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The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal
| The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal |
| Autore | Jain-Chandra Sonali |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.095 |
| Altri autori (Persone) | UnsalFiliz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Asia
Capital movements - Asia Banks and Banking Exports and Imports Interest Rates: Determination, Term Structure, and Effects Monetary Policy Open Economy Macroeconomics International Investment Long-term Capital Movements Finance Banking International economics Long term interest rates Yield curve Central bank policy rate Short term interest rates Capital inflows Financial services Balance of payments Interest rates Capital movements |
| ISBN |
1-4755-1660-6
1-4755-7971-3 1-283-86686-2 1-4755-2195-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Methodological Considerations; A. Generalized Dynamic Factor Model; Figures; 1. Secondary Market Yield of 10-Year Government Bond; B. Structural Vector Autoregression; III. Are Local Bond Yields in Asia Driven by External or Domestic Factors?--Empirical Results; 2. The Estimated Common Factor and U.S. 10-Year Bond Yield and the VIX; 3. Contributions of U.S. 10-Year Yield and VIX to Estimated Common Factor; 4. Variance Decomposition of Domestic 10-Year Yield by Sources During 2005-10
5. Contribution of U.S. Long-Term Interest Rates to Variance of Domestic Yields by Maturity 6. Importance of U.S. Interest Rate and Capital Account Openness; IV. Which Interest Rates Matter More for Monetary Transmission Mechanism?; 7. Variance Decomposition of Industrial Production in Response to Shocks to Domestic Interest Rates; V. The Monetary Transmission Mechanism Under Large Capital Flows; 8. Short-Term Corporate Debt; VI. Conclusion; 9. Effect of Capital Flows on Monetary Transmission Mechanism; References |
| Record Nr. | UNINA-9910816523103321 |
Jain-Chandra Sonali
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Effects of Capital Flow Liberalization : : What is the Evidence from Recent Experiences of Emerging Market Economies? / / Tahsin Saadi Sedik, Tao Sun
| Effects of Capital Flow Liberalization : : What is the Evidence from Recent Experiences of Emerging Market Economies? / / Tahsin Saadi Sedik, Tao Sun |
| Autore | Saadi Sedik Tahsin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Altri autori (Persone) | SunTao |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Capital movements - Developing countries
Economic development - Developing countries Banks and Banking Exports and Imports Finance: General 'Panel Data Models Spatio-temporal Models' Current Account Adjustment Short-term Capital Movements General Financial Markets: Government Policy and Regulation Other Economic Systems: Public Economics Financial Economics International Investment Long-term Capital Movements Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects International economics Financial services law & regulation Finance Capital account liberalization Capital flows Capital adequacy requirements Financial sector risk Real interest rates Balance of payments Financial regulation and supervision Financial sector policy and analysis Financial services Capital movements Asset requirements Financial risk management Interest rates |
| ISBN |
1-4755-4890-7
1-4755-4727-7 1-283-94790-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Measuring Capital Flow Restrictiveness; III. Recent Trends in Capital Flow Liberalization; Figures; 1. Capital Flow Liberalization Index; 2. Liberalization of Capital Flows, 1997 and 2010; Tables; 1. Countries that Liberalized During 1995-2010; IV. Empirical Strategy and Results; V. Simulation of the Effects of Capital Flow Liberalization on China; 3. De Jure and de Facto Measure of Liberalizing Capital Flows (2010); 4. Effects of Liberalizing Capital Flows in China; VI. Conclusions and Policy Implications; References
2. Panel Regressions-Real GDP per Capita Growth 3. Panel Regressions-Inflation; 4. Panel Regressions-Equity returns; 5. Panel Regressions-Capital Adequacy Ratios; 6. Panel Regressions-Capital Inflows; 7. Panel Regressions-Capital Outflows; Appendices; I. Data Definition and Sources; II. Assumptions for Simulation of the Effects of Capital Flow Liberalization on China |
| Record Nr. | UNINA-9910779594503321 |
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Saadi Sedik Tahsin
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Effects of Capital Flow Liberalization : : What is the Evidence from Recent Experiences of Emerging Market Economies? / / Tahsin Saadi Sedik, Tao Sun
| Effects of Capital Flow Liberalization : : What is the Evidence from Recent Experiences of Emerging Market Economies? / / Tahsin Saadi Sedik, Tao Sun |
| Autore | Saadi Sedik Tahsin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Disciplina | 332.042 |
| Altri autori (Persone) | SunTao |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Capital movements - Developing countries
Economic development - Developing countries Banks and Banking Exports and Imports Finance: General 'Panel Data Models Spatio-temporal Models' Current Account Adjustment Short-term Capital Movements General Financial Markets: Government Policy and Regulation Other Economic Systems: Public Economics Financial Economics International Investment Long-term Capital Movements Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects International economics Financial services law & regulation Finance Capital account liberalization Capital flows Capital adequacy requirements Financial sector risk Real interest rates Balance of payments Financial regulation and supervision Financial sector policy and analysis Financial services Capital movements Asset requirements Financial risk management Interest rates |
| ISBN |
1-4755-4890-7
1-4755-4727-7 1-283-94790-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Measuring Capital Flow Restrictiveness; III. Recent Trends in Capital Flow Liberalization; Figures; 1. Capital Flow Liberalization Index; 2. Liberalization of Capital Flows, 1997 and 2010; Tables; 1. Countries that Liberalized During 1995-2010; IV. Empirical Strategy and Results; V. Simulation of the Effects of Capital Flow Liberalization on China; 3. De Jure and de Facto Measure of Liberalizing Capital Flows (2010); 4. Effects of Liberalizing Capital Flows in China; VI. Conclusions and Policy Implications; References
2. Panel Regressions-Real GDP per Capita Growth 3. Panel Regressions-Inflation; 4. Panel Regressions-Equity returns; 5. Panel Regressions-Capital Adequacy Ratios; 6. Panel Regressions-Capital Inflows; 7. Panel Regressions-Capital Outflows; Appendices; I. Data Definition and Sources; II. Assumptions for Simulation of the Effects of Capital Flow Liberalization on China |
| Record Nr. | UNINA-9910817345303321 |
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Saadi Sedik Tahsin
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Effects of Culture on Firm Risk-Taking : : A Cross-Country and Cross-Industry Analysis / / Roxana Mihet
| Effects of Culture on Firm Risk-Taking : : A Cross-Country and Cross-Industry Analysis / / Roxana Mihet |
| Autore | Mihet Roxana |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (51 p.) |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Corporate governance
Culture Banks and Banking Corporate Finance Finance: General Macroeconomics Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Firm Objectives, Organization, and Behavior: General Economic History: Financial Markets and Institutions: General, International, or Comparative Corporate Culture Diversity Social Responsibility Multinational Firms International Business General Financial Markets: General (includes Measurement and Data) Price Level Inflation Deflation Financial Markets and the Macroeconomy Interest Rates: Determination, Term Structure, and Effects Finance Multinationals Banking Foreign corporations Competition Asset prices Financial sector development Central bank policy rate Economic sectors Financial markets Prices Financial services Financial services industry Interest rates |
| ISBN |
1-4755-1562-6
1-4755-4383-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Table of Contents; I. Introduction; II. Literature Review; III. Data; A. Measuring National Culture; B. Limitations of Cultural Variables; Tables; 1. Correlation Matrix of National Cultural Dimensions; C. Measuring Firm Risk-Taking; D. Measuring Industry Informational Opacity; 2. Industry Informational Opacity; E. Control Variables; IV. Hypotheses Development; A. Direct Effects of Culture; B. Indirect Effects of Culture; 3. Correlation Matrix between National Culture and Governance Indicators; 4. Correlation Matrix between National Culture and Protection Mechanisms
5. Correlation Matrix between National Culture and Industry IndicatorsV. Empirical Model; VI. Results and Discussion; A. Direct Effects of Culture; 6. Effects of National Culture on Corporate Risk-Taking; B. Indirect Effects of Culture; VII. Accentuating/ Moderating Factors; 7. Accentuating/Moderating Factors; VIII. Further Identification Test: Foreign vs. Domestic Firms; 8. Foreign Firms. Risk-Taking Behavior and Culture; IX. Concluding Remarks; X. References; Appendix; A. Measuring National Culture; B: Measuring Industry Informational Opacity; C. Regression Results D. Data Sources and DefinitionsE. Summary Statistics Tables |
| Record Nr. | UNINA-9910786485803321 |
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Mihet Roxana
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Effects of Culture on Firm Risk-Taking : : A Cross-Country and Cross-Industry Analysis / / Roxana Mihet
| Effects of Culture on Firm Risk-Taking : : A Cross-Country and Cross-Industry Analysis / / Roxana Mihet |
| Autore | Mihet Roxana |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (51 p.) |
| Disciplina | 332.1/52 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Corporate governance
Culture Banks and Banking Corporate Finance Finance: General Macroeconomics Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Firm Objectives, Organization, and Behavior: General Economic History: Financial Markets and Institutions: General, International, or Comparative Corporate Culture Diversity Social Responsibility Multinational Firms International Business General Financial Markets: General (includes Measurement and Data) Price Level Inflation Deflation Financial Markets and the Macroeconomy Interest Rates: Determination, Term Structure, and Effects Finance Multinationals Banking Foreign corporations Competition Asset prices Financial sector development Central bank policy rate Economic sectors Financial markets Prices Financial services Financial services industry Interest rates |
| ISBN |
1-4755-1562-6
1-4755-4383-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Table of Contents; I. Introduction; II. Literature Review; III. Data; A. Measuring National Culture; B. Limitations of Cultural Variables; Tables; 1. Correlation Matrix of National Cultural Dimensions; C. Measuring Firm Risk-Taking; D. Measuring Industry Informational Opacity; 2. Industry Informational Opacity; E. Control Variables; IV. Hypotheses Development; A. Direct Effects of Culture; B. Indirect Effects of Culture; 3. Correlation Matrix between National Culture and Governance Indicators; 4. Correlation Matrix between National Culture and Protection Mechanisms
5. Correlation Matrix between National Culture and Industry IndicatorsV. Empirical Model; VI. Results and Discussion; A. Direct Effects of Culture; 6. Effects of National Culture on Corporate Risk-Taking; B. Indirect Effects of Culture; VII. Accentuating/ Moderating Factors; 7. Accentuating/Moderating Factors; VIII. Further Identification Test: Foreign vs. Domestic Firms; 8. Foreign Firms. Risk-Taking Behavior and Culture; IX. Concluding Remarks; X. References; Appendix; A. Measuring National Culture; B: Measuring Industry Informational Opacity; C. Regression Results D. Data Sources and DefinitionsE. Summary Statistics Tables |
| Record Nr. | UNINA-9910817309203321 |
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Mihet Roxana
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Effects of Monetary Policy Shocks on Inequality / / Davide Furceri, Prakash Loungani, Aleksandra Zdzienicka
| The Effects of Monetary Policy Shocks on Inequality / / Davide Furceri, Prakash Loungani, Aleksandra Zdzienicka |
| Autore | Furceri Davide |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (44 pages) : illustrations |
| Disciplina | 332.46 |
| Altri autori (Persone) |
LounganiPrakash
ZdzienickaAleksandra |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy
Income distribution Banks and Banking Macroeconomics Money and Monetary Policy Fiscal Policy Incomes Policy Price Policy Equity, Justice, Inequality, and Other Normative Criteria and Measurement Aggregate Factor Income Distribution Interest Rates: Determination, Term Structure, and Effects Personal Income, Wealth, and Their Distributions Monetary Policy Banking Monetary economics Income inequality Central bank policy rate Personal income Monetary expansion National accounts Financial services Interest rates Income |
| ISBN |
1-4755-6835-5
1-4755-6848-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162944503321 |
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Furceri Davide
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Emerging Market Corporate Leverage and Global Financial Conditions / / Adrian Alter, Selim Elekdag
| Emerging Market Corporate Leverage and Global Financial Conditions / / Adrian Alter, Selim Elekdag |
| Autore | Alter Adrian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (50 pages) : illustrations (some color), graphs, tables |
| Disciplina | 658.1526 |
| Altri autori (Persone) | ElekdagSelim |
| Collana | IMF Working Papers |
| Soggetto topico |
Corporate debt
Corporate Finance Exports and Imports Finance: General Foreign Exchange Banks and Banking International Investment Long-term Capital Movements Current Account Adjustment Short-term Capital Movements Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Markets and the Macroeconomy Corporate Finance and Governance: General Interest Rates: Determination, Term Structure, and Effects Currency Foreign exchange International economics Finance Ownership & organization of enterprises Banking Exchange rate arrangements Exchange rate flexibility Capital account Financial sector development Small and medium enterprises Balance of payments Financial markets Central bank policy rate Financial services Financial services industry Small business Interest rates |
| ISBN |
1-4755-6049-4
1-4755-6909-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162944203321 |
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Alter Adrian
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Emerging Market Sovereign Bond Spreads : : Estimation and Back-testing / / Fabio Comelli
| Emerging Market Sovereign Bond Spreads : : Estimation and Back-testing / / Fabio Comelli |
| Autore | Comelli Fabio |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (44 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
State bonds - Econometric models
Government securities - Econometric models Banks and Banking Finance: General Investments: Bonds International Finance Forecasting and Simulation Financial Forecasting and Simulation Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Finance Investment & securities Yield curve Sovereign bonds Emerging and frontier financial markets Bond yields Securities markets Financial services Financial institutions Financial markets Interest rates Bonds Financial services industry Capital market |
| ISBN |
1-4755-1037-3
1-4755-1431-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Literature; III. The data; A. Emerging Market Sovereign Bond Spreads Data; B. Pull Factors Data; Political Risk Rating (PRR); Economic Risk Rating (ERR); Financial Risk Rating (FRR); C. Push Factors Data; IV. The Model; V. Regression Results; A. Baseline regression; B. Global Abundant Liquidity and Global Financial Crisis; Tables; Table 1. Sovereign Bond Spreads: Coefficient Estimates, All Emerging Market Economies; C. Regional Subgroups; D. How Do Fitted Bond Spreads Compare With Actual Bond Spreads?
Table 2. Sovereign Bond Spreads: Coefficient Estimates Across EM Regions.Figures; Panel 1. Actual and Fitted Sovereign Bond Spreads (basis points); Panel 2. Actual and Fitted Sovereign Bond Spreads: (basis points); E. Robustness Checks; Table 3. Sovereign Bond Spreads: Coefficient Estimates, Robustness Checks; Panel 3. Actual and Fitted Sovereign Bond Spreads (Basis points); F. Simulating an Improvement in Country-specific Variables on Bond Spreads; Table 4. Impact of one-standard deviation change on the model spread (Percent) Panel 4. Impact on the Model Spread Provoked by a One-standard Deviation ChangeVI. Back-testing the Model; A. Linear Prediction Method; B. Rolling Regression Method; Table 5. Probabilities that the linear prediction method correctly predicts (i) the; Table 6. Probabilities that the rolling regression (RR1) method correctly predicts; C. Comparing Competing Forecasts; Table 7. Measuring the accuracy of bond spread forecasts with the Diebold-Mariano; VII. Concluding Remarks; References; Appendixes; A. Tables; Appendix Tables Table A1. Probabilities that the rolling regression (RR2) method correctly predictsTable A2. Comparing rolling regression and linear prediction forecasts with the Diebold- Mariano test; Table A3. Mean Square Error, Mean Absolute Error and Theil's U Statistics for the rolling regression (RR1) method; Table A4. Mean Square Error, Mean Absolute Error and Theil's U Statistics for the rolling regression (RR2) method; B. Charts; Panel A1. Emerging Market Sovereign Bond Spreads: Actual, Fitted and Residuals; Panel A2: Emerging Markets Sovereign Bond Spread Tracker: January 1998 - December 2001 Panel A3: Emerging Markets Sovereign Bond Spread Tracker: January 2002 - December 2005Panel A4: Emerging Markets Sovereign Bond Spread Tracker: January 2006 - December 2009; Panel A5: Emerging Markets Sovereign Bond Spread Tracker: January 2010 - December 2011 |
| Record Nr. | UNINA-9910786480703321 |
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Comelli Fabio
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Emerging Market Sovereign Bond Spreads : : Estimation and Back-testing / / Fabio Comelli
| Emerging Market Sovereign Bond Spreads : : Estimation and Back-testing / / Fabio Comelli |
| Autore | Comelli Fabio |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (44 p.) |
| Disciplina | 332.1/52 |
| Collana | IMF Working Papers |
| Soggetto topico |
State bonds - Econometric models
Government securities - Econometric models Banks and Banking Finance: General Investments: Bonds International Finance Forecasting and Simulation Financial Forecasting and Simulation Interest Rates: Determination, Term Structure, and Effects General Financial Markets: General (includes Measurement and Data) Finance Investment & securities Yield curve Sovereign bonds Emerging and frontier financial markets Bond yields Securities markets Financial services Financial institutions Financial markets Interest rates Bonds Financial services industry Capital market |
| ISBN |
1-4755-1037-3
1-4755-1431-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Literature; III. The data; A. Emerging Market Sovereign Bond Spreads Data; B. Pull Factors Data; Political Risk Rating (PRR); Economic Risk Rating (ERR); Financial Risk Rating (FRR); C. Push Factors Data; IV. The Model; V. Regression Results; A. Baseline regression; B. Global Abundant Liquidity and Global Financial Crisis; Tables; Table 1. Sovereign Bond Spreads: Coefficient Estimates, All Emerging Market Economies; C. Regional Subgroups; D. How Do Fitted Bond Spreads Compare With Actual Bond Spreads?
Table 2. Sovereign Bond Spreads: Coefficient Estimates Across EM Regions.Figures; Panel 1. Actual and Fitted Sovereign Bond Spreads (basis points); Panel 2. Actual and Fitted Sovereign Bond Spreads: (basis points); E. Robustness Checks; Table 3. Sovereign Bond Spreads: Coefficient Estimates, Robustness Checks; Panel 3. Actual and Fitted Sovereign Bond Spreads (Basis points); F. Simulating an Improvement in Country-specific Variables on Bond Spreads; Table 4. Impact of one-standard deviation change on the model spread (Percent) Panel 4. Impact on the Model Spread Provoked by a One-standard Deviation ChangeVI. Back-testing the Model; A. Linear Prediction Method; B. Rolling Regression Method; Table 5. Probabilities that the linear prediction method correctly predicts (i) the; Table 6. Probabilities that the rolling regression (RR1) method correctly predicts; C. Comparing Competing Forecasts; Table 7. Measuring the accuracy of bond spread forecasts with the Diebold-Mariano; VII. Concluding Remarks; References; Appendixes; A. Tables; Appendix Tables Table A1. Probabilities that the rolling regression (RR2) method correctly predictsTable A2. Comparing rolling regression and linear prediction forecasts with the Diebold- Mariano test; Table A3. Mean Square Error, Mean Absolute Error and Theil's U Statistics for the rolling regression (RR1) method; Table A4. Mean Square Error, Mean Absolute Error and Theil's U Statistics for the rolling regression (RR2) method; B. Charts; Panel A1. Emerging Market Sovereign Bond Spreads: Actual, Fitted and Residuals; Panel A2: Emerging Markets Sovereign Bond Spread Tracker: January 1998 - December 2001 Panel A3: Emerging Markets Sovereign Bond Spread Tracker: January 2002 - December 2005Panel A4: Emerging Markets Sovereign Bond Spread Tracker: January 2006 - December 2009; Panel A5: Emerging Markets Sovereign Bond Spread Tracker: January 2010 - December 2011 |
| Record Nr. | UNINA-9910820534503321 |
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Comelli Fabio
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis / / Jorge Chan-Lau, Estelle Liu, Jochen M. Schmittmann
| Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis / / Jorge Chan-Lau, Estelle Liu, Jochen M. Schmittmann |
| Autore | Chan-Lau Jorge |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (23 p.) |
| Altri autori (Persone) |
LiuEstelle
SchmittmannJochen M |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital market
Investments Banks and Banking Financial Risk Management Investments: Stocks Financial Crises Information and Market Efficiency Event Studies Banks Depository Institutions Micro Finance Institutions Mortgages Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Banking Economic & financial crises & disasters Investment & securities Financial services law & regulation Finance Financial crises Stocks Capital adequacy requirements Yield curve Financial institutions Financial regulation and supervision Financial services Commercial banks Banks and banking Asset requirements Interest rates |
| ISBN |
1-4755-7793-1
1-4755-2545-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Bank Equity Performance during the Recent Crisis; Figures; 1. U.S. and European Banks Price Indices; 2. European Banking Sector Indices, January 2006=100; II. Literature Review; III. Data and Variable Definitions; 3. Excess Equity Returns in the Banking Sector; 4. Sovereign Risk vs. PMI, monthly changes; IV. What Explains Equity Returns in the Banking Sector?; Tables; 1. Banks' Equity Returns: Model Specifications; 2. Banks' Equity Returns: Different Sample Periods; 3. Banks' Equity Returns: United Kingdom, United States, and Japan
4. Banks' Equity Returns: Euro Area CountriesV. Do Bank Characteristics Matter for Explaining Equity Returns?; 5. Banks' Equity Returns and Bank Characteristics; 6. Banks' Equity Returns and Standard Vulnerability Indicators; VI. Conclusions; References; Appendix: I. List of Banks |
| Record Nr. | UNINA-9910786480003321 |
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Chan-Lau Jorge
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Soggetto topico
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Financial services
(175)
- Banks and Banking (160)
- Finance (151)
- Banking (112)
- Macroeconomics (103)