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Global Market Conditions and Systemic Risk / / Brenda Gonzalez-Hermosillo, Heiko Hesse
| Global Market Conditions and Systemic Risk / / Brenda Gonzalez-Hermosillo, Heiko Hesse |
| Autore | Gonzalez-Hermosillo Brenda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 22 p. : ill |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models Finance: General Financial Risk Management General Financial Markets: Government Policy and Regulation Financial Crises General Financial Markets: General (includes Measurement and Data) International Financial Markets Finance Economic & financial crises & disasters Systemic risk Financial crises Stock markets Currency markets Interbank markets Financial risk management Stock exchanges Foreign exchange market International finance |
| ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788224403321 |
Gonzalez-Hermosillo Brenda
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Market Conditions and Systemic Risk / / Brenda Gonzalez-Hermosillo, Heiko Hesse
| Global Market Conditions and Systemic Risk / / Brenda Gonzalez-Hermosillo, Heiko Hesse |
| Autore | Gonzalez-Hermosillo Brenda |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 22 p. : ill |
| Disciplina | 337 |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models Finance: General Financial Risk Management General Financial Markets: Government Policy and Regulation Financial Crises General Financial Markets: General (includes Measurement and Data) International Financial Markets Finance Economic & financial crises & disasters Systemic risk Financial crises Stock markets Currency markets Interbank markets Financial risk management Stock exchanges Foreign exchange market International finance |
| ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Overview of Systemic Risk -- III. Global Market Conditions and Systemic Risk: A Qualitative View -- IV. Markov-Regime Switching Analysis -- A. Results During the Peak of the Crisis -- B. Results After Massive Government Programs in 2009 to Address the Global Crisis -- V. Conclusion -- Figures -- 1. Euro-Dollar Forex Swap -- 2. Markov-Switching ARCH Model of VIX -- 3. Markov-Switching ARCH Model of TED Spread -- 4. Euro-Dollar Forex Swap -- 5a. Markov-Switching ARCH Model of VIX -- 5b. Markov-Switching ARCH Model of VIX -- 6a. Markov-Switching ARCH Model of TED Spread -- 6b. Markov-Switching ARCH Model of TED Spread. |
| Record Nr. | UNINA-9910829094403321 |
|
Gonzalez-Hermosillo Brenda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets
| Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets |
| Autore | Arnett George W |
| Pubbl/distr/stampa | New York, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina |
332.64/2
332.65 |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Investments --Case studies Over-the-counter markets Over-the-counter markets --Case studies Securities industry Securities Stock exchanges Stock exchanges --Case studies |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-02735-6
9786613027351 1-118-25838-X 1-118-05660-4 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Global Securities Markets; Contents; Foreword; Preface; Introduction; CHAPTER 1 Fundamental Concepts; CHAPTER 2 The Growth of Exchanges around the Globe and the Development of Screen-Based Trading; CHAPTER 3 The Paper Crunch and Development of New Institutions; CHAPTER 4 Central Counter parties and Depositories; CHAPTER 5 Major Worldwide Exchanges and Their Associated Depositories, and Practical Tips on Execution, Clearance, and Custody in Various Regions around the Globe; CHAPTER 6 Legal Framework of the World Markets; CHAPTER 7 Transfer of Securities and Perfection of Collateral
CHAPTER 8 Margin CHAPTER 9 Short Selling and Stock Loans; CHAPTER 10 Derivatives; CHAPTER 11 Prime Brokerage; CHAPTER 12 Managed Accounts; CHAPTER 13 International Compliance; CHAPTER 14 Money Laundering; CHAPTER 15 SIPC and Other Investment Protection Schemes around the World; CHAPTER 16 Risk Management; Conclusion; Afterword; Glossary; Further Reading; About the Author; Index |
| Altri titoli varianti |
Wiley Finance Ser.
Wiley Finance, 670 Wiley finance Global Securities Markets: Navigating the World's Exchanges and OTC Markets |
| Record Nr. | UNINA-9910139639603321 |
|
Arnett George W
|
||
| New York, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets
| Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets |
| Autore | Arnett George W |
| Pubbl/distr/stampa | New York, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina |
332.64/2
332.65 |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Investments --Case studies Over-the-counter markets Over-the-counter markets --Case studies Securities industry Securities Stock exchanges Stock exchanges --Case studies |
| ISBN |
1-283-02735-6
9786613027351 1-118-25838-X 1-118-05660-4 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Global Securities Markets; Contents; Foreword; Preface; Introduction; CHAPTER 1 Fundamental Concepts; CHAPTER 2 The Growth of Exchanges around the Globe and the Development of Screen-Based Trading; CHAPTER 3 The Paper Crunch and Development of New Institutions; CHAPTER 4 Central Counter parties and Depositories; CHAPTER 5 Major Worldwide Exchanges and Their Associated Depositories, and Practical Tips on Execution, Clearance, and Custody in Various Regions around the Globe; CHAPTER 6 Legal Framework of the World Markets; CHAPTER 7 Transfer of Securities and Perfection of Collateral
CHAPTER 8 Margin CHAPTER 9 Short Selling and Stock Loans; CHAPTER 10 Derivatives; CHAPTER 11 Prime Brokerage; CHAPTER 12 Managed Accounts; CHAPTER 13 International Compliance; CHAPTER 14 Money Laundering; CHAPTER 15 SIPC and Other Investment Protection Schemes around the World; CHAPTER 16 Risk Management; Conclusion; Afterword; Glossary; Further Reading; About the Author; Index |
| Altri titoli varianti |
Wiley Finance Ser.
Wiley Finance, 670 Wiley finance Global Securities Markets: Navigating the World's Exchanges and OTC Markets |
| Record Nr. | UNINA-9910830928203321 |
|
Arnett George W
|
||
| New York, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets
| Global Securities Markets [[electronic resource] ] : Navigating the World's Exchanges and OTC Markets |
| Autore | Arnett George W |
| Pubbl/distr/stampa | New York, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (194 p.) |
| Disciplina |
332.64/2
332.65 |
| Collana | Wiley Finance |
| Soggetto topico |
Investments
Investments --Case studies Over-the-counter markets Over-the-counter markets --Case studies Securities industry Securities Stock exchanges Stock exchanges --Case studies |
| ISBN |
1-283-02735-6
9786613027351 1-118-25838-X 1-118-05660-4 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Global Securities Markets; Contents; Foreword; Preface; Introduction; CHAPTER 1 Fundamental Concepts; CHAPTER 2 The Growth of Exchanges around the Globe and the Development of Screen-Based Trading; CHAPTER 3 The Paper Crunch and Development of New Institutions; CHAPTER 4 Central Counter parties and Depositories; CHAPTER 5 Major Worldwide Exchanges and Their Associated Depositories, and Practical Tips on Execution, Clearance, and Custody in Various Regions around the Globe; CHAPTER 6 Legal Framework of the World Markets; CHAPTER 7 Transfer of Securities and Perfection of Collateral
CHAPTER 8 Margin CHAPTER 9 Short Selling and Stock Loans; CHAPTER 10 Derivatives; CHAPTER 11 Prime Brokerage; CHAPTER 12 Managed Accounts; CHAPTER 13 International Compliance; CHAPTER 14 Money Laundering; CHAPTER 15 SIPC and Other Investment Protection Schemes around the World; CHAPTER 16 Risk Management; Conclusion; Afterword; Glossary; Further Reading; About the Author; Index |
| Altri titoli varianti |
Wiley Finance Ser.
Wiley Finance, 670 Wiley finance Global Securities Markets: Navigating the World's Exchanges and OTC Markets |
| Record Nr. | UNINA-9910841120703321 |
|
Arnett George W
|
||
| New York, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor
| Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2009 |
| Descrizione fisica | 1 online resource (222 p.) |
| Disciplina | 332.64/2 |
| Altri autori (Persone) | CassedesPaolo B |
| Soggetto topico | Stock exchanges |
| Soggetto genere / forma | Electronic books. |
| ISBN | 1-61728-427-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910460056703321 |
| New York, : Nova Science Publishers, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor
| Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2009 |
| Descrizione fisica | 1 online resource (222 p.) |
| Disciplina | 332.64/2 |
| Altri autori (Persone) | CassedesPaolo B |
| Soggetto topico | Stock exchanges |
| ISBN | 1-61728-427-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910785181903321 |
| New York, : Nova Science Publishers, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor
| Global stock exchanges [[electronic resource] ] : stability, interrelationships, and roles / / Paolo B. Cassedes, editor |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | New York, : Nova Science Publishers, c2009 |
| Descrizione fisica | 1 online resource (222 p.) |
| Disciplina | 332.64/2 |
| Altri autori (Persone) | CassedesPaolo B |
| Soggetto topico | Stock exchanges |
| ISBN | 1-61728-427-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- GLOBAL STOCK EXCHANGES:STABILITY, INTERRELATIONSHIPS,AND ROLES -- CONTENTS -- PREFACE -- INSTITUTIONAL OWNERSHIP IN S& -- PINDEX FINANCIAL CORPORATIONS* -- Abstract -- 1. Introduction -- 2. Literature Review and Hypothesis Development -- 3. Data, Methodology and Variable Definitions -- 3.1. Sample Selection -- 3.2. Empirical Methodology -- 3.3. Variable Definitions -- 3.4. Other Control Variables -- 4. Empirical Analysis -- 4.1. Summary Statistics -- 4.2. Time-Series Analysis of Changes in Institutional Ownership -- 4.2.1. Average Changes in Institutional Ownership over Time -- 4.2.2. Frequency Distribution Analysis of Yearly Changes in InstitutionalOwnership -- 4.2.3. Yearly Changes in Institutional Ownership across Bull and Bear Markets -- 4.3. Univariate Analysis -- 4.4. Multiple Regression Results Across Bull and Bear Markets -- 4.5. Multiple Regression Results Across Different S& -- P Indices and FinancialFirm Types -- 4.6. Endogenous Model with Lagged Variables -- 4.7. Effects of Changes in Firm Characteristics on Institutional Ownership -- 4.8. Additional Analysis -- 5. Conclusions -- Appendix Tables -- References -- RATIONAL BUBBLES IN ISTANBUL STOCKEXCHANGE: LINEAR AND NONLINEARUNIT ROOT TESTS -- Abstract -- 1. Introduction -- 2. Types of Stock Price Bubbles -- 2.1. Non Rational Bubbles -- 2.1.1. Two-traders Model -- 2.1.2. Investor Psychology -- 2.2. Rational Bubbles -- 2.3. Inefficiencies due to Imperfect and Heterogeneous Information -- 3. Present Value Model and Rational Bubbles -- 4. Empirical Tests of Rational Bubbles -- 4.1. Bubble Premium Tests -- 4.2. Excess Volatility Tests -- 4.3. Unit Root and Cointegration Tests -- 5. Testing Rational Bubbles in Istanbul Stock Exchange -- 5.1. Linear Unit Root Test Methodology -- 5.2. Bilinear Unit Root Test Methodology -- 6. Empirical Findings.
6.1. Empirical Findings of Linear Unit Root Model -- 6.2. Empirical Findings of Bilinear Unit Root Model -- 7. Conclusion -- References -- LEARNING TO LIVE WITH THE FLOAT:TURKEY'S EXPERIENCE 2001-2003 -- Abstract -- 1 Introduction -- 2 Exchange Rate Regimes and Policy in Emerging MarketEconomies -- 3 Turkish Economy: An Overview -- 4 Policy Under Floating Exchange Rate Regime in Turkey -- 5 Accumulated Risks -- 6 Conclusion -- References -- GLOBALIZATION AND STOCK MARKET STABILITY -- Introduction -- Major Aspects of Stock Market Globalization -- Liberalization of Stock Trading -- Integration of the World Stock Markets -- Adopting International Principles -- Adopting Accounting Standards and Disclosure Requirements -- Regional Integration of Stock Exchanges -- Internationalization of Stock Markets -- Increasing Foreign Share of Stock Trading -- Increasing the Role of International Mutual Funds -- Increasing Trading Value of Cross-Listed Firms -- International Public Offerings -- Conclusion -- References -- ANALYST ORIGIN AND THEIR FORECASTINGQUALITY ON THE LATIN AMERICANSTOCK MARKETS -- Abstract -- 1. Introduction -- 2. Data and Overview Statistics -- 3. Analysts' Timeliness -- 3.1. Empirical Design -- 3.2. Results for Analysts' Timeliness -- 4. Forecast Accuracy -- 4.1. Empirical Design -- 4.2. Results for Forecast Accuracy -- 5. Impact of Forecast Revisions on Security Prices -- 5.1. Empirical Design -- 5.2. Results for the Impact of Forecast Revisions on Security Prices -- 6. Conclusions -- Appendix -- Leader-to-Follower Ratio -- Acknowledgements -- References -- SARBANES-OXLEY AND THE COMPETITIVEPOSITION OF U.S. STOCK MARKETS -- Abstract -- Introduction -- Who are the Competitors? -- Trends in EXCHANGE Listings -- Foreign vs. Domestic Listings -- New Listings -- Delistings -- IPOs and Capital Formation -- Conclusion -- Endnotes. ESTIMATION OF VALUE AT RISKFOR HETEROSCEDASTIC AND HEAVY-TAILED ASSETTIME SERIES: EVIDENCE FROM EMERGING ASIANSTOCK MARKETS -- Abstract -- 1. Introduction -- 2. Methodology -- 2.1. An Alternative VaR Model -- 2.1.1. First Stage -- 2.1.2. Second Stage -- 2.2. Backtesting VaRs -- 3. Data Description -- 4. Empirical Results -- 5. Conclusions -- CAPITAL ACCUMULATION IN LESS DEVELOPEDCOUNTRIES: DOES STOCK MARKET MATTER? -- Abstract -- I. Introduction -- II. Relationship between Stock Market Developments and CapitalAccumulation -- A. Panel Data Analysis -- B. Time Series Analysis -- III. Conclusion -- Appendix -- References -- DO INTERNATIONAL STOCK PRICES REFLECTINTERNATIONAL BUSINESS CYCLES? -- Abstract -- Introduction -- Data -- Empirical Results -- Some Concluding Remarks -- References -- INDEX. |
| Record Nr. | UNINA-9910826689303321 |
| New York, : Nova Science Publishers, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
A global view [[electronic resource] ] : examining cross-border exchange mergers : hearing before the Subcommittee on Securities and Insurance and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Tenth Congress, first session ... Thursday, July 12, 2007
| A global view [[electronic resource] ] : examining cross-border exchange mergers : hearing before the Subcommittee on Securities and Insurance and Investment of the Committee on Banking, Housing, and Urban Affairs, United States Senate, One Hundred Tenth Congress, first session ... Thursday, July 12, 2007 |
| Pubbl/distr/stampa | Washington : , : U.S. G.P.O., , 2009 |
| Descrizione fisica | 1 online resource (iii, 124 pages) : illustrations, maps |
| Collana | S. hrg. |
| Soggetto topico |
Capital market
Consolidation and merger of corporations Stock exchanges Consolidation and merger of corporations - United States Stock exchanges - United States International economic relations |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Global view |
| Record Nr. | UNINA-9910696916403321 |
| Washington : , : U.S. G.P.O., , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Global Volatility and Forex Returns in East Asia / / Sanjay Kalra
| Global Volatility and Forex Returns in East Asia / / Sanjay Kalra |
| Autore | Kalra Sanjay |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (33 p.) |
| Disciplina | 332.456095 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates - East Asia
Financial crises - East Asia Finance: General Foreign Exchange Money and Monetary Policy International Financial Markets General Financial Markets: General (includes Measurement and Data) Monetary Systems Standards Regimes Government and the Monetary System Payment Systems Currency Foreign exchange Finance Monetary economics Exchange rates Currency markets Stock markets Currencies Foreign exchange market Stock exchanges Money |
| ISBN |
1-4623-6386-5
1-4527-5412-8 9786612841590 1-282-84159-9 1-4518-7066-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Methodology and Data; III. GARCH Models of East Asian Daily Forex Returns; IV. Empirical Results; A. Sensitivity of Forex Returns to Mature Equity Market Volatility; B. Conditional and Unconditional Volatility of Forex Returns:; C. Subsamples; V. Robustness; VI. Conclusions; Figures; 1. VIX and VDAX Indices; 2. Exchange Rates; 3. Daily Forex Returns; 4. Daily Squared Forex Returns; 5. FIX_AR(2)-GARCH(1,1) Models: Residuals; 6. VIX AR(2)-GARCH(1,1) Models: Squared Residuals; 7. Daily Conditional and Unconditional Volatilities: 2001-07
8. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-03Q29. Daily Conditional and Unconditional Volatilities: VIX Models, 2003Q3-07; 10. Daily Conditional and Unconditional Volatilities: VIX Models, 2001-07; Tables; 1. Daily Foreign Exchange Return: Summary Statistics; 2. VIX and VDAX Indices: Summary Statistics; 3. Exchange Rates and Volatility Indices: Augmented Dickey-Fuller Test Statistics; 4. VAR Lag Order Selection Criteria; 5. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-07; 6. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2001-03Q2 7. Forex Returns and VIX AR(2)-GARCH(1,1) Models, 2003Q3-078. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-07; 9. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2001-03Q2; 10. Forex Returns and VDAX AR(2)-GARCH(1,1) Models, 2003Q3-0; References |
| Record Nr. | UNINA-9910788346303321 |
|
Kalra Sanjay
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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