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Government Debt in Emerging Market Countries : : A New Data Set / / Anastasia Guscina, Olivier Jeanne
| Government Debt in Emerging Market Countries : : A New Data Set / / Anastasia Guscina, Olivier Jeanne |
| Autore | Guscina Anastasia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (31 p.) |
| Altri autori (Persone) | JeanneOlivier |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, Public - Econometric models
Debt - Econometric models Finance: General Inflation Money and Monetary Policy Public Finance Debt Debt Management Sovereign Debt General Financial Markets: General (includes Measurement and Data) Price Level Deflation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Public finance & taxation Finance Macroeconomics Monetary economics Domestic debt Public debt Emerging and frontier financial markets Currencies Debts, Public Financial services industry Prices Money |
| ISBN |
1-4623-5485-8
1-4527-4005-4 1-283-51469-9 1-4519-0892-X 9786613827142 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DESCRIPTION OF THE DATABASE""; ""III. DOMESTIC VERSUS INTERNATIONAL DEBT""; ""IV. THE STRUCTURE OF DOMESTIC DEBT""; ""V. MONETARY INSTABILITY AND DOMESTIC ORIGINAL SIN""; ""VI. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910817459103321 |
Guscina Anastasia
|
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Government Debt Issuance in the Euro Area : : The Impact of the Financial Crisis
| Government Debt Issuance in the Euro Area : : The Impact of the Financial Crisis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2011 |
| Descrizione fisica | 1 online resource (42 p.) |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
State bonds - European Union countries
Debts, Public - European Union countries Global Financial Crisis, 2008-2009 Euro area Financial Risk Management Inflation Money and Monetary Policy Public Finance Industries: General Truncated and Censored Models Switching Regression Models Threshold Regression Models 'Panel Data Models Spatio-temporal Models' International Lending and Debt Problems International Finance: Other International Financial Markets Fiscal Policies and Behavior of Economic Agents: General Debt Debt Management Sovereign Debt Price Level Deflation Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Macroeconomics: Production Macroeconomics Public finance & taxation Economic & financial crises & disasters Monetary economics Public debt Financial crises Currencies Industrial production Prices Money Production Debts, Public Industries |
| ISBN |
1-4623-1435-X
1-4552-9019-X 1-283-55406-2 9786613866516 1-4552-1253-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Database and Stylized Facts; A. Database; B. Stylized Facts; 1. Changes in the Structure of Sovereign Borrowing; III. Econometric Analysis and Results; A. Determinants of Total Issuance; 2A. Determinants of Total Debt Issuance; 2B. Determinants of Total Debt Issuance-Exploring Heterogeneity; B. Determinants of Issuance Composition; 3A. Determinants of Auction Share in Total Issuance-Censored Tobit Estimation; 3B. Determinants of Auction Share in Total Issuance-Exploring Heterogeneity
4A. Determinants of DLTF Issuance-Censored Tobit Estimation4B. Determinants of DLTF Issuance-Exploring Heterogeneity; IV. Conclusion; A1. Changes in Total Debt Issuance; A2. Changes in Number of Issues; A3. Changes in Average Size of Issue; A4. Variable Definitions and Sources; Determinants of Total Debt Issuance-Estimated in Levels; References; Footnotes |
| Record Nr. | UNINA-9910779266403321 |
| Washington, D.C. : , : International Monetary Fund, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Government Debt Issuance in the Euro Area : : The Impact of the Financial Crisis
| Government Debt Issuance in the Euro Area : : The Impact of the Financial Crisis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2011 |
| Descrizione fisica | 1 online resource (42 p.) |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
State bonds - European Union countries
Debts, Public - European Union countries Global Financial Crisis, 2008-2009 Euro area Financial Risk Management Inflation Money and Monetary Policy Public Finance Industries: General Truncated and Censored Models Switching Regression Models Threshold Regression Models 'Panel Data Models Spatio-temporal Models' International Lending and Debt Problems International Finance: Other International Financial Markets Fiscal Policies and Behavior of Economic Agents: General Debt Debt Management Sovereign Debt Price Level Deflation Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Macroeconomics: Production Macroeconomics Public finance & taxation Economic & financial crises & disasters Monetary economics Public debt Financial crises Currencies Industrial production Prices Money Production Debts, Public Industries |
| ISBN |
1-4623-1435-X
1-4552-9019-X 1-283-55406-2 9786613866516 1-4552-1253-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Database and Stylized Facts; A. Database; B. Stylized Facts; 1. Changes in the Structure of Sovereign Borrowing; III. Econometric Analysis and Results; A. Determinants of Total Issuance; 2A. Determinants of Total Debt Issuance; 2B. Determinants of Total Debt Issuance-Exploring Heterogeneity; B. Determinants of Issuance Composition; 3A. Determinants of Auction Share in Total Issuance-Censored Tobit Estimation; 3B. Determinants of Auction Share in Total Issuance-Exploring Heterogeneity
4A. Determinants of DLTF Issuance-Censored Tobit Estimation4B. Determinants of DLTF Issuance-Exploring Heterogeneity; IV. Conclusion; A1. Changes in Total Debt Issuance; A2. Changes in Number of Issues; A3. Changes in Average Size of Issue; A4. Variable Definitions and Sources; Determinants of Total Debt Issuance-Estimated in Levels; References; Footnotes |
| Record Nr. | UNINA-9910813814603321 |
| Washington, D.C. : , : International Monetary Fund, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Historical Dictionary of the IMF / / Norman Humphreys
| Historical Dictionary of the IMF / / Norman Humphreys |
| Autore | Humphreys Norman |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2000 |
| Descrizione fisica | 1 online resource (373 p.) |
| Disciplina | 332.152 |
| Collana | Historical Dictionaries of International Organizations |
| Soggetto topico |
International finance
Banks and Banking Investments: Metals Financial Risk Management Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Metals and Metal Products Cement Glass Ceramics Monetary economics Banking Currency Foreign exchange Economic & financial crises & disasters Investment & securities Currencies International monetary system Exchange rates Financial crises Money Gold Commodities Banks and banking |
| ISBN |
1-4623-0584-9
1-4552-3059-6 1-283-53360-X 9786613846051 1-4552-7894-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""Editor's Foreword""; ""Acknowledgments""; ""Abbreviations and Acronyms""; ""Chronology""; ""Introduction""; ""Dictionary""; ""Statistical Appendix""; ""Bibliography""; ""About the Author"" |
| Record Nr. | UNINA-9910779274703321 |
|
Humphreys Norman
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||
| Washington, D.C. : , : International Monetary Fund, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Historical Dictionary of the IMF / / Norman Humphreys
| Historical Dictionary of the IMF / / Norman Humphreys |
| Autore | Humphreys Norman |
| Edizione | [Second edition.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2000 |
| Descrizione fisica | 1 online resource (373 p.) |
| Disciplina | 332.152 |
| Collana | Historical Dictionaries of International Organizations |
| Soggetto topico |
International finance
Banks and Banking Investments: Metals Financial Risk Management Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Metals and Metal Products Cement Glass Ceramics Monetary economics Banking Currency Foreign exchange Economic & financial crises & disasters Investment & securities Currencies International monetary system Exchange rates Financial crises Money Gold Commodities Banks and banking |
| ISBN |
1-4623-0584-9
1-4552-3059-6 1-283-53360-X 9786613846051 1-4552-7894-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""Editor's Foreword""; ""Acknowledgments""; ""Abbreviations and Acronyms""; ""Chronology""; ""Introduction""; ""Dictionary""; ""Statistical Appendix""; ""Bibliography""; ""About the Author"" |
| Record Nr. | UNINA-9910814670903321 |
|
Humphreys Norman
|
||
| Washington, D.C. : , : International Monetary Fund, , 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How Emerging Europe Came Through the 2008/09 Crisis : : An Account by the Staff of the IMF's European Department / / Bas Bakker, Christoph Klingen
| How Emerging Europe Came Through the 2008/09 Crisis : : An Account by the Staff of the IMF's European Department / / Bas Bakker, Christoph Klingen |
| Autore | Bakker Bas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (349 p.) |
| Altri autori (Persone) | KlingenChristoph |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Europe Banks and Banking Exports and Imports Foreign Exchange Money and Monetary Policy Public Finance Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General International Investment Long-term Capital Movements National Government Expenditures and Related Policies: General Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banking Monetary economics International economics Currency Foreign exchange Public finance & taxation Credit Capital inflows Expenditure Exchange rates Money Currencies Balance of payments Exchange rate arrangements Banks and banking Capital movements Expenditures, Public |
| ISBN |
1-4755-5365-X
1-4755-0511-6 1-4755-8186-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction and Overview; PART I: PRELUDE TO THE CRISIS; 1 The Boom Years, 1995-2007; Figures; Figure 1.1 Emerging Europe and Selected Regions: Real Per Capita GDP Growth, 1995-2007; Tables; TABLE 1.1 Emerging Europe: Exports of Goods, 1995-2007; Box; Figure 1.2 Emerging Europe: Domestic Demand Growth and GDP Growth, 2003-08; TABLE 1.2 Emerging Europe: Direction of Exports, 2007; Figure 1.3 Emerging Europe: Domestic Demand and Private Sector Credit Growth, 2003-08; Figure 1.4 Emerging Europe: Change in Real Estate Prices, 2003-08
Figure 1.5 Credit Growth Figure 1.6 Credit to GDP Ratio, 2008; Figure 1.7 Emerging Europe: Net Capital Flows, 2000-07; Figure 1.8 Emerging Europe: Reform and Capital Flows; TABLE 1.3 Net Private Capital Flows, 2003-09; Figure 1.9 Emerging Europe: Cumulative Net Capital Inflows, 2003-08; Figure 1.10 The Surge in Capital Inflows by Type of Capital, 2003-07; Figure 1.11 Capital Inflows and Private Sector Credit; Figure 1.12 Credit, Domestic Demand and GDP; Figure 1.13 Emerging Europe: Consumer Price Inflation, 2006 and 2008; Figure 1.14 External Debt and International Investment Position, 2003-08 Figure 1.15 Emerging Europe: Foreign Direct Investment Flow in Tradable and Nontradable Sectors, 2007 Figure 1.16 Emerging Europe: Total Private Sector Credit by Currency, 2008; Figure 1.17 Emerging Europe: Private Sector Credit, 2003 and 2008; Figure 1.18 Fiscal Policy; TABLE 1.4 Emerging Europe: General Government Overall Balance; TABLE 1.5 Emerging Europe: Public Debt, 2003-07; Figure 1.19 Emerging Europe: Credit Default Swap Spreads; Figure 1.20 External Position of Western Banks vis-à-vis Selected Regions; TABLE 1.6 Real GDP Growth Consensus Forecast PART II: THE CRISIS: REGIONAL PERSPECTIVES 2 Gathering Clouds: August 2007-September 2008; TABLE 2.1 Emerging Europe: World Economic Outlook Real GDP Growth Rate Projections; TABLE 2.2 Emerging Europe: External Positions of Western Banks vis-à-vis Emerging Europe; Figure 2.1 Emerging Europe: Credit Default Swap Spreads; Figure 2.2 Emerging Europe: Stock Market Indices; Figure 2.3 Emerging Europe: Consumer Price Inflation, 2006 and 2008; Figure 2.4 Baltics: House Price Index, Credit, GDP, and Domestic Demand 2007:Q1-2008:Q3; 3 The Collapse of Lehman and Its Aftermath Figure 3.1 Emerging Europe: September 2008 Real GDP Growth Projections, 2004-09 TABLE 3.1 WEO Real GDP Growth Projections for Emerging Europe, 2007-10; Figure 3.2 Emerging Europe: Credit Default Swap Spreads; Figure 3.3 Emerging Europe: Emerging Market Bond Index Spreads; Figure 3.4 Emerging Europe: Stock Market Indices; TABLE 3.2 Emerging Europe: Gross International Sovereign Bond Issuance, 2008:Q1-2010:Q1; TABLE 3.3 Emerging Europe: External Positions of Western Banks vis-à-vis Emerging Europe, 2007-09 TABLE 3.4 Emerging Europe: Volume of International Syndicated Loans Issuance to Banks in 2008 |
