Currency Risk Premia in Global Stock Markets / / Matthew Merritt, Shaun Roache |
Autore | Merritt Matthew |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (27 p.) |
Altri autori (Persone) | RoacheShaun |
Collana | IMF Working Papers |
Soggetto topico |
Foreign exchange rates
Foreign exchange market Banks and Banking Finance: General Foreign Exchange Investments: General Money and Monetary Policy Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Systems Standards Regimes Government and the Monetary System Payment Systems General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial services law & regulation Monetary economics Finance Macroeconomics Currency Foreign exchange Exchange rate risk Currencies Stock markets Return on investment Exchange rates Financial risk management Money Stock exchanges Saving and investment |
ISBN |
1-4623-9621-6
1-4527-4610-9 1-282-44794-7 1-4519-9116-9 9786613821140 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PREVIOUS LITERATURE""; ""III. MODEL SPECIFICATION ""; ""IV. ESTIMATION""; ""V. DATA AND PRELIMINARY STATISTICS""; ""VI. MAIN RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
Record Nr. | UNINA-9910788524003321 |
Merritt Matthew | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Currency Risk Premia in Global Stock Markets / / Matthew Merritt, Shaun Roache |
Autore | Merritt Matthew |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (27 p.) |
Altri autori (Persone) | RoacheShaun |
Collana | IMF Working Papers |
Soggetto topico |
Foreign exchange rates
Foreign exchange market Banks and Banking Finance: General Foreign Exchange Investments: General Money and Monetary Policy Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary Systems Standards Regimes Government and the Monetary System Payment Systems General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial services law & regulation Monetary economics Finance Macroeconomics Currency Foreign exchange Exchange rate risk Currencies Stock markets Return on investment Exchange rates Financial risk management Money Stock exchanges Saving and investment |
ISBN |
1-4623-9621-6
1-4527-4610-9 1-282-44794-7 1-4519-9116-9 9786613821140 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. PREVIOUS LITERATURE""; ""III. MODEL SPECIFICATION ""; ""IV. ESTIMATION""; ""V. DATA AND PRELIMINARY STATISTICS""; ""VI. MAIN RESULTS""; ""VII. CONCLUSIONS""; ""REFERENCES"" |
Record Nr. | UNINA-9910814667903321 |
Merritt Matthew | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal |
Autore | Lama Ruy |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (53 p.) |
Altri autori (Persone) | RabanalPau |
Collana | IMF Working Papers |
Soggetto topico |
Monetary unions
International trade Banks and Banking Exports and Imports Financial Risk Management Foreign Exchange Macroeconomics Money and Monetary Policy Monetary Policy Open Economy Macroeconomics International Policy Coordination and Transmission International Business Cycles Financial Aspects of Economic Integration Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International economics Finance Currency Foreign exchange Economic & financial crises & disasters Monetary economics Consumption Interest rate parity Real exchange rates Financial crises Economic integration National accounts Financial services Currencies Money Economics Interest rates |
ISBN |
1-4755-1226-0
1-4755-1225-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains
Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare |
Record Nr. | UNINA-9910786481403321 |
Lama Ruy | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Deciding to Enter a Monetary Union : : TheRole of Trade and Financial Linkages / / Ruy Lama, Pau Rabanal |
Autore | Lama Ruy |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (53 p.) |
Disciplina | 332.152 |
Altri autori (Persone) | RabanalPau |
Collana | IMF Working Papers |
Soggetto topico |
Monetary unions
