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1. |
Record Nr. |
UNINA9910480989703321 |
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Titolo |
Representations of algebraic groups, quantum groups, and Lie algebras : AMS-IMS-SIAM Joint Summer Research Conference, July 11-15, 2004, Snowbird Resort, Snowbird, Utah / / Georgia Benkart [and four others], editors |
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Pubbl/distr/stampa |
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Providence, Rhode Island : , : American Mathematical Society, , [2006] |
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©2006 |
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ISBN |
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0-8218-8088-8 |
0-8218-3924-1 |
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Descrizione fisica |
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1 online resource (270 p.) |
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Collana |
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Contemporary mathematics, , 0271-4132 ; ; volume 413 |
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Disciplina |
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Soggetti |
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Representations of groups |
Representations of quantum groups |
Affine algebraic groups |
Representations of Lie algebras |
Electronic books. |
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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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""Preface""; ""List of Talks""; ""List of Participants""; ""Extensions for finite groups of Lie type II: Filtering the truncated induction functor""; ""Algebras, representations and their derived categories over finite fields""; ""On localization of D-modules""; ""Representations of reduced enveloping algebras and cells in the affine Weyl group""; ""Nakajima's monomials and crystal bases""; ""A new Lie bialgebra structure on sl(2, 1)""; ""The Steinberg tensor product theorem for GL(m|n)""; ""Cyclotomic q-Schur algebras and Schur-Weyl duality"" |
""Geometric crystals and affine crystals""""Self-extensions for finite symplectic groups via algebraic groups""; ""Classification of finite dimensional simple Lie algebras in prime characteristics""; ""From quantum groups to unitary modular tensor categories""; ""A trip from representations of the Kronecker quiver to canonical bases of quantum affine algebras"" |
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2. |
Record Nr. |
UNINA9910962132803321 |
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Autore |
Hesse Heiko |
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Titolo |
The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank |
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Pubbl/distr/stampa |
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Washington, D.C. : , : International Monetary Fund, , 2009 |
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ISBN |
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9786612844126 |
9781462334575 |
1462334571 |
9781282844124 |
1282844121 |
9781451873535 |
1451873530 |
9781452736945 |
1452736944 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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Collana |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Banks and banking, Central |
Global Financial Crisis, 2008-2009 |
Subprime mortgage loans |
Liquidity (Economics) |
Monetary policy |
Banking |
Banks and Banking |
Banks and banking |
Banks |
Depository Institutions |
Economics |
Finance |
Finance: General |
General Financial Markets: General (includes Measurement and Data) |
Interbank markets |
Interbank rates |
Interest rates |
Interest Rates: Determination, Term Structure, and Effects |
International finance |
Investment Decisions |
Liquidity |
Micro Finance Institutions |
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Money market |
Money markets |
Mortgages |
Portfolio Choice |
United States |
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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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Nota di contenuto |
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Intro -- Contents -- I. Introduction -- II. Review of Developments and Policy Interventions -- III. Empirical Analysis -- IV. Bivariate GARCH Framework -- V. Policy Implications and Conclusions -- References -- Figures -- 1. U.S., U.K., and Euro Area Libor-OIS Spreads -- 2. Decomposition of U.S. and Euro Area Libor-OIS Spreads -- 3. Decomposition of Libor-OIS Spreads -- 4. Markov Switching Mean-Variance Model for Euro Area and U.S. Libor-OIS Spreads -- 5. Markov Switching ARCH Model for Euro Area and U.S. Libor-OIS Spreads -- 6. Impulse Response Functions of Bivariate VAR Model -- Tables -- 1. Markov Switching Parameters for Levels and Volatility Models -- 2. Bivariate VAR Model -- 3. Impact of Central Bank Interventions on LIBOR-OIS Spreads. |
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Sommario/riassunto |
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This paper provides evidence that central bank interventions had a statistically significant impact on easing stress in unsecured interbank markets during the first phase of the subprime crisis which began in July 2007. Extraordinary liquidity provisions, such as the Term Auction Facility by the Federal Reserve, are analyzed. First a decomposition of the Libor-OIS spread indicates that credit premia increased in importance as the crisis deepened. Second, using Markov switching models, central bank operations are then graphically associated with reductions in term funding stress. Finally, bivariate VAR and GARCH models are adopted to econometrically quantified these impacts. While helpful in compressing Libor spreads, the economic magnitudes of central interventions have overall not been very large. |
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