1.

Record Nr.

UNINA9910959553403321

Autore

Flowers R. Barri

Titolo

Prostitution in the Digital Age : Selling Sex from the Suite to the Street / / R. Barri Flowers

Pubbl/distr/stampa

Westport, CT : , : Praeger, , 2011

London : , : Bloomsbury Publishing (UK), , 2023

ISBN

9798216002222

9786613053138

9781283053136

1283053136

9780313384615

0313384614

Edizione

[1st ed.]

Descrizione fisica

1 online resource (250 p.)

Classificazione

SOC004000LAW000000

Disciplina

363.4/40973

Soggetti

Criminology

Sex industry

Digital media

Prostitutes - United States

Prostitution - United States

Crime & criminology

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Bibliographic Level Mode of Issuance: Monograph

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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.

Sommario/riassunto

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



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.

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.