Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Establishing Conversion Values for New Currency Unions : : Method and Application to the planned Gulf Cooperation Council (GCC) Currency Union / / Bassem Kamar, Jean-Etienne Carlotti, Russell Krueger
| Establishing Conversion Values for New Currency Unions : : Method and Application to the planned Gulf Cooperation Council (GCC) Currency Union / / Bassem Kamar, Jean-Etienne Carlotti, Russell Krueger |
| Autore | Kamar Bassem |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (60 p.) |
| Disciplina | 336.54 |
| Altri autori (Persone) |
CarlottiJean-Etienne
KruegerRussell |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary unions - Persian Gulf States
Currency question - Persian Gulf States Monetary policy - Persian Gulf States Foreign exchange rates - Persian Gulf States Dollar, American Exports and Imports Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Financial Aspects of Economic Integration Currency Foreign exchange Monetary economics International economics Currencies Monetary unions Real exchange rates Real effective exchange rates Exchange rates Money |
| ISBN |
1-4623-8502-8
1-4527-8739-5 9786612843945 1-4518-7331-X 1-282-84394-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Table of Contents; A. Introduction; B. Background; The Problem; The European Example; The Gulf Cooperation Council; African Unions; C. Methodology to Set Conversion Values; Step One - Identifying periods of equilibrium; Step Two - Measuring real exchange rate misalignments; Step Three - Adjustments to conversion rates; D. Application to the GCC Countries; Background: Approach of Kamar and Ben Naceur; Step One: The REER equilibrium approach to determine the equilibrium year; Step Two: The bilateral RER misalignment between each GCC currency and the US dollar forecasted until 2013
Step Three: Identifying the new conversion ratesE. Application to Other Currency Unions; F. Conclusions; G. Appendices; 1: Setting the Rates for Conversion into the Euro; 2: The Macro-Indicators Approach Applied to GCC Countries; 3: Overview of CGER Exchange Rate Assessment Methodologies; 4: CGER assessments of selected GCC exchange rates in recent years:; 5: RER Behavior Determinants; 6: Unit Root Tests for the Real Effective Exchange Rate (REER) Model; 7: OLS Estimations of the Short-run Determinants of the REER (Error- Correction Model) 8: Unit Root Tests for the Bilateral Real Exchange Rate (RER) Model9: OLS Estimations of the Short-run Determinants of the RER (Error- Correction Model); H. References |
| Record Nr. | UNINA-9910788228303321 |
Kamar Bassem
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Establishing Conversion Values for New Currency Unions : : Method and Application to the planned Gulf Cooperation Council (GCC) Currency Union / / Bassem Kamar, Jean-Etienne Carlotti, Russell Krueger
| Establishing Conversion Values for New Currency Unions : : Method and Application to the planned Gulf Cooperation Council (GCC) Currency Union / / Bassem Kamar, Jean-Etienne Carlotti, Russell Krueger |
| Autore | Kamar Bassem |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (60 p.) |
| Disciplina | 336.54 |
| Altri autori (Persone) |
CarlottiJean-Etienne
KruegerRussell |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary unions - Persian Gulf States
Currency question - Persian Gulf States Monetary policy - Persian Gulf States Foreign exchange rates - Persian Gulf States Dollar, American Exports and Imports Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Financial Aspects of Economic Integration Currency Foreign exchange Monetary economics International economics Currencies Monetary unions Real exchange rates Real effective exchange rates Exchange rates Money |
| ISBN |
1-4623-8502-8
1-4527-8739-5 9786612843945 1-4518-7331-X 1-282-84394-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Table of Contents; A. Introduction; B. Background; The Problem; The European Example; The Gulf Cooperation Council; African Unions; C. Methodology to Set Conversion Values; Step One - Identifying periods of equilibrium; Step Two - Measuring real exchange rate misalignments; Step Three - Adjustments to conversion rates; D. Application to the GCC Countries; Background: Approach of Kamar and Ben Naceur; Step One: The REER equilibrium approach to determine the equilibrium year; Step Two: The bilateral RER misalignment between each GCC currency and the US dollar forecasted until 2013
