01327nam--2200421---450-99000311999020331620080617133808.0978-88-7581-020-7000311999USA01000311999(ALEPH)000311999USA0100031199920080617h2008----km-y0itay50------baitaITa---||||001yy<<Le>> lingue tedescheper una descrizione sociolinguisticaEva Maria Thüne, Irmgard Elter, Simona Leonardi4. ed.BariB. A. Graphis2008V, 218 p.20 cm<<Gli>> strumentiSerie rossa42001<<Gli>> strumentiSerie rossaLingua tedescaSociologiaBNCF306.440943THÜNE,E.-M.601629ELTER,I.601630LEONARDI,S.39321ITsalbcISBD990003119990203316VII.2.D. 338209265 L.M.VII.2.00067196VII.2.D. 338a209266 L.M.VII.2.00067201VII.2.D. 338b209267 L.M.VII.2.00067206BKUMAPAOLA9020080617USA011333PAOLA9020080617USA011338Lingue tedesche1020109UNISA01504nam 2200445 450 99646674070331620220818003747.0981-16-6654-7(MiAaPQ)EBC6804329(Au-PeEL)EBL6804329(CKB)19414338200041(OCoLC)1285941871(PPN)258845198(EXLCZ)991941433820004120220818d2021 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierSolvable one-dimensional multi-state models for statistical and quantum mechanics /Rajendran Saravanan and Aniruddha ChakrabortySingapore :Springer,[2021]©20211 online resource (186 pages)Print version: Saravanan, Rajendran Solvable One-Dimensional Multi-State Models for Statistical and Quantum Mechanics Singapore : Springer Singapore Pte. Limited,c2021 9789811666537 Includes bibliographical references and index.PhysicsSciencePhysics.Science.810.9356Saravanan Rajendran1052134Chakraborty AniruddhaMiAaPQMiAaPQMiAaPQBOOK996466740703316Solvable One-Dimensional Multi-State Models for Statistical and Quantum Mechanics2483102UNISA01527nam1 22003253i 450 PUV082753320231121125619.020140428f1924 ||||0itac50 bafrebez01i xxxe z01nAlbum d'inscriptions attiques d'epoque imperialeavec notes, corrections et ineditspar Paul GraindorGandVan RysselbergheParisE. Champion1924-volumi25 cmRecueil de travauxpubliés par la Faculté de philosophie et lettres de l'Université de Gand53-54001SBL06809922001 Recueil de travauxpubliés par la Faculté de philosophie et lettres de l'Université de Gand53-5471201Rijksuniversiteit <Gent> : Faculteit van de letteren en wijsbegeerteSBLV103990001PUV08275352001 ˜1: œTextepar Paul Graindor1001PUV08275362001 ˜[2]: œPlanchespar Paul Graindor2411.7Sistemi di scrittura delle forme standard delle lingue. Paleografia ed epigrafia.22Graindor, PaulPUVV107242070204104ITIT-0120140428IT-FR0017 Biblioteca umanistica Giorgio ApreaFR0017 NPUV0827533Biblioteca umanistica Giorgio Aprea 52S.SIJ. FE1 Gra.AIA.1 52S.SIJ. FE1 Gra.AIA.22 52Album d'inscriptions attiques d'epoque imperiale3614459UNICAS05328oam 22012854 450 991013670870332120250426110040.097814755430631475543069(CKB)3710000000907180(MiAaPQ)EBC4723283(IMF)WPIEA2016195WPIEA2016195(EXLCZ)99371000000090718020020129d2016 uf 0engurcnu||||||||rdacontentrdamediardacarrierU.S. Monetary Policy Normalization and Global Interest Rates /Carlos Caceres, Yan Carriere-Swallow, Ishak Demir, Bertrand GrussWashington, D.C. :International Monetary Fund,2016.1 online resource (47 pages) illustrations, tablesIMF Working Papers9781475543056 1475543050 9781475543247 1475543247 Includes bibliographical references.As the Federal Reserve continues to normalize its monetary policy, this paper studies the impact of U.S. interest rates on rates in other countries. We find a modest but nontrivial pass-through from U.S. to domestic short-term interest rates on average. We show that, to a large extent, this comovement reflects synchronized business cycles. However, there is important heterogeneity across countries, and we find evidence of limited monetary autonomy in some cases. The co-movement of longer term interest rates is larger and more pervasive. We distinguish between U.S. interest rate movements that surprise markets versus those that are anticipated, and find that most countries receive greater spillovers from the former. We also distinguish between movements in the U.S. term premium and the expected path of risk-free rates, concluding that countries respond differently to these shocks. Finally, we explore the determinants of monetary autonomy and find strong evidence for the role of exchange rate flexibility, capital account openness, but also for other factors, such as dollarization of financial system liabilities, and the credibility of fiscal and monetary policy.IMF Working Papers; Working Paper ;No. 2016/195Monetary policyUnited StatesInterest ratesUnited StatesBusiness cyclesUnited StatesBanks and BankingimfForeign ExchangeimfMacroeconomicsimfEstimationimfSimulation MethodsimfBusiness FluctuationsimfCyclesimfInterest Rates: Determination, Term Structure, and EffectsimfMoney and Interest Rates: Forecasting and SimulationimfMonetary PolicyimfCentral Banks and Their PoliciesimfInternational Business CyclesimfBanksimfDepository InstitutionsimfMicro Finance InstitutionsimfMortgagesimfExternalitiesimfFinanceimfCurrencyimfForeign exchangeimfBankingimfLong term interest ratesimfYield curveimfShort term interest ratesimfExchange rate flexibilityimfFinancial servicesimfSpilloversimfFinancial sector policy and analysisimfInterest ratesimfBanks and bankingimfInternational financeimfUnited StatesimfMonetary policyInterest ratesBusiness cyclesBanks and BankingForeign ExchangeMacroeconomicsEstimationSimulation MethodsBusiness FluctuationsCyclesInterest Rates: Determination, Term Structure, and EffectsMoney and Interest Rates: Forecasting and SimulationMonetary PolicyCentral Banks and Their PoliciesInternational Business CyclesBanksDepository InstitutionsMicro Finance InstitutionsMortgagesExternalitiesFinanceCurrencyForeign exchangeBankingLong term interest ratesYield curveShort term interest ratesExchange rate flexibilityFinancial servicesSpilloversFinancial sector policy and analysisInterest ratesBanks and bankingInternational finance332.4973Caceres Carlos882223Carriere-Swallow Yan1450031Demir Ishak1451145Gruss Bertrand1151118DcWaIMFBOOK9910136708703321U.S. Monetary Policy Normalization and Global Interest Rates3651075UNINA