| Record Nr. | UNINA-9910785853103321 |
|
Bakker Bas
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How Emerging Europe Came Through the 2008/09 Crisis : : An Account by the Staff of the IMF's European Department / / Bas Bakker, Christoph Klingen
| How Emerging Europe Came Through the 2008/09 Crisis : : An Account by the Staff of the IMF's European Department / / Bas Bakker, Christoph Klingen |
| Autore | Bakker Bas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (349 p.) |
| Disciplina | 332.1/52 |
| Altri autori (Persone) | KlingenChristoph |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Europe Banks and Banking Exports and Imports Foreign Exchange Money and Monetary Policy Public Finance Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General International Investment Long-term Capital Movements National Government Expenditures and Related Policies: General Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banking Monetary economics International economics Currency Foreign exchange Public finance & taxation Credit Capital inflows Expenditure Exchange rates Money Currencies Balance of payments Exchange rate arrangements Banks and banking Capital movements Expenditures, Public |
| ISBN |
1-4755-5365-X
1-4755-0511-6 1-4755-8186-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Acknowledgments; Introduction and Overview; PART I: PRELUDE TO THE CRISIS; 1 The Boom Years, 1995-2007; Figures; Figure 1.1 Emerging Europe and Selected Regions: Real Per Capita GDP Growth, 1995-2007; Tables; TABLE 1.1 Emerging Europe: Exports of Goods, 1995-2007; Box; Figure 1.2 Emerging Europe: Domestic Demand Growth and GDP Growth, 2003-08; TABLE 1.2 Emerging Europe: Direction of Exports, 2007; Figure 1.3 Emerging Europe: Domestic Demand and Private Sector Credit Growth, 2003-08; Figure 1.4 Emerging Europe: Change in Real Estate Prices, 2003-08
Figure 1.5 Credit Growth Figure 1.6 Credit to GDP Ratio, 2008; Figure 1.7 Emerging Europe: Net Capital Flows, 2000-07; Figure 1.8 Emerging Europe: Reform and Capital Flows; TABLE 1.3 Net Private Capital Flows, 2003-09; Figure 1.9 Emerging Europe: Cumulative Net Capital Inflows, 2003-08; Figure 1.10 The Surge in Capital Inflows by Type of Capital, 2003-07; Figure 1.11 Capital Inflows and Private Sector Credit; Figure 1.12 Credit, Domestic Demand and GDP; Figure 1.13 Emerging Europe: Consumer Price Inflation, 2006 and 2008; Figure 1.14 External Debt and International Investment Position, 2003-08 Figure 1.15 Emerging Europe: Foreign Direct Investment Flow in Tradable and Nontradable Sectors, 2007 Figure 1.16 Emerging Europe: Total Private Sector Credit by Currency, 2008; Figure 1.17 Emerging Europe: Private Sector Credit, 2003 and 2008; Figure 1.18 Fiscal Policy; TABLE 1.4 Emerging Europe: General Government Overall Balance; TABLE 1.5 Emerging Europe: Public Debt, 2003-07; Figure 1.19 Emerging Europe: Credit Default Swap Spreads; Figure 1.20 External Position of Western Banks vis-à-vis Selected Regions; TABLE 1.6 Real GDP Growth Consensus Forecast PART II: THE CRISIS: REGIONAL PERSPECTIVES 2 Gathering Clouds: August 2007-September 2008; TABLE 2.1 Emerging Europe: World Economic Outlook Real GDP Growth Rate Projections; TABLE 2.2 Emerging Europe: External Positions of Western Banks vis-à-vis Emerging Europe; Figure 2.1 Emerging Europe: Credit Default Swap Spreads; Figure 2.2 Emerging Europe: Stock Market Indices; Figure 2.3 Emerging Europe: Consumer Price Inflation, 2006 and 2008; Figure 2.4 Baltics: House Price Index, Credit, GDP, and Domestic Demand 2007:Q1-2008:Q3; 3 The Collapse of Lehman and Its Aftermath Figure 3.1 Emerging Europe: September 2008 Real GDP Growth Projections, 2004-09 TABLE 3.1 WEO Real GDP Growth Projections for Emerging Europe, 2007-10; Figure 3.2 Emerging Europe: Credit Default Swap Spreads; Figure 3.3 Emerging Europe: Emerging Market Bond Index Spreads; Figure 3.4 Emerging Europe: Stock Market Indices; TABLE 3.2 Emerging Europe: Gross International Sovereign Bond Issuance, 2008:Q1-2010:Q1; TABLE 3.3 Emerging Europe: External Positions of Western Banks vis-à-vis Emerging Europe, 2007-09 TABLE 3.4 Emerging Europe: Volume of International Syndicated Loans Issuance to Banks in 2008 |
| Record Nr. | UNINA-9910828601103321 |
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Bakker Bas
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How to Evaluate GDP-Linked Warrants : : Price and Repayment Capacity / / Ken Miyajima
| How to Evaluate GDP-Linked Warrants : : Price and Repayment Capacity / / Ken Miyajima |
| Autore | Miyajima Ken |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (37 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Bonds - Econometric models
Gross domestic product - Econometric models Exports and Imports Foreign Exchange Inflation Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Deflation International Lending and Debt Problems Monetary economics Currency Foreign exchange Macroeconomics International economics Currencies Exchange rate adjustments Exchange rates Debt service Money Prices |
| ISBN |
1-4623-6696-1
1-4527-6225-2 1-283-51133-9 9786613823786 1-4519-0880-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. HISTORY AND CHARACTERISTICS""; ""III. THE MODEL ""; ""IV. CONCLUDING REMARKS""; ""References"" |
| Record Nr. | UNINA-9910788413203321 |
|
Miyajima Ken
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How to Evaluate GDP-Linked Warrants : : Price and Repayment Capacity / / Ken Miyajima
| How to Evaluate GDP-Linked Warrants : : Price and Repayment Capacity / / Ken Miyajima |
| Autore | Miyajima Ken |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (37 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Bonds - Econometric models
Gross domestic product - Econometric models Exports and Imports Foreign Exchange Inflation Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Price Level Deflation International Lending and Debt Problems Monetary economics Currency Foreign exchange Macroeconomics International economics Currencies Exchange rate adjustments Exchange rates Debt service Money Prices |
| ISBN |
1-4623-6696-1
1-4527-6225-2 1-283-51133-9 9786613823786 1-4519-0880-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. HISTORY AND CHARACTERISTICS""; ""III. THE MODEL ""; ""IV. CONCLUDING REMARKS""; ""References"" |
| Record Nr. | UNINA-9910809284003321 |
|
Miyajima Ken
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau
| Idiosyncratic and Systemic Risk in the European Corporate Sector : : A CDO Perspective / / Yinqiu Lu, Jorge Chan-Lau |
| Autore | Lu Yinqiu |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (18 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial risk - Europe
Credit derivatives - Europe Finance: General Investments: Stocks Investments: Derivatives Money and Monetary Policy Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Finance Monetary economics Investment & securities CDOs Systemic risk Credit Stocks Currencies Derivative securities Financial risk management Money |
| ISBN |
1-4623-4072-5
1-4519-9642-X 1-283-51193-2 9786613824387 1-4519-0901-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. A BRIEF PRIMER ON COLLATERALIZED DEBT OBLIGATIONS""; ""III. DEFAULT PROBABILITY AND DEFAULT CORRELATION, IN STCDOS""; ""IV. IDIOSYNCRATIC AND SYSTEMIC RISK IN STCDO TRANCHES""; ""V. DATA AND EMPIRICAL FRAMEWORK""; ""VI. RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788415803321 |
|
Lu Yinqiu
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Government and the Monetary System
(245)
- Monetary Systems (245)
- Payment Systems (245)
- Regimes (245)
- Standards (245)