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Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres
Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres
Autore Kochanova Anna
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (46 p.)
Altri autori (Persone) CaceresCarlos
Collana IMF Working Papers
IMF working paper
Soggetto topico Economic policy
Economics
Banks and Banking
Money and Monetary Policy
Industries: Financial Services
Financial Risk Management
'Panel Data Models
Spatio-temporal Models'
Financial Aspects of Economic Integration
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Socialist Institutions and Their Transitions: Financial Economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
Banking
Monetary economics
Finance
Economic & financial crises & disasters
Foreign banks
Bank credit
Credit
Loans
Financial institutions
Money
Financial crises
Banks and banking
Banks and banking, Foreign
Exports and Imports
Finance: General
Macroeconomics
Public Finance
Criminology
Relation of Economics to Other Disciplines
Institutions and the Macroeconomy
Fiscal Policy
Corporate Finance and Governance: Government Policy and Regulation
Law and Economics: General (including Data Sources and Description)
Public Administration
Public Sector Accounting and Audits
Personal Income, Wealth, and Their Distributions
Bureaucracy
Administrative Processes in Public Organizations
Corruption
International Lending and Debt Problems
General Financial Markets: Government Policy and Regulation
Public finance & taxation
Corporate crime
white-collar crime
International economics
Fiscal risks
Personal income
Debt default
Financial soundness indicators
Fiscal policy
Income
Debts, External
Financial services industry
ISBN 1-4755-1820-X
1-4755-4247-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; CONTENTS; I. INTRODUCTION; II. DATA AND CONSTRUCTION OF THE MAIN VARIABLES; A. GOVERNANCE MEASURES; B. FISCAL STRESS INDICATOR (FSI); C. POLITICAL STRESS INDICATOR (PSI); D. OTHER VARIABLES; III. ESTIMATION METHODOLOGY AND MAIN RESULTS; A. ESTIMATION TECHNIQUE; B. ESTIMATION RESULTS; IV. DISCUSSION OF THE RESULTS; A. FISCAL STRESS; B. POLITICAL STRESS; V. CONCLUSION; REFERENCES; ANNEX I: DATA AND DESCRIPTIVE STATISTICS; ANNEX II: DATA SOURCES; ANNEX III: FISCAL AND POLITICAL STRESS EVENTS; ANNEX IV: GROUPING OF COUNTRIES BY REGION AND HYDROCARBON EXPORT; ANNEX V: ESTIMATION RESULTS
ANNEX VI: PREDICTED VALUES FROM STRESS EVENT MODEL
Record Nr. UNINA-9910779224603321
Kochanova Anna  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres
Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres
Autore Kochanova Anna
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (46 p.)
Disciplina 332.10973
Altri autori (Persone) CaceresCarlos
Collana IMF Working Papers
IMF working paper
Soggetto topico Economic policy
Economics
Banks and Banking
Money and Monetary Policy
Industries: Financial Services
Financial Risk Management
'Panel Data Models
Spatio-temporal Models'
Financial Aspects of Economic Integration
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Socialist Institutions and Their Transitions: Financial Economics
Monetary Policy, Central Banking, and the Supply of Money and Credit: General
Financial Crises
Banking
Monetary economics
Finance
Economic & financial crises & disasters
Foreign banks
Bank credit
Credit
Loans
Financial institutions
Money
Financial crises
Banks and banking
Banks and banking, Foreign
Exports and Imports
Finance: General
Macroeconomics
Public Finance
Criminology
Relation of Economics to Other Disciplines
Institutions and the Macroeconomy
Fiscal Policy
Corporate Finance and Governance: Government Policy and Regulation
Law and Economics: General (including Data Sources and Description)
Public Administration
Public Sector Accounting and Audits
Personal Income, Wealth, and Their Distributions
Bureaucracy
Administrative Processes in Public Organizations
Corruption
International Lending and Debt Problems
General Financial Markets: Government Policy and Regulation
Public finance & taxation
Corporate crime
white-collar crime
International economics
Fiscal risks
Personal income
Debt default
Financial soundness indicators
Fiscal policy
Income
Debts, External
Financial services industry
ISBN 1-4755-1820-X
1-4755-4247-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; CONTENTS; I. INTRODUCTION; II. DATA AND CONSTRUCTION OF THE MAIN VARIABLES; A. GOVERNANCE MEASURES; B. FISCAL STRESS INDICATOR (FSI); C. POLITICAL STRESS INDICATOR (PSI); D. OTHER VARIABLES; III. ESTIMATION METHODOLOGY AND MAIN RESULTS; A. ESTIMATION TECHNIQUE; B. ESTIMATION RESULTS; IV. DISCUSSION OF THE RESULTS; A. FISCAL STRESS; B. POLITICAL STRESS; V. CONCLUSION; REFERENCES; ANNEX I: DATA AND DESCRIPTIVE STATISTICS; ANNEX II: DATA SOURCES; ANNEX III: FISCAL AND POLITICAL STRESS EVENTS; ANNEX IV: GROUPING OF COUNTRIES BY REGION AND HYDROCARBON EXPORT; ANNEX V: ESTIMATION RESULTS
ANNEX VI: PREDICTED VALUES FROM STRESS EVENT MODEL
Record Nr. UNINA-9910813302403321
Kochanova Anna  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal
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
Lama Ruy  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal
Autore Lama Ruy
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica 1 online resource (53 p.)
Disciplina 332.152
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-9910814616103321
Lama Ruy  
Washington, D.C. : , : International Monetary Fund, , 2012
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Do Some Forms of Financial Flows Help Protect From Sudden Stops? / / Paolo Mauro, Andrei Levchenko
Do Some Forms of Financial Flows Help Protect From Sudden Stops? / / Paolo Mauro, Andrei Levchenko
Autore Mauro Paolo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (23 p.)
Altri autori (Persone) LevchenkoAndrei
Collana IMF Working Papers
Soggetto topico Capital movements
Investments, Foreign
Exports and Imports
Finance: General
Statistics
International Investment
Long-term Capital Movements
International Monetary Arrangements and Institutions
Financial Aspects of Economic Integration
Current Account Adjustment
Short-term Capital Movements
General Financial Markets: General (includes Measurement and Data)
International economics
Finance
Econometrics & economic statistics
Sudden stops
Foreign direct investment
Financial account
Emerging and frontier financial markets
Balance of payments statistics
Balance of payments
Financial markets
Economic and financial statistics
International finance
Financial services industry
ISBN 1-4623-6594-9
1-4527-8343-8
1-282-39196-8
9786613820396
1-4519-9313-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. BEHAVIOR OF DIFFERENT TYPES OF FINANCIAL FLOWS""; ""III. BEHAVIOR DURING SUDDEN STOPS IN FINANCIAL FLOWS""; ""IV. CONCLUSIONS AND POSSIBLE EXTENSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788520703321
Mauro Paolo  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Do Some Forms of Financial Flows Help Protect From Sudden Stops? / / Paolo Mauro, Andrei Levchenko
Do Some Forms of Financial Flows Help Protect From Sudden Stops? / / Paolo Mauro, Andrei Levchenko
Autore Mauro Paolo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (23 p.)
Altri autori (Persone) LevchenkoAndrei
Collana IMF Working Papers
Soggetto topico Capital movements
Investments, Foreign
Exports and Imports
Finance: General
Statistics
International Investment
Long-term Capital Movements
International Monetary Arrangements and Institutions
Financial Aspects of Economic Integration
Current Account Adjustment
Short-term Capital Movements
General Financial Markets: General (includes Measurement and Data)
International economics
Finance
Econometrics & economic statistics
Sudden stops
Foreign direct investment
Financial account
Emerging and frontier financial markets
Balance of payments statistics
Balance of payments
Financial markets
Economic and financial statistics
International finance
Financial services industry
ISBN 1-4623-6594-9
1-4527-8343-8
1-282-39196-8
9786613820396
1-4519-9313-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. BEHAVIOR OF DIFFERENT TYPES OF FINANCIAL FLOWS""; ""III. BEHAVIOR DURING SUDDEN STOPS IN FINANCIAL FLOWS""; ""IV. CONCLUSIONS AND POSSIBLE EXTENSIONS""; ""REFERENCES""
Record Nr. UNINA-9910809282303321
Mauro Paolo  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Eastern Caribbean Central Bank : : Challenges to an Effective Lender of Last Resort / / Pablo Druck, Mario Dehesa
The Eastern Caribbean Central Bank : : Challenges to an Effective Lender of Last Resort / / Pablo Druck, Mario Dehesa
Autore Druck Pablo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (20 p.)
Disciplina 332.11
Altri autori (Persone) DehesaMario
Collana IMF Working Papers
IMF working paper
Soggetto topico Lenders of last resort - Caribbean Area - Econometric models
Banks and banking - Caribbean Area - Econometric models
Financial crises - Caribbean Area - Econometric models
Banks and Banking
Exports and Imports
Finance: General
Financial Risk Management
Portfolio Choice
Investment Decisions
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Financial Aspects of Economic Integration
Financial Institutions and Services: Government Policy and Regulation
Finance
Banking
Financial services law & regulation
International economics
Economic & financial crises & disasters
Liquidity
Exchange rate risk
Monetary unions
Lender of last resort
Economics
Banks and banking
Financial risk management
ISBN 1-4623-8404-8
1-4527-0770-7
1-4518-7072-8
1-282-84165-3
9786612841651
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The LOLR Facility and its Monetary Effects; III. The ECCB's Institutional Architecture; IV. The Model; Tables; 1. Numerical Simulation of the Liquidity Assistance Model (Two Countries); Box; 1. The CFA Franc Arrangement; V. Conclusions; 2. Liquidity Assistance Model-Including Foreign Credit Line (FCL) (Two Countries); References
Record Nr. UNINA-9910788345903321
Druck Pablo  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Eastern Caribbean Central Bank : : Challenges to an Effective Lender of Last Resort / / Pablo Druck, Mario Dehesa
The Eastern Caribbean Central Bank : : Challenges to an Effective Lender of Last Resort / / Pablo Druck, Mario Dehesa
Autore Druck Pablo
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (20 p.)
Disciplina 332.11
Altri autori (Persone) DehesaMario
Collana IMF Working Papers
IMF working paper
Soggetto topico Lenders of last resort - Caribbean Area - Econometric models
Banks and banking - Caribbean Area - Econometric models
Financial crises - Caribbean Area - Econometric models
Banks and Banking
Exports and Imports
Finance: General
Financial Risk Management
Portfolio Choice
Investment Decisions
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Financial Aspects of Economic Integration
Financial Institutions and Services: Government Policy and Regulation
Finance
Banking
Financial services law & regulation
International economics
Economic & financial crises & disasters
Liquidity
Exchange rate risk
Monetary unions
Lender of last resort
Economics
Banks and banking
Financial risk management
ISBN 1-4623-8404-8
1-4527-0770-7
1-4518-7072-8
1-282-84165-3
9786612841651
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. The LOLR Facility and its Monetary Effects; III. The ECCB's Institutional Architecture; IV. The Model; Tables; 1. Numerical Simulation of the Liquidity Assistance Model (Two Countries); Box; 1. The CFA Franc Arrangement; V. Conclusions; 2. Liquidity Assistance Model-Including Foreign Credit Line (FCL) (Two Countries); References
Record Nr. UNINA-9910812132503321
Druck Pablo  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman
Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman
Autore De Nicolo Gianni
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (30 p.)
Altri autori (Persone) TiemanAlexander
Collana IMF Working Papers
Soggetto topico Fiscal policy - Europe - Econometric models
Finance - Europe - Econometric models
Banks and Banking
Finance: General
Industries: Financial Services
Macroeconomics
Financial Aspects of Economic Integration
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Insurance
Insurance Companies
Actuarial Studies
General Financial Markets: Government Policy and Regulation
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Personal Income, Wealth, and Their Distributions
Finance
Banking
Systemic risk
Stock markets
Financial integration
Insurance companies
Financial sector policy and analysis
Financial markets
Financial institutions
Personal income
National accounts
Financial risk management
Stock exchanges
Banks and banking
International finance
Income
ISBN 1-4623-4171-3
1-4527-0371-X
1-283-51309-9
9786613825544
1-4519-1009-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs""
""Table 5. Dependent Variables: Cross-Country Variance of Portfolios� DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES""
Record Nr. UNINA-9910788408903321
De Nicolo Gianni  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman
Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman
Autore De Nicolo Gianni
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (30 p.)
Altri autori (Persone) TiemanAlexander
Collana IMF Working Papers
Soggetto topico Fiscal policy - Europe - Econometric models
Finance - Europe - Econometric models
Banks and Banking
Finance: General
Industries: Financial Services
Macroeconomics
Financial Aspects of Economic Integration
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Insurance
Insurance Companies
Actuarial Studies
General Financial Markets: Government Policy and Regulation
General Financial Markets: General (includes Measurement and Data)
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Personal Income, Wealth, and Their Distributions
Finance
Banking
Systemic risk
Stock markets
Financial integration
Insurance companies
Financial sector policy and analysis
Financial markets
Financial institutions
Personal income
National accounts
Financial risk management
Stock exchanges
Banks and banking
International finance
Income
ISBN 1-4623-4171-3
1-4527-0371-X
1-283-51309-9
9786613825544
1-4519-1009-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs""
""Table 5. Dependent Variables: Cross-Country Variance of Portfolios� DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES""
Record Nr. UNINA-9910826087003321
De Nicolo Gianni  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui