereign bonds, are transmitted to the yields in other markets. These include equity and corporate bond markets as well as |
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relatively risk-free fixed income securities, such as highly rated asset-backed securities and sovereign bonds from core Eurozone countries. The authors analyse and compare the results from linear and non-linear models to identify and assess four distinct contagion channels characterizing both US and European financial markets. These include the correlated information, risk premium, flight-to-liquidity, and flight-to quality channels. The results of this study support the theory that both investors and policy-makers ought to pay special attention to liquidity and commonalities in the perceptions of the probabilities of default, as channels through which financial shocks propagate. |
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