Autore	Scott Alasdair
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	39 p. : ill
Altri autori (Persone)	RabanalPau KannanPrakash
Collana	IMF Working Papers
Soggetto topico	Assets (Accounting) - Prices Macroeconomics Monetary policy Exports and Imports Inflation Money and Monetary Policy Real Estate Price Level Deflation Housing Supply and Markets Current Account Adjustment Short-term Capital Movements Monetary Policy, Central Banking, and the Supply of Money and Credit: General Property & real estate International economics Monetary economics Asset prices Housing prices Current account balance Credit Prices Housing Balance of payments
ISBN	1-4623-1741-3 9786612844492 1-4518-7399-9 1-282-84449-0 1-4527-5409-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910788223403321

Autore	Scott Alasdair
Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	39 p. : ill
Disciplina	339.53091724
Altri autori (Persone)	RabanalPau KannanPrakash
Collana	IMF Working Papers
Soggetto topico	Assets (Accounting) - Prices Macroeconomics Monetary policy Exports and Imports Inflation Money and Monetary Policy Real Estate Price Level Deflation Housing Supply and Markets Current Account Adjustment Short-term Capital Movements Monetary Policy, Central Banking, and the Supply of Money and Credit: General Property & real estate International economics Monetary economics Asset prices Housing prices Current account balance Credit Prices Housing Balance of payments
ISBN	1-4623-1741-3 9786612844492 1-4518-7399-9 1-282-84449-0 1-4527-5409-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Intro -- Contents -- I. Introduction -- II. Asset Price Busts in the Modern Era -- A. Defining Asset Price Busts -- B. Patterns in macroeconomic Variables in the Run-Up to a Bust -- III. How Good are These Variables as Indicators of Asset Price Busts? -- IV. Macroeconomic Patterns Ahead of the Current Crisis -- A. The Role of Monetary Policy -- V. Conclusion -- References -- Data Appendix -- Tables -- 1. House Price and Stock Price Busts from 1970 to 2008 -- 2. Classification of Observations Based on variable Thresholds -- 3. Percentiles Used as Thresholds for Alarms -- 4. Marginal Probabilities Based on Probit Regressions -- Figures -- 1. Asset Price Busts -- 2. Selected Macroeconomic Variables Before and During House Price Busts -- 3. Selected Macroeconomic Variables Before and During Stock Price Busts -- 4. Selected Macroeconomic Variables Before and During High-Cost and Other House Price Busts, 1985-2008 -- 5. The Probability of an Asset Price Bust -- 6. The Failure of the Indicators to Predict an Asset Price Bust -- 7. Recent Developments in House and Stock Prices -- 8. Warning Signs for Recent House Price Busts -- 9. Macroeconomic Patterns Underlying Recent House Price Booms -- 10. Recent House Price Booms and Household Balance Sheets -- 11. Monetary Conditions Leading up to the Current Crisis -- 12. Inflation and Output for Advnaced Economies in Recent Years -- 13. House Prices and Monetary Conditions -- 14. Stock Prices and Monetary Conditions -- 15. Growth Rate of Nominal Credit Relative to GDP and Real Policy Rates -- 16. Selected Macroeconomic Variables Before and During House Price Busts -- 17. Selected Macroeconomic Variables Before and During Stock Price Busts.
Record Nr.	UNINA-9910812447203321

Autore	Chan-Lau Jorge
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (19 p.)
Collana	IMF Working Papers
Soggetto topico	Default (Finance) Risk management Financial Risk Management Investments: Bonds Investments: Stocks Macroeconomics Money and Monetary Policy International Financial Markets Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Price Level Inflation Deflation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Monetary economics Investment & securities Finance Credit default swap Bonds Asset prices Stocks Asset valuation Money Financial institutions Prices Asset and liability management Credit Asset-liability management
ISBN	1-4623-7503-0 1-4527-9353-0 1-283-51549-0 1-4519-0898-9 9786613827944
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. MARKET-BASED DEFAULT PROBABILITIES AND FINANCIAL SURVEILLANCE""; ""II. CREDIT DEFAULT SWAPS""; ""III. BONDS""; ""IV. EQUITY PRICES""; ""V. FROM RISK-NEUTRAL PROBABILITIES TO REAL-WORLD PROBABILITIES""; ""VI. CONCLUSIONS""; ""REFERENCES""
Record Nr.	UNINA-9910788405803321

Autore	Bolt Wilko
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (18 p.)
Altri autori (Persone)	TiemanAlexander
Collana	IMF Working Papers
Soggetto topico	Game theory Competition - Mathematical models Equilibrium (Economics) Banks and Banking Finance: General Macroeconomics Environmental Economics Price Level Inflation Deflation General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Environmental Economics: General Finance Banking Environmental economics Asset prices Competition Environment Prices Banks and banking Environmental sciences
ISBN	1-4623-3364-8 1-4527-9150-3 1-283-51256-4 1-4519-1015-0 9786613825018
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I Introduction""; ""II Defining the multi-stage game with endogenous discounting""; ""III Equilibrium analysis""; ""IV Finite horizon and equilibrium selection""; ""V An illustrative example""; ""VI Discussion and concluding remarks""; ""Appendix""; ""References""
Record Nr.	UNINA-9910788417103321

Autore	Han Linghui
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica	1 online resource (24 p.)
Altri autori (Persone)	LeeIl
Collana	IMF Working Papers
Soggetto topico	Liquidity (Economics) Monetary policy International finance Finance: General Macroeconomics Money and Monetary Policy Industries: Financial Services Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Investment Capital Intangible Capital Capacity Monetary Policy, Central Banking, and the Supply of Money and Credit: General Portfolio Choice Investment Decisions Price Level Inflation Deflation Financial Institutions and Services: General Macroeconomics: Consumption Saving Wealth Finance Monetary economics Liquidity Asset prices Monetary aggregates Financial sector Consumption Economics Prices Money supply Financial services industry
ISBN	1-4755-0968-5 1-4755-3789-1
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover; Contents; I. Introduction; II. Defining Liquidity and Optimality; III. Testing for Causality between Liquidity and Prices; IV. Relationship between liquidity and consumption; V. Summary and Conclusion; References; Annexes; A. Sources of Data and Estimation Results; B. Relationship Liquidity and Demand
Record Nr.	UNINA-9910779401403321