Autore	Santos Andre
Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (32 p.)
Altri autori (Persone)	Chan-LauJorge
Collana	IMF Working Papers
Soggetto topico	Corporations - Finance Default (Finance) Exports and Imports Finance: General Financial Risk Management Foreign Exchange Money and Monetary Policy International Financial Markets General Financial Markets: Government Policy and Regulation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Finance Monetary economics International economics Currency Foreign exchange Asset valuation Currency mismatches Currencies Debt default Exchange rates Asset-liability management Financial risk management Money Debts, External
ISBN	1-4623-4273-6 1-4527-7435-8 1-283-51638-1 9786613828835 1-4519-0982-9
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES""
Record Nr.	UNINA-9910826870503321

Autore	Merritt Matthew
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (27 p.)
Altri autori (Persone)	RoacheShaun
Collana	IMF Working Papers
Soggetto topico	Foreign exchange rates Foreign exchange market Banks and Banking Finance: General Foreign Exchange Investments: General Money and Monetary Policy Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Systems Standards Regimes Government and the Monetary System Payment Systems General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial services law & regulation Monetary economics Finance Macroeconomics Currency Foreign exchange Exchange rate risk Currencies Stock markets Return on investment Exchange rates Financial risk management Money Stock exchanges Saving and investment
ISBN	1-4623-9621-6 1-4527-4610-9 1-282-44794-7 1-4519-9116-9 9786613821140
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. INTRODUCTION""; ""II. PREVIOUS LITERATURE""; ""III. MODEL SPECIFICATION ""; ""IV. ESTIMATION""; ""V. DATA AND PRELIMINARY STATISTICS""; ""VI. MAIN RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr.	UNINA-9910788524003321

Autore	Lama Ruy
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica	1 online resource (53 p.)
Altri autori (Persone)	RabanalPau
Collana	IMF Working Papers
Soggetto topico	Monetary unions International trade Banks and Banking Exports and Imports Financial Risk Management Foreign Exchange Macroeconomics Money and Monetary Policy Monetary Policy Open Economy Macroeconomics International Policy Coordination and Transmission International Business Cycles Financial Aspects of Economic Integration Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International economics Finance Currency Foreign exchange Economic & financial crises & disasters Monetary economics Consumption Interest rate parity Real exchange rates Financial crises Economic integration National accounts Financial services Currencies Money Economics Interest rates
ISBN	1-4755-1226-0 1-4755-1225-2
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare
Record Nr.	UNINA-9910786481403321

Autore	Menkulasi Jeta
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (25 p.)
Altri autori (Persone)	ErasmusLodewyk LeichterJules
Collana	IMF Working Papers
Soggetto topico	Money - Liberia Dollar, American Banks and Banking Money and Monetary Policy Industries: Financial Services Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary economics Banking Currencies Dollarization Bank deposits Financial sector Monetary base Money Monetary policy Financial services Economic sectors Banks and banking Financial services industry Money supply
ISBN	1-4623-2551-3 1-4527-7732-2 9786612842597 1-4518-7185-6 1-282-84259-5
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; Table; 1. History of Currencies in Liberia; Figures; 1. International Comparison of Dollarization: Foreign Currency Deposits to; I. Macroeconomic Management in a Dollarized Economy; II. International Experience with Dedollarization; 2. Liberia: Real Effective Exchange Rate and CPI; Box; 1. Experience with Dedollarization; 3. Increases in dollarization: 2000-07; 4. Decreases in dollarization: 2000-07; III. Lessons and Policy Options for Liberia; IV. Conclusion; References; Appendix; I. Estimating the Degree of Dollarization in Liberia; Appendix Table; 1. Dollarization in Liberia Attachment1. Estimating US Dollars in Circulation
Record Nr.	UNINA-9910788340303321

Autore	Rosenberg Christoph
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica	1 online resource (26 p.)
Disciplina	332.15
Altri autori (Persone)	TirpákMarcel
Collana	IMF Working Papers IMF working paper
Soggetto topico	Loans, Foreign - Europe, Central - Econometric models Loans, Foreign - Europe, Eastern - Econometric models Exports and Imports Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Monetary economics Currency Foreign exchange International economics Currencies Exchange rates External debt Dollarization Money Debts, External Monetary policy
ISBN	1-4623-7093-4 1-4527-1275-1 9786612841248 1-282-84124-6 1-4518-7031-0
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; I. Introduction; II. Stylized Facts; III. Reasons for Foreign Currency Borrowing-Some Hypotheses; IV. Empirical Estimation; A. Model Structure and Data; B. Estimation Results; V. Conclusions; VI. References; APPENDIX I. Data Sources and Transformations; APPENDIX II. Model Specification and Robustness Tests
Record Nr.	UNINA-9910788233103321