1.

Record Nr.

UNINA9910464571603321

Autore

De Nicoló Gianni

Titolo

Economic integration and financial stability [[electronic resource] ] : a European perspective / / prepared by Gianni De Nicolò and Alexander Tieman

Pubbl/distr/stampa

[Washington, D.C.], : International Monetary Fund, 2006

ISBN

1-4623-4171-3

1-4527-0371-X

1-283-51309-9

9786613825544

1-4519-1009-6

Descrizione fisica

1 online resource (30 p.)

Collana

IMF working paper ; ; WP/06/296

Altri autori (Persone)

TiemanAlexander F

Soggetti

Fiscal policy - Europe - Econometric models

Finance - Europe - Econometric models

Electronic books.

Europe Economic integration Econometric models

Europe Economic conditions Econometric models

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"December 2006."

Nota di bibliografia

Includes bibliographical references (p. 26-28).

Nota di contenuto

""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs""

""Table 5. Dependent Variables: Cross-Country Variance of Portfolios� DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES""