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From Lombard Street to Avenida Paulista : : Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008–09 / / Mark Stone, W. Christopher Walker, Yosuke Yasui
| From Lombard Street to Avenida Paulista : : Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008–09 / / Mark Stone, W. Christopher Walker, Yosuke Yasui |
| Autore | Stone Mark |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (53 p.) |
| Altri autori (Persone) |
WalkerW. Christopher
YasuiYosuke |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - Brazil
Futures - Brazil Banks and Banking Finance: General Foreign Exchange Portfolio Choice Investment Decisions Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Currency Foreign exchange Finance Banking Liquidity Exchange rates Emerging and frontier financial markets Economics Banks and banking Financial services industry |
| ISBN |
1-4623-5676-1
9786612844539 1-4518-7405-7 1-282-84453-9 1-4527-8940-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; 1. Medium and Large Emerging Market Economies, Number of Central Bank Foreign Exchange Liquidity Easing Measures, 2008-09; II. Background for Brazil; 1. Brazil-Exchange Rate level and Volatility During the Crisis; 2. Cupom Cambial and LIBOR; III. Policy Context; IV. Empirical Analysis; 2. Estimates of the Effect of the BCB's Announcements and Interventions on the Spot Rate15; 3. Estimates of the Effect of the BCB's Announcements and Interventions on the Implied Volatility
4. Estimates of the Effect of the BCB's Announcements and Interventions on Basis SpreadV. Closing Thoughts; 1. Cupom Cambial and Basis Spreads; 2. Foreign Exchange Measures of the Banco Central do Brasil, September 2008-May 2009; 3. Quotes from Lombard Street; 4. Data Description; 5. Unit Root Tests; References; Footnotes |
| Record Nr. | UNINA-9910788223103321 |
Stone Mark
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
From Lombard Street to Avenida Paulista : : Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008–09 / / Mark Stone, W. Christopher Walker, Yosuke Yasui
| From Lombard Street to Avenida Paulista : : Foreign Exchange Liquidity Easing in Brazil in Response to the Global Shock of 2008–09 / / Mark Stone, W. Christopher Walker, Yosuke Yasui |
| Autore | Stone Mark |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (53 p.) |
| Disciplina | 338.291237 |
| Altri autori (Persone) |
WalkerW. Christopher
YasuiYosuke |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - Brazil
Futures - Brazil Banks and Banking Finance: General Foreign Exchange Portfolio Choice Investment Decisions Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Currency Foreign exchange Finance Banking Liquidity Exchange rates Emerging and frontier financial markets Economics Banks and banking Financial services industry |
| ISBN |
1-4623-5676-1
9786612844539 1-4518-7405-7 1-282-84453-9 1-4527-8940-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; 1. Medium and Large Emerging Market Economies, Number of Central Bank Foreign Exchange Liquidity Easing Measures, 2008-09; II. Background for Brazil; 1. Brazil-Exchange Rate level and Volatility During the Crisis; 2. Cupom Cambial and LIBOR; III. Policy Context; IV. Empirical Analysis; 2. Estimates of the Effect of the BCB's Announcements and Interventions on the Spot Rate15; 3. Estimates of the Effect of the BCB's Announcements and Interventions on the Implied Volatility
4. Estimates of the Effect of the BCB's Announcements and Interventions on Basis SpreadV. Closing Thoughts; 1. Cupom Cambial and Basis Spreads; 2. Foreign Exchange Measures of the Banco Central do Brasil, September 2008-May 2009; 3. Quotes from Lombard Street; 4. Data Description; 5. Unit Root Tests; References; Footnotes |
| Record Nr. | UNINA-9910829094103321 |
|
Stone Mark
|
||
| 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 |
| 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 | ||
| ||
The IMF's Data Dissemination Initiative After Ten Years / / William Alexander, John Cady, Jesus Gonzalez-Garcia
| The IMF's Data Dissemination Initiative After Ten Years / / William Alexander, John Cady, Jesus Gonzalez-Garcia |
| Autore | Alexander William |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (227 p.) |
| Altri autori (Persone) |
CadyJohn
Gonzalez-GarciaJesus |
| Soggetto topico |
Disclosure of information
International finance - Statistics - Standards Economic indicators - Standards Banks and Banking Finance: General Foreign Exchange Statistics Data Transmission Systems Money and Monetary Policy Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Monetary Policy Portfolio Choice Investment Decisions Data Collection and Data Estimation Methodology Computer Programs: Other Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Data capture & analysis Banking Finance Currency Foreign exchange Econometrics & economic statistics Monetary economics Special Data Dissemination Standard (SDDS) Data dissemination International reserves Reserve assets Economic and financial statistics Central banks Data transmission systems Foreign exchange reserves Liquidity Economics Banks and banking Money Credit ratings |
| ISBN |
1-4552-3476-1
1-4527-9676-9 1-283-53807-5 9786613850522 1-4519-2065-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; Foreword; Introduction; 1. International Data Dissemination Standards; 2. Transparency in Reserves Management: The Special Data Dissemination Standard and the Reserves Template; 3. The General Data Dissemination System: What Has Been Accomplished After 10 Years and Where Do We Go from Here?; 4. Sovereign Borrowing Cost and the Data Dissemination Initiative; 5. Exchange Rate Volatility and Reserves Transparency; 6. Conclusion: A Perspective on Future Challenges; Footnotes; 1. International Data Dissemination Standards
3. The General Data Dissemination System: What Has Been Accomplished After 10 Years and Where Do We Go from Here?4. Sovereign Borrowing Cost and the Data Dissemination Initiative; 5. Exchange Rate Volatility and Reserves Transparency; 6. Conclusion: A Perspective on Future Challenges |
| Record Nr. | UNINA-9910780743603321 |
|
Alexander William
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The IMF's Data Dissemination Initiative After Ten Years / / William Alexander, John Cady, Jesus Gonzalez-Garcia
| The IMF's Data Dissemination Initiative After Ten Years / / William Alexander, John Cady, Jesus Gonzalez-Garcia |
| Autore | Alexander William |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (227 p.) |
| Altri autori (Persone) |
CadyJohn
Gonzalez-GarciaJesus |
| Soggetto topico |
Disclosure of information
International finance - Statistics - Standards Economic indicators - Standards Banks and Banking Finance: General Foreign Exchange Statistics Data Transmission Systems Money and Monetary Policy Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Monetary Policy Portfolio Choice Investment Decisions Data Collection and Data Estimation Methodology Computer Programs: Other Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Data capture & analysis Banking Finance Currency Foreign exchange Econometrics & economic statistics Monetary economics Special Data Dissemination Standard (SDDS) Data dissemination International reserves Reserve assets Economic and financial statistics Central banks Data transmission systems Foreign exchange reserves Liquidity Economics Banks and banking Money Credit ratings |
| ISBN |
1-4552-3476-1
1-4527-9676-9 1-283-53807-5 9786613850522 1-4519-2065-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; Foreword; Introduction; 1. International Data Dissemination Standards; 2. Transparency in Reserves Management: The Special Data Dissemination Standard and the Reserves Template; 3. The General Data Dissemination System: What Has Been Accomplished After 10 Years and Where Do We Go from Here?; 4. Sovereign Borrowing Cost and the Data Dissemination Initiative; 5. Exchange Rate Volatility and Reserves Transparency; 6. Conclusion: A Perspective on Future Challenges; Footnotes; 1. International Data Dissemination Standards
3. The General Data Dissemination System: What Has Been Accomplished After 10 Years and Where Do We Go from Here?4. Sovereign Borrowing Cost and the Data Dissemination Initiative; 5. Exchange Rate Volatility and Reserves Transparency; 6. Conclusion: A Perspective on Future Challenges |
| Record Nr. | UNINA-9910821147403321 |
|
Alexander William
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
IMF-Supported Programs and Crisis Prevention : : An Analytical Framework / / Jun Kim
| IMF-Supported Programs and Crisis Prevention : : An Analytical Framework / / Jun Kim |
| Autore | Kim Jun |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (39 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic assistance - Econometric models
Economic policy - Econometric models Financial crises - Prevention - Econometric models Exports and Imports Finance: General Financial Risk Management Financial Institutions and Services: Government Policy and Regulation Portfolio Choice Investment Decisions International Investment Long-term Capital Movements Bankruptcy Liquidation Current Account Adjustment Short-term Capital Movements Economic & financial crises & disasters Finance International economics Crisis prevention Liquidity Capital outflows Solvency Current account balance Crisis management Economics Capital movements Debt Balance of payments |
| ISBN |
1-4623-8915-5
1-4527-0473-2 1-283-51765-5 9786613830104 1-4519-8312-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. MODEL SOLUTION""; ""IV. COMPARATIVE STATICS""; ""V. KEY IMPLICATIONS OF THE MODEL""; ""VI. CONCLUDING REMARKS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788404403321 |
|
Kim Jun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
IMF-Supported Programs and Crisis Prevention : : An Analytical Framework / / Jun Kim
| IMF-Supported Programs and Crisis Prevention : : An Analytical Framework / / Jun Kim |
| Autore | Kim Jun |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (39 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Economic assistance - Econometric models
Economic policy - Econometric models Financial crises - Prevention - Econometric models Exports and Imports Finance: General Financial Risk Management Financial Institutions and Services: Government Policy and Regulation Portfolio Choice Investment Decisions International Investment Long-term Capital Movements Bankruptcy Liquidation Current Account Adjustment Short-term Capital Movements Economic & financial crises & disasters Finance International economics Crisis prevention Liquidity Capital outflows Solvency Current account balance Crisis management Economics Capital movements Debt Balance of payments |
| ISBN |
1-4623-8915-5
1-4527-0473-2 1-283-51765-5 9786613830104 1-4519-8312-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. MODEL SOLUTION""; ""IV. COMPARATIVE STATICS""; ""V. KEY IMPLICATIONS OF THE MODEL""; ""VI. CONCLUDING REMARKS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910822024503321 |
|
Kim Jun
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The IMF’s Reserves Template and Nominal Exchange Rate Volatility / / Jesus Gonzalez-Garcia, John Cady
| The IMF’s Reserves Template and Nominal Exchange Rate Volatility / / Jesus Gonzalez-Garcia, John Cady |
| Autore | Gonzalez-Garcia Jesus |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (24 p.) |
| Altri autori (Persone) | CadyJohn |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - Econometric models
Foreign exchange - Econometric models Exports and Imports Finance: General Foreign Exchange Data Transmission Systems Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Portfolio Choice Investment Decisions International Lending and Debt Problems Currency Foreign exchange Data capture & analysis Finance International economics Exchange rates Foreign currency liquidity Data dissemination Special Data Dissemination Standard (SDDS) Debt burden Data transmission systems Liquidity Economics Debts, External |
| ISBN |
1-4623-6593-0
1-4527-4811-X 1-283-51511-3 9786613827562 1-4519-0987-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA AND ESTIMATION METHODOLOGY""; ""III. CONCLUSION""; ""APPENDIX I: DATA, MODEL SELECTION, AND ROBUSTNESS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788404303321 |
|
Gonzalez-Garcia Jesus
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The IMF’s Reserves Template and Nominal Exchange Rate Volatility / / Jesus Gonzalez-Garcia, John Cady
| The IMF’s Reserves Template and Nominal Exchange Rate Volatility / / Jesus Gonzalez-Garcia, John Cady |
| Autore | Gonzalez-Garcia Jesus |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (24 p.) |
| Altri autori (Persone) | CadyJohn |
| Collana | IMF Working Papers |
| Soggetto topico |
Foreign exchange rates - Econometric models
Foreign exchange - Econometric models Exports and Imports Finance: General Foreign Exchange Data Transmission Systems Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Portfolio Choice Investment Decisions International Lending and Debt Problems Currency Foreign exchange Data capture & analysis Finance International economics Exchange rates Foreign currency liquidity Data dissemination Special Data Dissemination Standard (SDDS) Debt burden Data transmission systems Liquidity Economics Debts, External |
| ISBN |
1-4623-6593-0
1-4527-4811-X 1-283-51511-3 9786613827562 1-4519-0987-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA AND ESTIMATION METHODOLOGY""; ""III. CONCLUSION""; ""APPENDIX I: DATA, MODEL SELECTION, AND ROBUSTNESS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910826315903321 |
|
Gonzalez-Garcia Jesus
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Liquidity
(72)
- Finance (71)
- Economics (70)
- Finance: General (69)
- Investment Decisions (69)