Step Three: Identifying the new conversion ratesE. Application to Other Currency Unions; F. Conclusions; G. Appendices; 1: Setting the Rates for Conversion into the Euro; 2: The Macro-Indicators Approach Applied to GCC Countries; 3: Overview of CGER Exchange Rate Assessment Methodologies; 4: CGER assessments of selected GCC exchange rates in recent years:; 5: RER Behavior Determinants; 6: Unit Root Tests for the Real Effective Exchange Rate (REER) Model; 7: OLS Estimations of the Short-run Determinants of the REER (Error- Correction Model) 8: Unit Root Tests for the Bilateral Real Exchange Rate (RER) Model9: OLS Estimations of the Short-run Determinants of the RER (Error- Correction Model); H. References |
| Record Nr. | UNINA-9910817624503321 |
|
Kamar Bassem
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal Discipline and Exchange Rate Regimes : : Evidence From the Caribbean / / Rupa Duttagupta, Guillermo Tolosa
| Fiscal Discipline and Exchange Rate Regimes : : Evidence From the Caribbean / / Rupa Duttagupta, Guillermo Tolosa |
| Autore | Duttagupta Rupa |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) | TolosaGuillermo |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy - Caribbean Area - Econometric models
Foreign exchange rates - Caribbean Area - Econometric models Exports and Imports Foreign Exchange Macroeconomics Public Finance Comparative or Joint Analysis of Fiscal and Monetary Policy Stabilization Treasury Policy International Monetary Arrangements and Institutions Fiscal Policy Financial Aspects of Economic Integration Currency Foreign exchange International economics Exchange rate arrangements Conventional peg Fiscal stance Fiscal policy Monetary unions Economic integration |
| ISBN |
1-4623-9016-1
1-4519-8633-5 1-282-39212-3 9786613820556 1-4519-0913-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. FIXED EXCHANGE RATES, CURRENCY UNIONS, AND FISCAL DISCIPLINE""; ""III. EMPIRICAL ANALYSIS""; ""IV. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788521403321 |
|
Duttagupta Rupa
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal Discipline and Exchange Rate Regimes : : Evidence From the Caribbean / / Rupa Duttagupta, Guillermo Tolosa
| Fiscal Discipline and Exchange Rate Regimes : : Evidence From the Caribbean / / Rupa Duttagupta, Guillermo Tolosa |
| Autore | Duttagupta Rupa |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) | TolosaGuillermo |
| Collana | IMF Working Papers |
| Soggetto topico |
Fiscal policy - Caribbean Area - Econometric models
Foreign exchange rates - Caribbean Area - Econometric models Exports and Imports Foreign Exchange Macroeconomics Public Finance Comparative or Joint Analysis of Fiscal and Monetary Policy Stabilization Treasury Policy International Monetary Arrangements and Institutions Fiscal Policy Financial Aspects of Economic Integration Currency Foreign exchange International economics Exchange rate arrangements Conventional peg Fiscal stance Fiscal policy Monetary unions Economic integration |
| ISBN |
1-4623-9016-1
1-4519-8633-5 1-282-39212-3 9786613820556 1-4519-0913-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. FIXED EXCHANGE RATES, CURRENCY UNIONS, AND FISCAL DISCIPLINE""; ""III. EMPIRICAL ANALYSIS""; ""IV. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910822787503321 |
|
Duttagupta Rupa
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
| Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko |
| Autore | De Nicolo Gianni |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (45 p.) |
| Disciplina |
332.1
332.10688 |
| Altri autori (Persone) | IvaschenkoIryna |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity (Economics)
Risk management Economic development Finance: General Financial Aspects of Economic Integration International Financial Markets Portfolio Choice Investment Decisions General Financial Markets: General (includes Measurement and Data) Finance Liquidity indicators Liquidity Stock markets Securities markets International liquidity Liquidity management Asset and liability management Financial markets Economics Stock exchanges Capital market International finance |
| ISBN |
1-4623-4266-3
1-4527-5512-4 1-282-84274-9 9786612842740 1-4518-7200-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Liquidity Indicators: Theory and Measurement; A. A simple model of liquidity; B. Measurement; III. Liquidity Indicators: Evidence; A. Data; B. Descriptive Statistics; 1. Global Liquidity Indicators; 2. G-7 Equity and Bond Liquidity Indicators; 3. Emerging Markets Liquidity Indicators: Latin America; 4. Emerging Markets Liquidity Indicators: Asia; 5. Emerging Markets Liquidity Indicators: Europe; 6. Liquidity Indicators: Mean and Standard Deviation; C. Dynamics and Co-Movements; 7. Liquidity Indicators: Trend Coefficients
1. Fixed Effect Panel Regressions 2. Liquidity Indicators: Dynamics of Cross Sectional Variances; 8. Liquidity Indicators: Correlations; D. Systemic Liquidity Shocks; 9. Indicators of Global Systemic Liquidity Shocks; 3. Bi-variate VAR of Global Equity and Bond Systemic Liquidity Shocks; IV. Liquidity and bond premiums; A. Advanced Economies; 4. Government Bond Spreads and Liquidity: Advanced Economies; B. Emerging Economies; 5. EMBI Spreads and Liquidity: Emerging Economies; V. Liquidity and growth opportunities; 6. Price-Earning (PE) Ratios and Liquidity; VI. Conclusion; References Footnotes |
| Record Nr. | UNINA-9910788346903321 |
|
De Nicolo Gianni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
| Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko |
| Autore | De Nicolo Gianni |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (45 p.) |
| Disciplina |
332.1
332.10688 |
| Altri autori (Persone) | IvaschenkoIryna |
| Collana | IMF Working Papers |
| Soggetto topico |
Liquidity (Economics)
Risk management Economic development Finance: General Financial Aspects of Economic Integration International Financial Markets Portfolio Choice Investment Decisions General Financial Markets: General (includes Measurement and Data) Finance Liquidity indicators Liquidity Stock markets Securities markets International liquidity Liquidity management Asset and liability management Financial markets Economics Stock exchanges Capital market International finance |
| ISBN |
1-4623-4266-3
1-4527-5512-4 1-282-84274-9 9786612842740 1-4518-7200-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Liquidity Indicators: Theory and Measurement; A. A simple model of liquidity; B. Measurement; III. Liquidity Indicators: Evidence; A. Data; B. Descriptive Statistics; 1. Global Liquidity Indicators; 2. G-7 Equity and Bond Liquidity Indicators; 3. Emerging Markets Liquidity Indicators: Latin America; 4. Emerging Markets Liquidity Indicators: Asia; 5. Emerging Markets Liquidity Indicators: Europe; 6. Liquidity Indicators: Mean and Standard Deviation; C. Dynamics and Co-Movements; 7. Liquidity Indicators: Trend Coefficients
1. Fixed Effect Panel Regressions 2. Liquidity Indicators: Dynamics of Cross Sectional Variances; 8. Liquidity Indicators: Correlations; D. Systemic Liquidity Shocks; 9. Indicators of Global Systemic Liquidity Shocks; 3. Bi-variate VAR of Global Equity and Bond Systemic Liquidity Shocks; IV. Liquidity and bond premiums; A. Advanced Economies; 4. Government Bond Spreads and Liquidity: Advanced Economies; B. Emerging Economies; 5. EMBI Spreads and Liquidity: Emerging Economies; V. Liquidity and growth opportunities; 6. Price-Earning (PE) Ratios and Liquidity; VI. Conclusion; References Footnotes |
| Record Nr. | UNINA-9910812137603321 |
|
De Nicolo Gianni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Institutions and the External Capital Structure of Countries / / Paolo Mauro, Andre Faria
| Institutions and the External Capital Structure of Countries / / Paolo Mauro, Andre Faria |
| Autore | Mauro Paolo |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (31 p.) |
| Altri autori (Persone) | FariaAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments, Foreign - Developing countries
Debts, External - Developing countries Stocks - Developing countries Financial crises - Developing countries Exports and Imports Investments: Stocks Money and Monetary Policy Natural Resources International Investment Long-term Capital Movements International Lending and Debt Problems Financial Aspects of Economic Integration Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Education: General Agricultural and Natural Resource Economics Environmental and Ecological Economics: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Investment & securities Education Environmental management Monetary economics Foreign direct investment Stocks Natural resources Bank credit Balance of payments Financial institutions Environment Money Investments, Foreign Credit |
| ISBN |
1-4623-9001-3
1-4527-0260-8 1-283-55441-0 9786613866868 1-4519-2031-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EXISTING THEORIES AND HYPOTHESES""; ""III. EMPIRICAL ANALYSIS""; ""IV. CONCLUSION""; ""Sources and Description of the Variables""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788691403321 |
|
Mauro Paolo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Institutions and the External Capital Structure of Countries / / Paolo Mauro, Andre Faria
| Institutions and the External Capital Structure of Countries / / Paolo Mauro, Andre Faria |
| Autore | Mauro Paolo |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (31 p.) |
| Altri autori (Persone) | FariaAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments, Foreign - Developing countries
Debts, External - Developing countries Stocks - Developing countries Financial crises - Developing countries Exports and Imports Investments: Stocks Money and Monetary Policy Natural Resources International Investment Long-term Capital Movements International Lending and Debt Problems Financial Aspects of Economic Integration Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Education: General Agricultural and Natural Resource Economics Environmental and Ecological Economics: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Investment & securities Education Environmental management Monetary economics Foreign direct investment Stocks Natural resources Bank credit Balance of payments Financial institutions Environment Money Investments, Foreign Credit |
| ISBN |
1-4623-9001-3
1-4527-0260-8 1-283-55441-0 9786613866868 1-4519-2031-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. EXISTING THEORIES AND HYPOTHESES""; ""III. EMPIRICAL ANALYSIS""; ""IV. CONCLUSION""; ""Sources and Description of the Variables""; ""REFERENCES"" |
| Record Nr. | UNINA-9910823056403321 |
|
Mauro Paolo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder
| The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder |
| Autore | Cerutti Eugenio |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | SchmiederChristian |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models Banks and Banking Finance: General International Lending and Debt Problems Financial Aspects of Economic Integration International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Banking Finance Financial services law & regulation Stress testing Countercyclical capital buffers International banking Foreign banks Financial sector policy and analysis Financial regulation and supervision Financial institutions Capital adequacy requirements Cross-border banking Financial services Banks and banking Financial risk management Asset requirements International finance Banks and banking, Foreign |
| ISBN |
1-4755-6196-2
1-4755-6059-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I. Introduction; II. The Recent Evolution in Bank Stress Tests; III. A Combined Unconsolidated/Consolidated Stress Test Approach; Figure; 1. Conceptual Difference between 'Traditional' Stress Test and Stress Tests Taking into Account Group Structures; IV. Quantifying the Potential Bias of not Using a Combined Approach; 2. Banks' Geographical Distributions; 3. Banks' share of Profits and Capital Outside EU; 4. Partial and Full Ring Fencing Adjustments; V. Conclusions; References; Annex I - Mapping Bank Groups |
| Record Nr. | UNINA-9910779641203321 |
|
Cerutti Eugenio
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder
| The Need for "Un-consolidating" Consolidated Banks' Stress Tests / / Eugenio Cerutti, Christian Schmieder |
| Autore | Cerutti Eugenio |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 332.1;332.152 |
| Altri autori (Persone) | SchmiederChristian |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, International - Risk management - Econometric models
Banks and banking - Risk management - Econometric models Banks and Banking Finance: General International Lending and Debt Problems Financial Aspects of Economic Integration International Financial Markets Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation Banking Finance Financial services law & regulation Stress testing Countercyclical capital buffers International banking Foreign banks Financial sector policy and analysis Financial regulation and supervision Financial institutions Capital adequacy requirements Cross-border banking Financial services Banks and banking Financial risk management Asset requirements International finance Banks and banking, Foreign |
| ISBN |
1-4755-6196-2
1-4755-6059-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover; Contents; I. Introduction; II. The Recent Evolution in Bank Stress Tests; III. A Combined Unconsolidated/Consolidated Stress Test Approach; Figure; 1. Conceptual Difference between 'Traditional' Stress Test and Stress Tests Taking into Account Group Structures; IV. Quantifying the Potential Bias of not Using a Combined Approach; 2. Banks' Geographical Distributions; 3. Banks' share of Profits and Capital Outside EU; 4. Partial and Full Ring Fencing Adjustments; V. Conclusions; References; Annex I - Mapping Bank Groups |
| Record Nr. | UNINA-9910809624803321 |
|
Cerutti Eugenio
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
