1.

Record Nr.

UNINA9910480989703321

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

Pubbl/distr/stampa

Providence, Rhode Island : , : American Mathematical Society, , [2006]

©2006

ISBN

0-8218-8088-8

0-8218-3924-1

Descrizione fisica

1 online resource (270 p.)

Collana

Contemporary mathematics, , 0271-4132 ; ; volume 413

Disciplina

512/.22

Soggetti

Representations of groups

Representations of quantum groups

Affine algebraic groups

Representations of Lie algebras

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

""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""



2.

Record Nr.

UNINA9910962132803321

Autore

Hesse Heiko

Titolo

The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank

Pubbl/distr/stampa

Washington, D.C. : , : International Monetary Fund, , 2009

ISBN

9786612844126

9781462334575

1462334571

9781282844124

1282844121

9781451873535

1451873530

9781452736945

1452736944

Edizione

[1st ed.]

Descrizione fisica

28 p. : ill

Collana

IMF Working Papers

Altri autori (Persone)

FrankNathaniel

Disciplina

332.1;332.11

Soggetti

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



Money market

Money markets

Mortgages

Portfolio Choice

United States

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

"September 2009."

Nota di contenuto

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.

Sommario/riassunto

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.