International trade Banks and Banking Exports and Imports Financial Risk Management Foreign Exchange Macroeconomics Money and Monetary Policy Monetary Policy Open Economy Macroeconomics International Policy Coordination and Transmission International Business Cycles Financial Aspects of Economic Integration Macroeconomics: Consumption Saving Wealth Interest Rates: Determination, Term Structure, and Effects Financial Crises Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International economics Finance Currency Foreign exchange Economic & financial crises & disasters Monetary economics Consumption Interest rate parity Real exchange rates Financial crises Economic integration National accounts Financial services Currencies Money Economics Interest rates |
ISBN |
1-4755-1226-0
1-4755-1225-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; 1. Introduction; 2. The Model; 2.1 Households, International Assets Markets, and Staggered Wage Setting; 2.2 Firms; 2.3 Closing the Model; 3. Bayesian Estimation; 3.1 Data; 3.2 Model Dynamics and Data Transformations; 3.3 Estimation: Priors and Posteriors; Tables; Table 1 Calibrated Parameters; Table 2 Prior Distributions; Table 3 Posterior Distributions, structural parameters; Table 4 Posterior Distributions, shocks parameters; 4. Policy Analysis: Welfare Gains of Entering a Monetary Union; Table 5 Second Moments; Table 6 Steady State Effects and Welfare Gains
Table 7 Business Cycle Effects and Welfare Gains5. Sensitivity Analysis; 6. Conclusions; Technical Appendix; References; Figures; Figure 1 Monetary Policy Rates in United Kingdom and the Euro Area: 1999-2011; Figure 2 Trade with Euro Area in France, Germany, Italy, Spain and the United Kingdom; Figure 3 Risk Premium in France, Italy, Spain the United Kingdom; Figure 4 Impulse Response Functions to 25 basis points increase in UIP Shock; Figure 5 Sensitivity Analysis of Welfare |
Record Nr. | UNINA-9910814616103321 |
Lama Ruy | ||
Washington, D.C. : , : International Monetary Fund, , 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Dedollarization in Liberia-Lessons From Cross-Country Experience / / Jeta Menkulasi, Lodewyk Erasmus, Jules Leichter |
Autore | Menkulasi Jeta |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (25 p.) |
Altri autori (Persone) |
ErasmusLodewyk
LeichterJules |
Collana | IMF Working Papers |
Soggetto topico |
Money - Liberia
Dollar, American Banks and Banking Money and Monetary Policy Industries: Financial Services Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary economics Banking Currencies Dollarization Bank deposits Financial sector Monetary base Money Monetary policy Financial services Economic sectors Banks and banking Financial services industry Money supply |
ISBN |
1-4623-2551-3
1-4527-7732-2 9786612842597 1-4518-7185-6 1-282-84259-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Table; 1. History of Currencies in Liberia; Figures; 1. International Comparison of Dollarization: Foreign Currency Deposits to; I. Macroeconomic Management in a Dollarized Economy; II. International Experience with Dedollarization; 2. Liberia: Real Effective Exchange Rate and CPI; Box; 1. Experience with Dedollarization; 3. Increases in dollarization: 2000-07; 4. Decreases in dollarization: 2000-07; III. Lessons and Policy Options for Liberia; IV. Conclusion; References; Appendix; I. Estimating the Degree of Dollarization in Liberia; Appendix Table; 1. Dollarization in Liberia
Attachment1. Estimating US Dollars in Circulation |
Record Nr. | UNINA-9910788340303321 |
Menkulasi Jeta | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Dedollarization in Liberia-Lessons From Cross-Country Experience / / Jeta Menkulasi, Lodewyk Erasmus, Jules Leichter |
Autore | Menkulasi Jeta |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (25 p.) |
Disciplina | 332.4;332.49696 |
Altri autori (Persone) |
ErasmusLodewyk
LeichterJules |
Collana | IMF Working Papers |
Soggetto topico |
Money - Liberia
Dollar, American Banks and Banking Money and Monetary Policy Industries: Financial Services Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: General Monetary Policy, Central Banking, and the Supply of Money and Credit: General Monetary economics Banking Currencies Dollarization Bank deposits Financial sector Monetary base Money Monetary policy Financial services Economic sectors Banks and banking Financial services industry Money supply |
ISBN |
1-4623-2551-3
1-4527-7732-2 9786612842597 1-4518-7185-6 1-282-84259-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; Table; 1. History of Currencies in Liberia; Figures; 1. International Comparison of Dollarization: Foreign Currency Deposits to; I. Macroeconomic Management in a Dollarized Economy; II. International Experience with Dedollarization; 2. Liberia: Real Effective Exchange Rate and CPI; Box; 1. Experience with Dedollarization; 3. Increases in dollarization: 2000-07; 4. Decreases in dollarization: 2000-07; III. Lessons and Policy Options for Liberia; IV. Conclusion; References; Appendix; I. Estimating the Degree of Dollarization in Liberia; Appendix Table; 1. Dollarization in Liberia
Attachment1. Estimating US Dollars in Circulation |
Record Nr. | UNINA-9910827087503321 |
Menkulasi Jeta | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Democratic Republic of the Congo : : Financial System Stability Assessment |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (63 p.) |
Disciplina | 309.1675 |
Collana | IMF Staff Country Reports |
Soggetto topico |
Financial institutions - Congo (Democratic Republic)
Banks and Banking Money and Monetary Policy Industries: Financial Services Finance: General Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Institutions and Services: Government Policy and Regulation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems General Financial Markets: Government Policy and Regulation Banking Finance Monetary economics Financial services law & regulation Loans Commercial banks Credit Capital adequacy requirements Financial institutions Money Currencies Financial sector stability Financial sector policy and analysis Banks and banking Asset requirements Financial services industry |
ISBN |
1-4983-8039-5
1-4983-2725-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; CONTENTS; GLOSSARY; EXECUTIVE SUMMARY; INTRODUCTION; TABLES; 1. Selected Economic and Financial Indicators, 2011-2019; FINANCIAL SECTOR STRUCTURE AND PERFORMANCE; A. The Banking Sector and Financial Stability; 2. Structure of the Banking System; FIGURES; 1. Banking Systems Balance Sheet; 2. Comparative Indicators of Banking System Soundness; 3. Financial Soundness Indicators, 2010-2013; B. The Nonbanking Sector and Financial Stability; 4. End-2012 Banks' Income Statements; 5. Number of Microfinance Institutions Not Meeting the Regulatory Norms
RISKS AND RESILIENCE OF THE BANKING SECTOR A. Financial Sector Vulnerabilities; 3. Comparison of Micro-financial Buffers, 2009 vs. 2013; 6. Risk Assessment Matrix; B. Banking Sector Resilience; C. Credit Risk; 4. Estimated Banks' Capital Needs if the Exchange Rate Depreciates Sharply; 7. Solvency and Liqudity Stress Tests; D. Liquidity Risk; 5. Large Concentration Exposures; E. Interbank Contagion Risk; FINANCIAL SECTOR SUPERVISION AND REGULATORY FRAMEWORK; 6. Supervisory Structure; CRISIS MANAGEMENT AND SAFETY NETS; A. Crisis Preparedness; B. Responding to a Crisis; C. Deposit Insurance System DEVELOPMENT AND MARKET STRUCTURE ANTI-MONEY LAUNDERING; 8. Key Recommendations (Extended); APPENDICES; I. The Central Bank: Autonomy and Monetary Policy Tools; II. De-dollarization: Preconditions, Operational Aspects, and Risks; III. The Resolution of the Banque Congolaise; IV. Observance of the Basel Core Principles; V. Stress Test Matrix |
Record Nr. | UNINA-9910788082203321 |
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Democratic Republic of the Congo : : Financial System Stability Assessment |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2014 |
Descrizione fisica | 1 online resource (63 p.) |
Disciplina | 309.1675 |
Collana | IMF Staff Country Reports |
Soggetto topico |
Financial institutions - Congo (Democratic Republic)
Banks and Banking Money and Monetary Policy Industries: Financial Services Finance: General Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Institutions and Services: Government Policy and Regulation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems General Financial Markets: Government Policy and Regulation Banking Finance Monetary economics Financial services law & regulation Loans Commercial banks Credit Capital adequacy requirements Financial institutions Money Currencies Financial sector stability Financial sector policy and analysis Banks and banking Asset requirements Financial services industry |
ISBN |
1-4983-8039-5
1-4983-2725-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; CONTENTS; GLOSSARY; EXECUTIVE SUMMARY; INTRODUCTION; TABLES; 1. Selected Economic and Financial Indicators, 2011-2019; FINANCIAL SECTOR STRUCTURE AND PERFORMANCE; A. The Banking Sector and Financial Stability; 2. Structure of the Banking System; FIGURES; 1. Banking Systems Balance Sheet; 2. Comparative Indicators of Banking System Soundness; 3. Financial Soundness Indicators, 2010-2013; B. The Nonbanking Sector and Financial Stability; 4. End-2012 Banks' Income Statements; 5. Number of Microfinance Institutions Not Meeting the Regulatory Norms
RISKS AND RESILIENCE OF THE BANKING SECTOR A. Financial Sector Vulnerabilities; 3. Comparison of Micro-financial Buffers, 2009 vs. 2013; 6. Risk Assessment Matrix; B. Banking Sector Resilience; C. Credit Risk; 4. Estimated Banks' Capital Needs if the Exchange Rate Depreciates Sharply; 7. Solvency and Liqudity Stress Tests; D. Liquidity Risk; 5. Large Concentration Exposures; E. Interbank Contagion Risk; FINANCIAL SECTOR SUPERVISION AND REGULATORY FRAMEWORK; 6. Supervisory Structure; CRISIS MANAGEMENT AND SAFETY NETS; A. Crisis Preparedness; B. Responding to a Crisis; C. Deposit Insurance System DEVELOPMENT AND MARKET STRUCTURE ANTI-MONEY LAUNDERING; 8. Key Recommendations (Extended); APPENDICES; I. The Central Bank: Autonomy and Monetary Policy Tools; II. De-dollarization: Preconditions, Operational Aspects, and Risks; III. The Resolution of the Banque Congolaise; IV. Observance of the Basel Core Principles; V. Stress Test Matrix |
Record Nr. | UNINA-9910810228003321 |
Washington, D.C. : , : International Monetary Fund, , 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Determinants of Foreign Currency Borrowing in the New Member States of the EU / / Christoph Rosenberg, Marcel Tirpák |
Autore | Rosenberg Christoph |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (26 p.) |
Disciplina | 332.15 |
Altri autori (Persone) | TirpákMarcel |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Loans, Foreign - Europe, Central - Econometric models
Loans, Foreign - Europe, Eastern - Econometric models Exports and Imports Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Monetary economics Currency Foreign exchange International economics Currencies Exchange rates External debt Dollarization Money Debts, External Monetary policy |
ISBN |
1-4623-7093-4
1-4527-1275-1 9786612841248 1-282-84124-6 1-4518-7031-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. Stylized Facts; III. Reasons for Foreign Currency Borrowing-Some Hypotheses; IV. Empirical Estimation; A. Model Structure and Data; B. Estimation Results; V. Conclusions; VI. References; APPENDIX I. Data Sources and Transformations; APPENDIX II. Model Specification and Robustness Tests |
Record Nr. | UNINA-9910788233103321 |
Rosenberg Christoph | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Determinants of Foreign Currency Borrowing in the New Member States of the EU / / Christoph Rosenberg, Marcel Tirpák |
Autore | Rosenberg Christoph |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (26 p.) |
Disciplina | 332.15 |
Altri autori (Persone) | TirpákMarcel |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Loans, Foreign - Europe, Central - Econometric models
Loans, Foreign - Europe, Eastern - Econometric models Exports and Imports Foreign Exchange Money and Monetary Policy Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Monetary economics Currency Foreign exchange International economics Currencies Exchange rates External debt Dollarization Money Debts, External Monetary policy |
ISBN |
1-4623-7093-4
1-4527-1275-1 9786612841248 1-282-84124-6 1-4518-7031-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Contents; I. Introduction; II. Stylized Facts; III. Reasons for Foreign Currency Borrowing-Some Hypotheses; IV. Empirical Estimation; A. Model Structure and Data; B. Estimation Results; V. Conclusions; VI. References; APPENDIX I. Data Sources and Transformations; APPENDIX II. Model Specification and Robustness Tests |
Record Nr. | UNINA-9910808098803321 |
Rosenberg Christoph | ||
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|