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The Option-iPoD / / Christian Capuano
| The Option-iPoD / / Christian Capuano |
| Autore | Capuano Christian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 pages) : illustrations, tables |
| Disciplina | 332.63228 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Options (Finance) - Prices - Econometric models
Default (Finance) - Econometric models Accounting Financial Risk Management Investments: Options Investments: Stocks Macroeconomics Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors International Financial Markets Price Level Inflation Deflation Public Administration Public Sector Accounting and Audits Finance Investment & securities Financial reporting, financial statements Options Asset valuation Asset prices Stocks Financial statements Derivative securities Asset-liability management Prices Finance, Public |
| ISBN |
1-4623-3460-1
1-282-84145-9 1-4518-7052-3 1-4519-9132-0 9786612841453 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788232203321 |
Capuano Christian
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Option-iPoD / / Christian Capuano
| The Option-iPoD / / Christian Capuano |
| Autore | Capuano Christian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (31 pages) : illustrations, tables |
| Disciplina | 332.63228 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Options (Finance) - Prices - Econometric models
Default (Finance) - Econometric models Accounting Financial Risk Management Investments: Options Investments: Stocks Macroeconomics Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors International Financial Markets Price Level Inflation Deflation Public Administration Public Sector Accounting and Audits Finance Investment & securities Financial reporting, financial statements Options Asset valuation Asset prices Stocks Financial statements Derivative securities Asset-liability management Prices Finance, Public |
| ISBN |
1-4623-3460-1
1-282-84145-9 1-4518-7052-3 1-4519-9132-0 9786612841453 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. The Problem -- III. Solution -- IV. What can Equity Options Say About Default? -- V. Empirical Implementation -- VI. Results -- VII. Listen to Option -iPoD. The Collapse of Bear Stearns -- VIII. Caveats -- IX. Zero-Coupon Option-iPoD -- X. Conclusions -- Tables -- 1. Option Contracts Cycles -- 2. Citigroup, Strikes, Volume and Weights -- 3. Citigroup: Summary of Results -- 4. Citigropu: Leverage-at-Risk -- Figures -- 1. Citigroup, February 12, 2008: Option -iPoD and the Probability Density Function -- 2. Citigroup: Term-Structure of Option -iPoD on February 12, 2008 -- 3. Citigroup: Expected Balance Sheet Developments on February 12, 2008 -- 4. Moody's KMV Expected Default Frequency in One Year -- 5. Listen to Option -iPoD. The Collapse of Bear Stearns -- 6. Bear Stearns, March 14, 2008: Option -iPoD and the Probability Density Function -- Appendices -- 1. Results From The Ten Largest U.S. Financial Institutions -- 2. Extension with Zero-Coupon Bond -- References. |
| Record Nr. | UNINA-9910827082903321 |
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Capuano Christian
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||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Perspectivas económicas, abril de 2008 : : Las Américas
| Perspectivas económicas, abril de 2008 : : Las Américas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (67 p.) |
| Collana | Regional Economic Outlook |
| Soggetto topico |
Economic forecasting - North America
Economic forecasting - Latin America Economic forecasting - Caribbean Area Banks and Banking Finance: General Inflation Investments: Stocks Macroeconomics Price Level Deflation Commodity Markets Agriculture: Aggregate Supply and Demand Analysis Prices General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Finance Banking Monetary economics Commodity prices Food prices Stock markets Stocks Stock exchanges Banks and banking |
| ISBN | 1-4623-2296-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Record Nr. | UNINA-9910780742403321 |
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Perspectivas económicas, abril de 2008 : : Las Américas
| Perspectivas económicas, abril de 2008 : : Las Américas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (67 p.) |
| Collana | Regional Economic Outlook |
| Soggetto topico |
Economic forecasting - North America
Economic forecasting - Latin America Economic forecasting - Caribbean Area Banks and Banking Finance: General Inflation Investments: Stocks Macroeconomics Price Level Deflation Commodity Markets Agriculture: Aggregate Supply and Demand Analysis Prices General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Finance Banking Monetary economics Commodity prices Food prices Stock markets Stocks Stock exchanges Banks and banking |
| ISBN | 1-4623-2296-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Nota di contenuto | Intro -- ÍNDICE -- Resumen ejecutivo -- I. Panorama general: Piloteando en medio de la turbulencia financiera -- II. América Latina y la turbulencia financiera mundial -- III. Los precios mundiales de las materias primas y la inflación en ALC -- Principales Indicadores Económicos -- Bibliografía. |
| Record Nr. | UNINA-9910809384503321 |
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie
| Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie |
| Autore | Catão Luis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (31 p.) |
| Altri autori (Persone) | MackenzieGeorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Interest rates - Econometric models
Saving and investment - Econometric models Banks and Banking Finance: General Investments: Stocks Investments: General Interest Rates: Determination, Term Structure, and Effects International Finance: General General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Finance Investment & securities Macroeconomics Real interest rates Long term interest rates Yield curve Emerging and frontier financial markets Stocks Financial services Financial markets Financial institutions Return on investment National accounts Interest rates Financial services industry Saving and investment |
| ISBN |
1-4623-6494-2
1-4527-0272-1 1-283-51847-3 1-4519-0872-5 9786613830920 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME HISTORICAL PERSPECTIVE""; ""III. SIMPLE ANALYTICS OF GLOBAL INTEREST RATE DETERMINATION ""; ""IV. AN ASSET-PRICING PERSPECTIVE""; ""V. ECONOMETRIC EVIDENCE""; ""VI. CONCLUSIONS""; ""APPENDIX I. THEORETICAL FRAMEWORK""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788697303321 |
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Catão Luis
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie
| Perspectiveson Low Global Interest Rates / / Luis Catão, George Mackenzie |
| Autore | Catão Luis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (31 p.) |
| Altri autori (Persone) | MackenzieGeorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Interest rates - Econometric models
Saving and investment - Econometric models Banks and Banking Finance: General Investments: Stocks Investments: General Interest Rates: Determination, Term Structure, and Effects International Finance: General General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Finance Investment & securities Macroeconomics Real interest rates Long term interest rates Yield curve Emerging and frontier financial markets Stocks Financial services Financial markets Financial institutions Return on investment National accounts Interest rates Financial services industry Saving and investment |
| ISBN |
1-4623-6494-2
1-4527-0272-1 1-283-51847-3 1-4519-0872-5 9786613830920 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME HISTORICAL PERSPECTIVE""; ""III. SIMPLE ANALYTICS OF GLOBAL INTEREST RATE DETERMINATION ""; ""IV. AN ASSET-PRICING PERSPECTIVE""; ""V. ECONOMETRIC EVIDENCE""; ""VI. CONCLUSIONS""; ""APPENDIX I. THEORETICAL FRAMEWORK""; ""REFERENCES"" |
| Record Nr. | UNINA-9910822940103321 |
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Catão Luis
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei
| Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei |
| Autore | Tong Hui |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) | WeiShang-Jin |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States Finance: General Investments: Stocks Macroeconomics Price Level Inflation Deflation Portfolio Choice Investment Decisions Commodity Markets Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Asset prices Liquidity Commodity prices Stocks Liquidity indicators Prices Economics |
| ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
| Record Nr. | UNINA-9910788233203321 |
|
Tong Hui
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei
| Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei |
| Autore | Tong Hui |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) | WeiShang-Jin |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States Finance: General Investments: Stocks Macroeconomics Price Level Inflation Deflation Portfolio Choice Investment Decisions Commodity Markets Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Asset prices Liquidity Commodity prices Stocks Liquidity indicators Prices Economics |
| ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
| Record Nr. | UNINA-9910813692103321 |
|
Tong Hui
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regional Economic Outlook, April 2008, Western Hemisphere
| Regional Economic Outlook, April 2008, Western Hemisphere |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (56 p.) |
| Collana | Regional Economic Outlook |
| Soggetto topico |
Economic forecasting - North America
Economic forecasting - Latin America Economic forecasting - Caribbean Area Banks and Banking Finance: General Inflation Investments: Stocks Macroeconomics Investments: Commodities Price Level Deflation Commodity Markets Agriculture: Aggregate Supply and Demand Analysis Prices General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banks Depository Institutions Micro Finance Institutions Mortgages Investment & securities Finance Banking Monetary economics Commodity prices Food prices Stock markets Stocks Financial markets Financial institutions Commodities Stock exchanges Banks and banking Commercial products |
| ISBN |
1-4552-2464-2
1-4527-7656-3 1-283-53682-X 1-4519-4752-6 9786613849274 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Executive Summary; I. Overview: Navigating Financial Turbulence; U.S. and Global Outlook: Financial Shocks Weakening Prospects; Boxes; 1.1 United States: State of Play in Financial Turmoil; Transmission of Global Shocks to the LAC Region; 1.2 Poverty and Inequality Trends in the LAC Region; 1.3 The Global Surge in Commodity Prices: Implications for Latin America; LAC Outlook and Risks; 1.4 Macroeconomic Overview of the Caribbean Region; 1.5 Policies Concerning the Social Impact of Food Inflation; Options for Managing the Global Shock
1.6 The Scope for a Counter cyclical Fiscal Policy in Latin America II. Latin American Linkages to Global Financial Market Turbulence; Resilience So Far, but Global Context Weak; Potential Pressure Points on the Region's Banks; 2.1 Financial Flows from the United States to Latin America; 2.2 Financial Linkages in the Caribbean; Tightening of Market Financing Conditions for Corporate Sector; Conclusions; 2.3 Stock Market Linkages Between Latin America and the United States During 'Tail Events'; III. World Commodity Prices and LAC Inflation; Inflation Is Rising Across the LAC Region 3.1 Inflation Pressures in the Caribbean Analysis of Factors Driving Inflation; 3.2 Effects of Commodity Prices on Consumer Prices; 3.3 What Might Account for the Different Inflation Impact Across Countries?; Conclusions; Main Economic Indicators; References |
| Record Nr. | UNINA-9910780743303321 |
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regional Economic Outlook, April 2008, Western Hemisphere
| Regional Economic Outlook, April 2008, Western Hemisphere |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (56 p.) |
| Disciplina | 330.97005 |
| Collana | Regional Economic Outlook |
| Soggetto topico |
Economic forecasting - North America
Economic forecasting - Latin America Economic forecasting - Caribbean Area Banks and Banking Finance: General Inflation Investments: Stocks Macroeconomics Investments: Commodities Price Level Deflation Commodity Markets Agriculture: Aggregate Supply and Demand Analysis Prices General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Banks Depository Institutions Micro Finance Institutions Mortgages Investment & securities Finance Banking Monetary economics Commodity prices Food prices Stock markets Stocks Financial markets Financial institutions Commodities Stock exchanges Banks and banking Commercial products |
| ISBN |
1-4552-2464-2
1-4527-7656-3 1-283-53682-X 1-4519-4752-6 9786613849274 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Executive Summary; I. Overview: Navigating Financial Turbulence; U.S. and Global Outlook: Financial Shocks Weakening Prospects; Boxes; 1.1 United States: State of Play in Financial Turmoil; Transmission of Global Shocks to the LAC Region; 1.2 Poverty and Inequality Trends in the LAC Region; 1.3 The Global Surge in Commodity Prices: Implications for Latin America; LAC Outlook and Risks; 1.4 Macroeconomic Overview of the Caribbean Region; 1.5 Policies Concerning the Social Impact of Food Inflation; Options for Managing the Global Shock
1.6 The Scope for a Counter cyclical Fiscal Policy in Latin America II. Latin American Linkages to Global Financial Market Turbulence; Resilience So Far, but Global Context Weak; Potential Pressure Points on the Region's Banks; 2.1 Financial Flows from the United States to Latin America; 2.2 Financial Linkages in the Caribbean; Tightening of Market Financing Conditions for Corporate Sector; Conclusions; 2.3 Stock Market Linkages Between Latin America and the United States During 'Tail Events'; III. World Commodity Prices and LAC Inflation; Inflation Is Rising Across the LAC Region 3.1 Inflation Pressures in the Caribbean Analysis of Factors Driving Inflation; 3.2 Effects of Commodity Prices on Consumer Prices; 3.3 What Might Account for the Different Inflation Impact Across Countries?; Conclusions; Main Economic Indicators; References |
| Record Nr. | UNINA-9910813971003321 |
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
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Investments: Stocks
(130)
- Investment & securities (128)
- Financial Instruments (126)
- Institutional Investors (126)
- Non-bank Financial Institutions (126)