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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 |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332.1/52 |
| 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-9910814614303321 |
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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The Evolution of Asian Financial Linkages : : Key Determinants and the Role of Policy / / Selim Elekdag, Phurichai Rungcharoenkitkul, Yiqun Wu
| The Evolution of Asian Financial Linkages : : Key Determinants and the Role of Policy / / Selim Elekdag, Phurichai Rungcharoenkitkul, Yiqun Wu |
| Autore | Elekdag Selim |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Altri autori (Persone) |
RungcharoenkitkulPhurichai
WuYiqun |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Economic development - Asia
Banks and Banking Exports and Imports Finance: General Foreign Exchange Investments: Stocks Investments: General International Finance: General General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages International Investment Long-term Capital Movements Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Finance Banking Currency Foreign exchange Investment & securities Macroeconomics Stock markets Exchange rate arrangements Foreign direct investment Stocks Financial markets Balance of payments Financial institutions Return on investment National accounts Stock exchanges Banks and banking Investments, Foreign Saving and investment |
| ISBN |
1-4755-8000-2
1-4755-6953-X 1-283-86685-4 1-4755-8396-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; Figures; 1. Equity Returns: Selected Systemic Economies and Asia; II. Model and Estimation Framework; A. Approach I: Focusing on Cross-Sectional Variation; B. Approach II: A Deeper Investigation of Time Series Fluctuations; III. Results; Tables; 1. Pure and CAPM; 1. Non-Zero Expected Risk Premium; 2. Heterogeneous Expected Premium (Fixed Effects); 2. Asian Financial Betas and Global Financial Shocks; 3. Financial Betas across Asian Economies; 4. Contributions to Differences in Betas between 2008-2011 and 2002-2007
5. Contributions to Differences in Betas between 1997-2001 and 2002-20074. Determinants of Asian Financial Betas; 6. The Decomposition of Financial Betas across Asia over Time; 5. Nonlinear Effects of Reserves; IV. Conclusion; Appendix Table: Estimated Factor Loadings (Betas) Over the Full Sample; References |
| Record Nr. | UNINA-9910779331303321 |
|
Elekdag Selim
|
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Evolution of Asian Financial Linkages : : Key Determinants and the Role of Policy / / Selim Elekdag, Phurichai Rungcharoenkitkul, Yiqun Wu
| The Evolution of Asian Financial Linkages : : Key Determinants and the Role of Policy / / Selim Elekdag, Phurichai Rungcharoenkitkul, Yiqun Wu |
| Autore | Elekdag Selim |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (28 p.) |
| Disciplina | 330.95353 |
| Altri autori (Persone) |
RungcharoenkitkulPhurichai
WuYiqun |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Economic development - Asia
Banks and Banking Exports and Imports Finance: General Foreign Exchange Investments: Stocks Investments: General International Finance: General General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages International Investment Long-term Capital Movements Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment Capital Intangible Capital Capacity Finance Banking Currency Foreign exchange Investment & securities Macroeconomics Stock markets Exchange rate arrangements Foreign direct investment Stocks Financial markets Balance of payments Financial institutions Return on investment National accounts Stock exchanges Banks and banking Investments, Foreign Saving and investment |
| ISBN |
1-4755-8000-2
1-4755-6953-X 1-283-86685-4 1-4755-8396-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; Figures; 1. Equity Returns: Selected Systemic Economies and Asia; II. Model and Estimation Framework; A. Approach I: Focusing on Cross-Sectional Variation; B. Approach II: A Deeper Investigation of Time Series Fluctuations; III. Results; Tables; 1. Pure and CAPM; 1. Non-Zero Expected Risk Premium; 2. Heterogeneous Expected Premium (Fixed Effects); 2. Asian Financial Betas and Global Financial Shocks; 3. Financial Betas across Asian Economies; 4. Contributions to Differences in Betas between 2008-2011 and 2002-2007
5. Contributions to Differences in Betas between 1997-2001 and 2002-20074. Determinants of Asian Financial Betas; 6. The Decomposition of Financial Betas across Asia over Time; 5. Nonlinear Effects of Reserves; IV. Conclusion; Appendix Table: Estimated Factor Loadings (Betas) Over the Full Sample; References |
| Record Nr. | UNINA-9910811222503321 |
|
Elekdag Selim
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The External Financing of Emerging Market Countries : : Evidence from Two Waves of Financial Globalization / / Aleksandar Zaklan, Paolo Mauro, Martín Minnoni, Andre Faria
| The External Financing of Emerging Market Countries : : Evidence from Two Waves of Financial Globalization / / Aleksandar Zaklan, Paolo Mauro, Martín Minnoni, Andre Faria |
| Autore | Zaklan Aleksandar |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) |
MauroPaolo
MinnoniMartín FariaAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments, Foreign - Developing countries
Capital movements - Developing countries Banks and Banking Finance: General Investments: Bonds Investments: Stocks Demography General Financial Markets: General (includes Measurement and Data) Demographic Economics: General Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Finance Population & demography Population and demographics Bond yields Yield curve Emerging and frontier financial markets Stocks Population Bonds Interest rates Financial services industry |
| ISBN |
1-4623-8612-1
1-4519-8632-7 1-283-51530-X 1-4519-9398-6 9786613827753 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. MOTIVATION""; ""II. METHODOLOGY, EMPIRICAL ANALYSIS, AND RESULTS""; ""III. INTERPRETATION AND CONCLUSIONS""; ""APPENDIX: DATA DESCRIPTION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788405003321 |
|
Zaklan Aleksandar
|
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The External Financing of Emerging Market Countries : : Evidence from Two Waves of Financial Globalization / / Aleksandar Zaklan, Paolo Mauro, Martín Minnoni, Andre Faria
| The External Financing of Emerging Market Countries : : Evidence from Two Waves of Financial Globalization / / Aleksandar Zaklan, Paolo Mauro, Martín Minnoni, Andre Faria |
| Autore | Zaklan Aleksandar |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) |
MauroPaolo
MinnoniMartín FariaAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Investments, Foreign - Developing countries
Capital movements - Developing countries Banks and Banking Finance: General Investments: Bonds Investments: Stocks Demography General Financial Markets: General (includes Measurement and Data) Demographic Economics: General Interest Rates: Determination, Term Structure, and Effects Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Investment & securities Finance Population & demography Population and demographics Bond yields Yield curve Emerging and frontier financial markets Stocks Population Bonds Interest rates Financial services industry |
| ISBN |
1-4623-8612-1
1-4519-8632-7 1-283-51530-X 1-4519-9398-6 9786613827753 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. MOTIVATION""; ""II. METHODOLOGY, EMPIRICAL ANALYSIS, AND RESULTS""; ""III. INTERPRETATION AND CONCLUSIONS""; ""APPENDIX: DATA DESCRIPTION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910816281203321 |
|
Zaklan Aleksandar
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti
| The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti |
| Autore | Lane Philip |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) | Milesi-FerrettiGian |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of trade
Debts, External Foreign exchange Exports and Imports Finance: General Investments: Stocks International Investment Long-term Capital Movements Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Current Account Adjustment Short-term Capital Movements International economics Investment & securities Finance Foreign assets Stocks Emerging and frontier financial markets Current account External position Investments, Foreign Financial services industry Balance of payments International finance |
| ISBN |
1-4623-5183-2
1-4527-3905-6 1-283-51752-3 9786613829979 1-4519-0865-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. METHODOLOGY""; ""III. THE DATASET: A GLOBAL OVERVIEW""; ""IV. SELECTED EMPIRICAL FINDINGS""; ""V. CONCLUDING REMARKS""; ""Appendix""; ""References"" |
| Record Nr. | UNINA-9910788403503321 |
|
Lane Philip
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti
| The External Wealth of Nations Mark II : : Revised and Extended Estimates of Foreign Assets and Liabilities, 1970–2004 / / Philip Lane, Gian Milesi-Ferretti |
| Autore | Lane Philip |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (50 p.) |
| Altri autori (Persone) | Milesi-FerrettiGian |
| Collana | IMF Working Papers |
| Soggetto topico |
Balance of trade
Debts, External Foreign exchange Exports and Imports Finance: General Investments: Stocks International Investment Long-term Capital Movements Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Current Account Adjustment Short-term Capital Movements International economics Investment & securities Finance Foreign assets Stocks Emerging and frontier financial markets Current account External position Investments, Foreign Financial services industry Balance of payments International finance |
| ISBN |
1-4623-5183-2
1-4527-3905-6 1-283-51752-3 9786613829979 1-4519-0865-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. METHODOLOGY""; ""III. THE DATASET: A GLOBAL OVERVIEW""; ""IV. SELECTED EMPIRICAL FINDINGS""; ""V. CONCLUDING REMARKS""; ""Appendix""; ""References"" |
| Record Nr. | UNINA-9910808876703321 |
|
Lane Philip
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finance & Development, December 2007
| Finance & Development, December 2007 |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (223 p.) |
| Disciplina |
330.973
330.973057 |
| Collana | Finance & Development |
| Soggetto topico |
Economic assistance -- Developing countries
Financial services industry -- Government policy Global Financial Crisis, 2008-2009 International finance Finance: General Financial Risk Management Macroeconomics Industries: Financial Services Health: General General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Health Behavior Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Health economics Finance Economic growth Infectious & contagious diseases Health Emerging and frontier financial markets Business cycles Communicable diseases Financial institutions Financial markets Financial services industry |
| ISBN |
1-4623-0380-3
1-4552-7282-5 1-282-84517-9 9786612845178 1-4552-8591-9 1-4519-5392-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Content Page; Letters; In Brief; People in Economics; Global Governance: New Players, New Rules; Why the 20th-century model needs a makeover; Subprime: Tentacles of a Crisis; The mortgage market turmoil is as much about the breakdown of the structure of U.S. financial markets as it is about bad debt; Picture This: Changing Aid Landscape; Governing Global Trade; The multilateral system that has underpinned world trade for over 50 years is facing challenges; Financial Crises of the Future
Will they resemble the contagious crises of the 1990s or the country-specific ones of the 1890s?Governing Global Health; How better coordination can advance global health and improve value for money; Point of View: Is the Global Health System Broken?; Three points of view on how the global health system can be improved; Backcasting Latin America; Looking back at the business cycle in one of the most volatile regions requires reconstructing GDP data; Africa's Missing Ingredients; How aid can be better directed to entrench development in sub-Saharan Africa; Book Reviews The Persistence of Poverty: Why the Economics of the Well-Off Can't Help the Poor Charles KarelisMaking Development More Sustainable: Sustainomics Framework and Practical Applications Mohan Munasinghe; The Age of Turbulence: Adventures in a New World Alan Greenspan; African Development: Making Sense of the Issues and Actors Todd J. Moss; The Writing on the Wall: Why We Must Embrace China as a Partner or Face It as an Enemy Will Hutton; Straight Talk: The (Food) Price of Success; Country Focus: United Arab Emirates; Index of Articles for 2007 |
| Altri titoli varianti | Finance and Development : Global Governance : Who's In Charge |
| Record Nr. | UNINA-9910788710403321 |
| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finance & Development, December 2007
| Finance & Development, December 2007 |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (223 p.) |
| Disciplina |
330.973
330.973057 |
| Collana | Finance & Development |
| Soggetto topico |
Economic assistance -- Developing countries
Financial services industry -- Government policy Global Financial Crisis, 2008-2009 International finance Finance: General Financial Risk Management Macroeconomics Industries: Financial Services Health: General General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Health Behavior Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Health economics Finance Economic growth Infectious & contagious diseases Health Emerging and frontier financial markets Business cycles Communicable diseases Financial institutions Financial markets Financial services industry |
| ISBN |
1-4623-0380-3
1-4552-7282-5 1-282-84517-9 9786612845178 1-4552-8591-9 1-4519-5392-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Content Page; Letters; In Brief; People in Economics; Global Governance: New Players, New Rules; Why the 20th-century model needs a makeover; Subprime: Tentacles of a Crisis; The mortgage market turmoil is as much about the breakdown of the structure of U.S. financial markets as it is about bad debt; Picture This: Changing Aid Landscape; Governing Global Trade; The multilateral system that has underpinned world trade for over 50 years is facing challenges; Financial Crises of the Future
Will they resemble the contagious crises of the 1990s or the country-specific ones of the 1890s?Governing Global Health; How better coordination can advance global health and improve value for money; Point of View: Is the Global Health System Broken?; Three points of view on how the global health system can be improved; Backcasting Latin America; Looking back at the business cycle in one of the most volatile regions requires reconstructing GDP data; Africa's Missing Ingredients; How aid can be better directed to entrench development in sub-Saharan Africa; Book Reviews The Persistence of Poverty: Why the Economics of the Well-Off Can't Help the Poor Charles KarelisMaking Development More Sustainable: Sustainomics Framework and Practical Applications Mohan Munasinghe; The Age of Turbulence: Adventures in a New World Alan Greenspan; African Development: Making Sense of the Issues and Actors Todd J. Moss; The Writing on the Wall: Why We Must Embrace China as a Partner or Face It as an Enemy Will Hutton; Straight Talk: The (Food) Price of Success; Country Focus: United Arab Emirates; Index of Articles for 2007 |
| Altri titoli varianti | Finance and Development : Global Governance : Who's In Charge |
| Record Nr. | UNINA-9910824307403321 |
| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Finance & Development, June 2006
| Finance & Development, June 2006 |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (59 pages) |
| Collana | Finance & Development |
| Soggetto topico |
Banks and Banking
Exports and Imports Finance: General Financial Risk Management Industries: Financial Services 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 Financial Crises International Investment Long-term Capital Movements Financial Institutions and Services: Government Policy and Regulation Finance Banking International economics Economic & financial crises & disasters Labour income economics Hedge funds Financial integration Stock markets Capital markets Financial institutions Financial markets Financial services Financial services industry Capital market Banks and banking International finance Stock exchanges Financial crises |
| ISBN |
1-4623-7948-6
1-4552-0925-2 1-282-84484-9 9786612844843 1-4552-3243-2 1-4519-2247-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788707303321 |
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
- Financial Instruments (274)
- Institutional Investors (274)
-
Non-bank Financial Institutions
(274)
- Pension Funds (274)
- Finance (233)