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Rating change probabilities : an empirical analysis of sovereign ratings / / Alex Bergen
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  
Hamburg, Germany : , : Anchor Academic Publishing, , 2014
Materiale a stampa
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
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
Materiale a stampa
Lo trovi qui: Univ. Parthenope
Opac: Controlla la disponibilità qui
Real business cycles : a reader / edited by James E. Hartley, Kevin D. Hoover and Kevin D. Salyer
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
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Real effects of the subprime mortgage crisis : is it a demand or finance shock? / / Hui Tong and Shang-Jin Wei
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  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei
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  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei
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  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Recent Advances in Credit Risk Modeling / / Jose Gasha, Andre Santos, Jorge Chan-Lau, Carlos Medeiros, Marcos Souto, Christian Capuano
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  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Recenti teorie monetarie del ciclo / Bruno Foà
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  
Città di Castello : Tip. Leonardo Da Vinci, 1931
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Recession prevention handbook : eleven case studies, 1948-2007 / / Norman Frumkin
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  
London ; ; New York : , : Routledge, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Recession prevention handbook : eleven case studies, 1948-2007 / / Norman Frumkin
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  
London ; ; New York : , : Routledge, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui