Rating change probabilities : an empirical analysis of sovereign ratings / / Alex Bergen |
Autore | Bergen Alex |
Pubbl/distr/stampa | Hamburg, Germany : , : Anchor Academic Publishing, , 2014 |
Descrizione fisica | 1 online resource (50 p.) |
Disciplina | 338.542 |
Soggetto topico |
Financial crises - History
Debts, External - History Economic stabilization - History |
ISBN | 3-95489-656-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910825594603321 |
Bergen Alex
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Hamburg, Germany : , : Anchor Academic Publishing, , 2014 | ||
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Lo trovi qui: Univ. Federico II | ||
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Real business cycles : a reader / edited by James E. Hartley, Kevin D. Hoover and Kevin D. Salyer |
Pubbl/distr/stampa | London; New York : Routledge, 1998 |
Descrizione fisica | XIII, 669 p. ; 25 cm |
Disciplina | 338.542 |
Soggetto non controllato | Cicli economiciSaggi |
ISBN |
0415165687
0415171547 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Titolo uniforme | |
Record Nr. | UNIPARTHENOPE-000020822 |
London; New York : Routledge, 1998 | ||
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Lo trovi qui: Univ. Parthenope | ||
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Real business cycles : a reader / edited by James E. Hartley, Kevin D. Hoover and Kevin D. Salyer |
Pubbl/distr/stampa | London ; New York : Routledge, 1998 |
Descrizione fisica | XIII, 669 p. ; 25 cm |
Disciplina | 338.542 |
Soggetto non controllato | Cicli economici |
ISBN | 0-415-17154-7 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-990007443220403321 |
London ; New York : Routledge, 1998 | ||
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Lo trovi qui: Univ. Federico II | ||
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Real effects of the subprime mortgage crisis : is it a demand or finance shock? / / Hui Tong and Shang-Jin Wei |
Autore | Tong Hui |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (39 p.) |
Disciplina | 338.542 |
Altri autori (Persone) | WeiShang-Jin |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
Record Nr. | UNINA-9910463622203321 |
Tong Hui
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei |
Autore | Tong Hui |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (39 p.) |
Disciplina | 338.542 |
Altri autori (Persone) | WeiShang-Jin |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States Finance: General Investments: Stocks Macroeconomics Price Level Inflation Deflation Portfolio Choice Investment Decisions Commodity Markets Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Asset prices Liquidity Commodity prices Stocks Liquidity indicators Prices Economics |
ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
Record Nr. | UNINA-9910788233203321 |
Tong Hui
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei |
Autore | Tong Hui |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (39 p.) |
Disciplina | 338.542 |
Altri autori (Persone) | WeiShang-Jin |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States Finance: General Investments: Stocks Macroeconomics Price Level Inflation Deflation Portfolio Choice Investment Decisions Commodity Markets Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Asset prices Liquidity Commodity prices Stocks Liquidity indicators Prices Economics |
ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
Record Nr. | UNINA-9910813692103321 |
Tong Hui
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Recent Advances in Credit Risk Modeling / / Jose Gasha, Andre Santos, Jorge Chan-Lau, Carlos Medeiros, Marcos Souto, Christian Capuano |
Autore | Gasha Jose |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (33 p.) |
Disciplina | 338.542 |
Altri autori (Persone) |
SantosAndre
Chan-LauJorge MedeirosCarlos SoutoMarcos CapuanoChristian |
Collana | IMF Working Papers |
Soggetto topico |
Credit - Management - Mathematical models
Risk management Banks and Banking Financial Risk Management Investments: Options Macroeconomics Money and Monetary Policy Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill International Financial Markets Price Level Inflation Deflation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Financial services law & regulation Monetary economics Credit risk Asset valuation Asset prices Options Credit Financial risk management Asset-liability management Prices Derivative securities |
ISBN |
1-4623-7897-8
1-4527-8235-0 1-4518-7309-3 9786612843754 1-282-84375-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Structural Models; A. Single-Issuer Default Risk; B. Distance-to-Default: Variations on a Theme; Figure; 1. Dah-Sing Bank: Distance-to-Default; C. Portfolio Credit Risk Models; III. Reduced-Form Models; A. Structural and Reduced-Form Models: Reconciliation Attempts; Boxes; 1. Compensators and Pricing Trends: Some Definitions-Elizalde (2006); B. Some Models; C. Nonlinear Filtering; 2. The Modeling Strategy of Frey, Schmidt, Gabih (2007); IV. Other Innovations in the Modeling of Credit Risk; A. Default Correlation Using Copulas and Other Recent Approaches
B. Pricing of Credit Index Options C. Distressed Debt Prices and Recovery Rate Estimation; V. Conclusions; Appendix; Filtration and the Pricing of Credit Index Options; References |
Record Nr. | UNINA-9910828972603321 |
Gasha Jose
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Recenti teorie monetarie del ciclo / Bruno Foà |
Autore | Foà, Bruno |
Pubbl/distr/stampa | Città di Castello : Tip. Leonardo Da Vinci, 1931 |
Descrizione fisica | 27 p. ; 24 cm |
Disciplina | 338.542 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Collezione |
Lingua di pubblicazione | ita |
Record Nr. | UNINA-990006964540403321 |
Foà, Bruno
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Città di Castello : Tip. Leonardo Da Vinci, 1931 | ||
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Lo trovi qui: Univ. Federico II | ||
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Recession prevention handbook : eleven case studies, 1948-2007 / / Norman Frumkin |
Autore | Frumkin Norman |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2015 |
Descrizione fisica | 1 online resource (409 p.) |
Disciplina | 338.542 |
Soggetto topico |
United States - Economic policy - 20th century
Recessions - United States Economic indicators - United States Business & Economics Economic Theory |
Soggetto genere / forma | Electronic books. |
ISBN |
1-315-69912-5
1-317-45490-1 1-78034-594-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Cover ""; ""Half Title""; ""Title Page""; ""Copyright Page""; ""Dedication""; ""Table of Contents ""; ""List of Figures""; ""List of Tables""; ""Preface""; ""1. Characteristics of Recessions""; ""Business Cycles and Recessions""; ""A Proposed New Definition of Economic Downturns""; ""Frequency of Recessions Since the Early 1980s""; ""Severity of Recessions""; ""Jobless Recoveries from Recent Recessions""; ""Failure to Forecast Recessions and Its Policy Implications""; ""2. The Recession of 1948-49""
""Backlog of Household Durable Goods, Housing, and Business Capital Needs at the End of 1947""""Inflation at the End of 1947""; ""Overview of the Economy During 1948""; ""Economic Indicators in Real Time During 1948""; ""Note on National Defense""; ""Assessment of Economic Policies Preceding the 1948-49 Recession""; ""Appendix 2.1. The Economy Before 1948""; ""3. The Recession of 1953-54""; ""Korean War and the Economy""; ""Federal Reserve Policy Change""; ""Economic Indicators in Real Time During 1952-53""; ""Note on National Defense""; ""Federal Government Fiscal Position"" ""Assessment of Economic Policies Preceding the 1953-54 Recession""""4. The Recession of 1957-58""; ""Economic Indicators in Real Time During 1956-57""; ""Assessment of Economic Policies Preceding the 1957-58 Recession""; ""5. The Recession of 1960-61""; ""Economic Indicators in Real Time During 1959-60""; ""Assessment of Economic Policies Preceding the 1960-61 Recession""; ""6. The Recession of 1969-70""; ""Fiscal Policy and the Vietnam War""; ""Definition of Full Employment""; ""Economic Indicators in Real Time During 1968-69"" ""Assessment of Economic Policies Preceding the 1969-70 Recession""""7. The Recession of 1973-75""; ""Economic Policy Changes of August 15, 1971""; ""Economic Indicators in Real Time During 1972-73""; ""Assessment of Economic Policies Preceding the 1973-75 Recession""; ""8. The Recession of 1980""; ""Productivity Slowdown""; ""Iranian Revolution""; ""Decline in the Foreign Exchange Value of the Dollar""; ""Economic Indicators in Real Time During 1978-79""; ""Assessment of Economic Policies Preceding the 1980 Recession""; ""9. The Recession of 1981-82"" ""Effect of the 1980 Recession on Subsequent Inflation""""Economic Recovery Tax Act of 1981 and the 1981-82 Recession""; ""Economic Indicators in Real Time During 1980-81""; ""Assessment of Economic Policies Preceding the 1981-82 Recession""; ""10. The Recession of 1990-91""; ""International Events""; ""Value of the Dollar""; ""Federal Government Regulations""; ""Natural Disasters""; ""Savings and Loan Associations Failures""; ""Stock Market Crash of 1987""; ""Fiscal Policy""; ""Economic Indicators in Real Time During 1989-1990"" ""Assessment of Economic Policies Preceding the 1990-91 Recession"" |
Record Nr. | UNINA-9910464169403321 |
Frumkin Norman
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London ; ; New York : , : Routledge, , 2015 | ||
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Lo trovi qui: Univ. Federico II | ||
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Recession prevention handbook : eleven case studies, 1948-2007 / / Norman Frumkin |
Autore | Frumkin Norman |
Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2015 |
Descrizione fisica | 1 online resource (409 p.) |
Disciplina | 338.542 |
Soggetto topico |
United States - Economic policy - 20th century
Recessions - United States Economic indicators - United States Business & Economics Economic Theory |
ISBN |
1-315-69912-5
1-317-45490-1 1-78034-594-1 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""Cover ""; ""Half Title""; ""Title Page""; ""Copyright Page""; ""Dedication""; ""Table of Contents ""; ""List of Figures""; ""List of Tables""; ""Preface""; ""1. Characteristics of Recessions""; ""Business Cycles and Recessions""; ""A Proposed New Definition of Economic Downturns""; ""Frequency of Recessions Since the Early 1980s""; ""Severity of Recessions""; ""Jobless Recoveries from Recent Recessions""; ""Failure to Forecast Recessions and Its Policy Implications""; ""2. The Recession of 1948-49""
""Backlog of Household Durable Goods, Housing, and Business Capital Needs at the End of 1947""""Inflation at the End of 1947""; ""Overview of the Economy During 1948""; ""Economic Indicators in Real Time During 1948""; ""Note on National Defense""; ""Assessment of Economic Policies Preceding the 1948-49 Recession""; ""Appendix 2.1. The Economy Before 1948""; ""3. The Recession of 1953-54""; ""Korean War and the Economy""; ""Federal Reserve Policy Change""; ""Economic Indicators in Real Time During 1952-53""; ""Note on National Defense""; ""Federal Government Fiscal Position"" ""Assessment of Economic Policies Preceding the 1953-54 Recession""""4. The Recession of 1957-58""; ""Economic Indicators in Real Time During 1956-57""; ""Assessment of Economic Policies Preceding the 1957-58 Recession""; ""5. The Recession of 1960-61""; ""Economic Indicators in Real Time During 1959-60""; ""Assessment of Economic Policies Preceding the 1960-61 Recession""; ""6. The Recession of 1969-70""; ""Fiscal Policy and the Vietnam War""; ""Definition of Full Employment""; ""Economic Indicators in Real Time During 1968-69"" ""Assessment of Economic Policies Preceding the 1969-70 Recession""""7. The Recession of 1973-75""; ""Economic Policy Changes of August 15, 1971""; ""Economic Indicators in Real Time During 1972-73""; ""Assessment of Economic Policies Preceding the 1973-75 Recession""; ""8. The Recession of 1980""; ""Productivity Slowdown""; ""Iranian Revolution""; ""Decline in the Foreign Exchange Value of the Dollar""; ""Economic Indicators in Real Time During 1978-79""; ""Assessment of Economic Policies Preceding the 1980 Recession""; ""9. The Recession of 1981-82"" ""Effect of the 1980 Recession on Subsequent Inflation""""Economic Recovery Tax Act of 1981 and the 1981-82 Recession""; ""Economic Indicators in Real Time During 1980-81""; ""Assessment of Economic Policies Preceding the 1981-82 Recession""; ""10. The Recession of 1990-91""; ""International Events""; ""Value of the Dollar""; ""Federal Government Regulations""; ""Natural Disasters""; ""Savings and Loan Associations Failures""; ""Stock Market Crash of 1987""; ""Fiscal Policy""; ""Economic Indicators in Real Time During 1989-1990"" ""Assessment of Economic Policies Preceding the 1990-91 Recession"" |
Record Nr. | UNINA-9910789478003321 |
Frumkin Norman
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London ; ; New York : , : Routledge, , 2015 | ||
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Lo trovi qui: Univ. Federico II | ||
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