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Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo
Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo
Autore Hesse Heiko
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (23 p.)
Disciplina 332
Altri autori (Persone) FrankNathaniel
Gonzalez-HermosilloBrenda
Collana IMF Working Papers
IMF working paper
Soggetto topico Liquidity (Economics) - Econometric models
Subprime mortgage loans - United States - Econometric models
Credit - United States - Econometric models
Financial crises - United States
Banks and Banking
Finance: General
Financial Risk Management
Portfolio Choice
Investment Decisions
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Finance
Financial services law & regulation
Economic & financial crises & disasters
Banking
Liquidity
Liquidity risk
Stock markets
Financial crises
Economics
Financial risk management
Stock exchanges
Banks and banking
ISBN 1-4623-9615-1
1-4527-3394-5
1-4518-7058-2
1-282-84151-3
9786612841514
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers during the Subprime Crisis; III. Data; IV. Methodology; V. Results; Figures; 1. Selected Conditional Correlations; 2. Conditional Correlations from Modified DCC Model; VI. Conclusion; References; Appendix Figures; 1. Aggregate Bank Credit Default Swap Rate and Selected Spreads; 2. On-the-Run/Off-the-Run Five-Year U.S. Treasury Bond Spread; 3. United States: Selected Spreads; 4. United States: S&P 500 Stock Market Returns and Credit Default Swap
Record Nr. UNINA-9910788231803321
Hesse Heiko  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo
Transmission of Liquidity Shocks : : Evidence from the 2007 Subprime Crisis / / Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo
Autore Hesse Heiko
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (23 p.)
Disciplina 332
Altri autori (Persone) FrankNathaniel
Gonzalez-HermosilloBrenda
Collana IMF Working Papers
IMF working paper
Soggetto topico Liquidity (Economics) - Econometric models
Subprime mortgage loans - United States - Econometric models
Credit - United States - Econometric models
Financial crises - United States
Banks and Banking
Finance: General
Financial Risk Management
Portfolio Choice
Investment Decisions
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Finance
Financial services law & regulation
Economic & financial crises & disasters
Banking
Liquidity
Liquidity risk
Stock markets
Financial crises
Economics
Financial risk management
Stock exchanges
Banks and banking
ISBN 1-4623-9615-1
1-4527-3394-5
1-4518-7058-2
1-282-84151-3
9786612841514
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers during the Subprime Crisis; III. Data; IV. Methodology; V. Results; Figures; 1. Selected Conditional Correlations; 2. Conditional Correlations from Modified DCC Model; VI. Conclusion; References; Appendix Figures; 1. Aggregate Bank Credit Default Swap Rate and Selected Spreads; 2. On-the-Run/Off-the-Run Five-Year U.S. Treasury Bond Spread; 3. United States: Selected Spreads; 4. United States: S&P 500 Stock Market Returns and Credit Default Swap
Record Nr. UNINA-9910826445203321
Hesse Heiko  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Trinidad and Tobago : : Selected Issues
Trinidad and Tobago : : Selected Issues
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2007
Descrizione fisica 1 online resource (27 p.)
Disciplina 332.1/52
Collana IMF Staff Country Reports
Soggetto topico Banks and Banking
Finance: General
Macroeconomics
Money and Monetary Policy
Public Finance
Energy: Demand and Supply
Prices
Fiscal Policy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Policy
Central Banks and Their Policies
Portfolio Choice
Investment Decisions
Banking
Energy industries & utilities
Finance
Monetary economics
Public finance & taxation
Oil prices
Energy pricing
Fiscal sustainability
Monetary transmission mechanism
Open market operations
Energy prices
Fiscal policy
Monetary policy
Central banks
Expenditures, Public
Banks and banking
Liquidity
Economics
ISBN 1-4552-8527-7
1-4519-9465-6
1-283-57037-8
9786613882820
1-4519-9907-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Medium-Term Fiscal Sustainability in Trinidad and Tobago; A. Introduction; B. Defining Fiscal Sustainability; C. Assumptions; Tables; I.1. Baseline Scenario Assumptions; I.2. Government Take; D. Fiscal Sustainability: Baseline; E. Sensitivity Analysis and Stress Tests; I.3. Sensitivity Analysis for Sustainable Nonenergy Deficit; I.4. Best and Worst Case Scenarios-Sustainable Nonenergy Deficit for FY 2005/06; F. Conclusions; II. The Monetary Transmission Mechanism in Trinidad and Tobago; A. Introduction; B. The Trinidad and Tobago Economy
C. The Monetary Transmission Mechanism in Trinidad and TobagoII.1. Banking Sector Asset Composition; D. Strengthening the Effectiveness of Monetary Policy in Trinidad and Tobago; E. Conclusions
Record Nr. UNINA-9910788692303321
Washington, D.C. : , : International Monetary Fund, , 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Trinidad and Tobago : : Selected Issues
Trinidad and Tobago : : Selected Issues
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2007
Descrizione fisica 1 online resource (27 p.)
Disciplina 332.1/52
Collana IMF Staff Country Reports
Soggetto topico Banks and Banking
Finance: General
Macroeconomics
Money and Monetary Policy
Public Finance
Energy: Demand and Supply
Prices
Fiscal Policy
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Monetary Policy
Central Banks and Their Policies
Portfolio Choice
Investment Decisions
Banking
Energy industries & utilities
Finance
Monetary economics
Public finance & taxation
Oil prices
Energy pricing
Fiscal sustainability
Monetary transmission mechanism
Open market operations
Energy prices
Fiscal policy
Monetary policy
Central banks
Expenditures, Public
Banks and banking
Liquidity
Economics
ISBN 1-4552-8527-7
1-4519-9465-6
1-283-57037-8
9786613882820
1-4519-9907-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Contents; I. Medium-Term Fiscal Sustainability in Trinidad and Tobago; A. Introduction; B. Defining Fiscal Sustainability; C. Assumptions; Tables; I.1. Baseline Scenario Assumptions; I.2. Government Take; D. Fiscal Sustainability: Baseline; E. Sensitivity Analysis and Stress Tests; I.3. Sensitivity Analysis for Sustainable Nonenergy Deficit; I.4. Best and Worst Case Scenarios-Sustainable Nonenergy Deficit for FY 2005/06; F. Conclusions; II. The Monetary Transmission Mechanism in Trinidad and Tobago; A. Introduction; B. The Trinidad and Tobago Economy
C. The Monetary Transmission Mechanism in Trinidad and TobagoII.1. Banking Sector Asset Composition; D. Strengthening the Effectiveness of Monetary Policy in Trinidad and Tobago; E. Conclusions
Record Nr. UNINA-9910823059803321
Washington, D.C. : , : International Monetary Fund, , 2007
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Unconventional Central Bank Measures for Emerging Economies / / Mark Stone, Etienne Yehoue, Kotaro Ishi
Unconventional Central Bank Measures for Emerging Economies / / Mark Stone, Etienne Yehoue, Kotaro Ishi
Autore Stone Mark
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (63 p.)
Disciplina 339.5
339.53
Altri autori (Persone) YehoueEtienne
IshiKotaro
Collana IMF Working Papers
Soggetto topico Monetary policy
Financial crises
Banks and Banking
Finance: General
Foreign Exchange
Portfolio Choice
Investment Decisions
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Finance
Banking
Currency
Foreign exchange
Domestic liquidity
Liquidity
Liquidity indicators
Economics
Banks and banking
ISBN 1-4623-6585-X
1-4527-1676-5
1-282-84428-8
9786612844287
1-4518-7373-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. A Taxonomy Of Unconventional Measures; 1. Central Bank Conventional and Unconventional Measures; III. The Use of Unconventional Measures in Emerging Economies; 2. Emerging Market Country Coverage; 3. Number of Measures Implemented-September 2008 to May 2009; 4. Examples of Unconventional Measures; 1. Emerging Market Countries: Unconventional Measures and GDP; 5. Regression Results; 6. Nominal Anchors and Incidence of Measures
7. Indicators of International Financial Market Integration and the Incidence of Foreign Exchange Easing IV. Differences in the Use of Unconventional Measures Between Emerging Economies and Advanced Countries; 2. Monetary Policy Rates, June 2007-June 2009; 3. Cumulative Counts of Conventional and Unconventional Measures, June 2007-June 2009; 4. Emerging Market Countries: Three-month LIBOR-OIS Spread and Onshore Dollar Interest Rates, January 2008-April 2009; 5. Emerging Economies: Foreign Exchange Pressures and Net Private Capital Flows
6. Central Bank Assets at Constant Price, January 2007-June 2009/7. TED Spreads; 8. Real GDP Growth; 9. Growth of Real Credit to the Private Sector; 10. Inflation; 11. The Ratio of Credit to the Private Sector to the Reserve Money, Q1 2006-Q1 2009; 12. Long-term Local Currency Ratings; V. Effectiveness of Unconventional Measures for Emerging Economies; 8. United States, Brazil, and Korea: Cost of Local Dollar Financing; VI. Closing Thoughts; Annex 1. Central Bank Conventional Measures; References; Footnotes
Record Nr. UNINA-9910788224703321
Stone Mark  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Unconventional Central Bank Measures for Emerging Economies / / Mark Stone, Etienne Yehoue, Kotaro Ishi
Unconventional Central Bank Measures for Emerging Economies / / Mark Stone, Etienne Yehoue, Kotaro Ishi
Autore Stone Mark
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (63 p.)
Disciplina 339.5
339.53
Altri autori (Persone) YehoueEtienne
IshiKotaro
Collana IMF Working Papers
Soggetto topico Monetary policy
Financial crises
Banks and Banking
Finance: General
Foreign Exchange
Portfolio Choice
Investment Decisions
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Finance
Banking
Currency
Foreign exchange
Domestic liquidity
Liquidity
Liquidity indicators
Economics
Banks and banking
ISBN 1-4623-6585-X
1-4527-1676-5
1-282-84428-8
9786612844287
1-4518-7373-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. A Taxonomy Of Unconventional Measures; 1. Central Bank Conventional and Unconventional Measures; III. The Use of Unconventional Measures in Emerging Economies; 2. Emerging Market Country Coverage; 3. Number of Measures Implemented-September 2008 to May 2009; 4. Examples of Unconventional Measures; 1. Emerging Market Countries: Unconventional Measures and GDP; 5. Regression Results; 6. Nominal Anchors and Incidence of Measures
7. Indicators of International Financial Market Integration and the Incidence of Foreign Exchange Easing IV. Differences in the Use of Unconventional Measures Between Emerging Economies and Advanced Countries; 2. Monetary Policy Rates, June 2007-June 2009; 3. Cumulative Counts of Conventional and Unconventional Measures, June 2007-June 2009; 4. Emerging Market Countries: Three-month LIBOR-OIS Spread and Onshore Dollar Interest Rates, January 2008-April 2009; 5. Emerging Economies: Foreign Exchange Pressures and Net Private Capital Flows
6. Central Bank Assets at Constant Price, January 2007-June 2009/7. TED Spreads; 8. Real GDP Growth; 9. Growth of Real Credit to the Private Sector; 10. Inflation; 11. The Ratio of Credit to the Private Sector to the Reserve Money, Q1 2006-Q1 2009; 12. Long-term Local Currency Ratings; V. Effectiveness of Unconventional Measures for Emerging Economies; 8. United States, Brazil, and Korea: Cost of Local Dollar Financing; VI. Closing Thoughts; Annex 1. Central Bank Conventional Measures; References; Footnotes
Record Nr. UNINA-9910828514603321
Stone Mark  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Use of Blanket Guarantees in Banking Crises / / Luc Laeven, Fabian Valencia
The Use of Blanket Guarantees in Banking Crises / / Luc Laeven, Fabian Valencia
Autore Laeven Luc
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (45 pages) : illustrations, tables
Disciplina 332.1
Altri autori (Persone) ValenciaFabian
Collana IMF Working Papers
IMF working paper
Soggetto topico Bank failures
Financial crises
Moral hazard
Deposit insurance
Banks and Banking
Exports and Imports
Finance: General
Financial Risk Management
Financial Institutions and Services: Government Policy and Regulation
Portfolio Choice
Investment Decisions
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
International Investment
Long-term Capital Movements
Economic & financial crises & disasters
Finance
Banking
International economics
Blanket guarantee
Liquidity
Bank resolution
Foreign liabilities
Crisis management
Economics
Banks and banking
Investments, Foreign
ISBN 1-4623-9312-8
1-282-84201-3
1-4518-7108-2
1-4527-4503-X
9786612842016
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788342903321
Laeven Luc  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Use of Blanket Guarantees in Banking Crises / / Luc Laeven, Fabian Valencia
The Use of Blanket Guarantees in Banking Crises / / Luc Laeven, Fabian Valencia
Autore Laeven Luc
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (45 pages) : illustrations, tables
Disciplina 332.1
Altri autori (Persone) ValenciaFabian
Collana IMF Working Papers
IMF working paper
Soggetto topico Bank failures
Financial crises
Moral hazard
Deposit insurance
Banks and Banking
Exports and Imports
Finance: General
Financial Risk Management
Financial Institutions and Services: Government Policy and Regulation
Portfolio Choice
Investment Decisions
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
International Investment
Long-term Capital Movements
Economic & financial crises & disasters
Finance
Banking
International economics
Blanket guarantee
Liquidity
Bank resolution
Foreign liabilities
Crisis management
Economics
Banks and banking
Investments, Foreign
ISBN 1-4623-9312-8
1-282-84201-3
1-4518-7108-2
1-4527-4503-X
9786612842016
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. Country Experiences -- III. Effectiveness of Blanket Guarantees -- A. Empirical Analysis -- IV. The Costs of Using Blanket Guarantees -- V. Policy Implications -- VI. Conclusions -- Tables -- 1. Selected Blanket Guarantee Episodes -- 2. Selected Bank-Specific Guarantee Announcements -- 3. Impact of Blanket Guarantees on Liquidity Support -- 4. Short-Term and Medium-Term Effects of Guarantees on Liquidity Support -- 5. Impact of Blanket Guarantees on Foreign Liabilities -- 6. Short-Term and Medium-Term Effect of Guarantees on Foreign Liabilities -- 7. Blanket Guarantee and Extensive Liquidity Support -- 8. Blanket Guarantees, Crisis Intensity, and Fiscal Costs -- A1. Sequence of Events in Selected Crisis Episodes -- A2. IMF Programs and Bank Restructuring Policies -- Figures -- 1. Effectiveness of Depositors' Guarantees in Selected Countries -- 2. Fiscal Costs and Blanket Guarantees -- 3. Crisis Intensity and Blanket Guarantees -- References.
Record Nr. UNINA-9910816916003321
Laeven Luc  
Washington, D.C. : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Autore Muñoz Sònia
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (53 p.)
Collana IMF Working Papers
Soggetto topico Capital market - Great Britain - Econometric models
Capital market - Italy - Econometric models
Consumption (Economics) - Great Britain - Econometric models
Consumption (Economics) - Italy - Econometric models
Wealth - Great Britain - Econometric models
Wealth - Italy - Econometric models
Finance: General
Investments: Stocks
Macroeconomics
Money and Monetary Policy
Multiple or Simultaneous Equation Models: Models with Panel Data
Discrete Regression and Qualitative Choice Models
Discrete Regressors
Proportions
Consumer Economics: Empirical Analysis
Financial Markets and the Macroeconomy
Portfolio Choice
Investment Decisions
Macroeconomics: Consumption
Saving
Wealth
Aggregate Factor Income Distribution
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Finance
Investment & securities
Monetary economics
Consumption
Income
Stocks
Liquidity
Capital markets
National accounts
Financial institutions
Asset and liability management
Financial markets
Asset prices
Prices
Economics
Capital market
ISBN 1-4623-4477-1
1-4527-4410-6
1-283-51563-6
1-4519-0826-1
9786613828088
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. Introduction""; ""II. Household Data on Wealth and Consumption""; ""III. Capital Markets in Europe and Household Portfolios""; ""IV. The Life-Cycle Model of Consumption""; ""V. The Basic Model""; ""VI. Empirical Results""; ""VII. Conclusion""; ""Appendix: Data and Constructed Variables ""; ""References""
Record Nr. UNINA-9910788406503321
Muñoz Sònia  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Wealth Effects in Europe : : A Tale of Two Countries (Italy and the United Kingdom) / / Sònia Muñoz
Autore Muñoz Sònia
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (53 p.)
Collana IMF Working Papers
Soggetto topico Capital market - Great Britain - Econometric models
Capital market - Italy - Econometric models
Consumption (Economics) - Great Britain - Econometric models
Consumption (Economics) - Italy - Econometric models
Wealth - Great Britain - Econometric models
Wealth - Italy - Econometric models
Finance: General
Investments: Stocks
Macroeconomics
Money and Monetary Policy
Multiple or Simultaneous Equation Models: Models with Panel Data
Discrete Regression and Qualitative Choice Models
Discrete Regressors
Proportions
Consumer Economics: Empirical Analysis
Financial Markets and the Macroeconomy
Portfolio Choice
Investment Decisions
Macroeconomics: Consumption
Saving
Wealth
Aggregate Factor Income Distribution
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Finance
Investment & securities
Monetary economics
Consumption
Income
Stocks
Liquidity
Capital markets
National accounts
Financial institutions
Asset and liability management
Financial markets
Asset prices
Prices
Economics
Capital market
ISBN 1-4623-4477-1
1-4527-4410-6
1-283-51563-6
1-4519-0826-1
9786613828088
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. Introduction""; ""II. Household Data on Wealth and Consumption""; ""III. Capital Markets in Europe and Household Portfolios""; ""IV. The Life-Cycle Model of Consumption""; ""V. The Basic Model""; ""VI. Empirical Results""; ""VII. Conclusion""; ""Appendix: Data and Constructed Variables ""; ""References""
Record Nr. UNINA-9910826318103321
Muñoz Sònia  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui