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1. |
Record Nr. |
UNINA9910959553403321 |
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Autore |
Flowers R. Barri |
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Titolo |
Prostitution in the Digital Age : Selling Sex from the Suite to the Street / / R. Barri Flowers |
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Pubbl/distr/stampa |
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Westport, CT : , : Praeger, , 2011 |
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London : , : Bloomsbury Publishing (UK), , 2023 |
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ISBN |
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9798216002222 |
9786613053138 |
9781283053136 |
1283053136 |
9780313384615 |
0313384614 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (250 p.) |
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Classificazione |
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Disciplina |
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Soggetti |
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Criminology |
Sex industry |
Digital media |
Prostitutes - United States |
Prostitution - United States |
Crime & criminology |
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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 and index. |
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Nota di contenuto |
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pt. 1. Commercial sexual exploitation in the 21st century -- pt. 2. Commercial sex trade industry -- pt. 3. Females plying sexual services -- pt. 4. Males involved in the sex trade industry. |
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Sommario/riassunto |
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This candid book reveals the enormity of the commercial sex-for-sale industry in the modern era. For those without direct experience with the seamy, real-life world of prostitution, it can be easy to accept the glamorized depictions of the sex-for-sale industry as it is often portrayed in fiction and Hollywood or sensationalized in the media. In reality, the business of sexual exploitation such as prostitution, sex trafficking, pornography, and sex tourism is far from attractive. This latest book from literary criminologist R. Barri Flowers updates the |
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subject of prostitution for the 21st century, explaining why the commercial sex trade industry continues to flourish and exploring its proliferation in the digital world of the Internet, cell phones, and text messaging. The grim ramifications of prostitution-such as victimization, substance abuse, HIV, arrest, or even death-are addressed. Careful attention has also been paid to the various individuals involved: those who are prostituted (female and male), customers, pimps, traffickers, and other players in the sex trade. |
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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) |
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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 |
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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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