Autore	Kalra Sanjay
Edizione	[1st ed.]
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-9910826444903321

Autore	Muñoz Sònia
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (44 p.)
Collana	IMF Working Papers
Soggetto topico	Portfolio management - Italy - Econometric models Asset allocation - Italy - Econometric models Econometrics Finance: General Financial Risk Management Investments: Bonds Investments: Stocks Single Equation Models Single Variables: Discrete Regression and Qualitative Choice Models Personal Income, Wealth, and Their Distributions Portfolio Choice Investment Decisions Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) International Financial Markets Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Investment & securities Finance Econometrics & economic statistics Stocks Bonds Asset allocation Stock markets Logit models Financial institutions Asset and liability management Financial markets Econometric analysis Asset-liability management Stock exchanges Econometric models
ISBN	1-4623-7504-9 1-4519-9441-9 1-283-51660-8 9786613829054 1-4519-0825-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Contents""; ""I. Introduction""; ""II. Habit Formation in Household Portfolios""; ""III. The Model: Multiperiod Multinomial Probit with Autocorrelated Errors and Unobserved Heterogeneity""; ""IV. Empirical Results""; ""V. Conclusion""; ""Appendix: Data and Statistics""; ""References""
Record Nr.	UNINA-9910788699103321

Autore	Mishra Prachi
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2012
Descrizione fisica	1 online resource (49 p.)
Altri autori (Persone)	MontielPeter
Collana	IMF Working Papers
Soggetto topico	Monetary policy - Developing countries Finance - Developing countries Banks and Banking Finance: General Foreign Exchange Money and Monetary Policy Macroeconomic Analyses of Economic Development Economic Development: Financial Markets Saving and Capital Investment Corporate Finance and Governance General Financial Markets: General (includes Measurement and Data) Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Finance Monetary economics Currency Foreign exchange Banking Bank credit Securities markets Stock markets Exchange rate arrangements Money Financial markets Exchange rates Credit Capital market Stock exchanges Banks and banking
ISBN	1-4755-8119-X 1-4755-4380-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover; Contents; I. Introduction; II. Monetary transmission and the bank lending channel in developing countries; III. Empirical Methedology; IV. Sub-Saharan Africa; V. Transition economies in central and Eastern Europe (CEE); VI. Transition economies in central Asia (CEE); VII. The Middle East and North Africa (MENA); VIII. Asia-Pacific; IX. Latin America and the Caribbean; X. Summary and conclusions; Appendix: Institutional Quality, Bank Competition, and the Effectiveness of the Bank lending Channel; References; Tables; Table 1. Financial Environment Across Countries, Sub-Saharan Africa Table 2. Monetary Transmission in Sub-Saharan AfricaTable 3. Financial Environment Across Countries, Central and Eastern Europe; Table 4. Monetary Transmission in Central and Eastern Europe; Table 5. Financial Environment Across Countries, Central Asia; Table 6. Monetary Transmission in Central Asia; Table 7. Financial Environment Across Countries, Middle East and North Africa; Table 8. Monetary Transmission in the Middle East and North Africa; Table 9. Financial Environment Across Countries, Asia and Pacific; Table 10. Monetary Transmission in Asia and the Pacific Table 11. Financial Environment Across Countries, Latin America and the CaribbeanTable 12. Monetary Transmission in Latin America and the Caribbean
Record Nr.	UNINA-9910779104903321

Autore	Gough Leo
Edizione	[Fifth edition.]
Pubbl/distr/stampa	Harlow, England : , : Financial Times Prentice Hall, , [2011]
Descrizione fisica	1 online resource (xiii, 320 pages) : illustrations
Disciplina	332.63/2
Collana	Financial times guides
Soggetto topico	Stock exchanges Stocks Investments
ISBN	0-273-74356-2
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Cover -- How the stock market really works -- Contents -- Introduction -- The 'guerrilla investor' -- The 'guerrilla investor' concept -- Asset allocation - a powerful strategy -- Choosing a financial adviser -- What is a risky investment? -- Summary -- Shares -- What are shares for? -- Why shares exist - the capital markets -- Stock exchanges -- Buying and selling shares -- Collective investments -- The world's stock markets -- American Depositary Receipts (ADRs) -- Stock indices -- Individual Savings Accounts (ISAs) -- Summary -- Bonds -- Bonds for guerrillas - using bonds for specific goals -- The market for bonds -- Rating bonds -- Gilts -- The other risks of bonds -- The varieties of bonds -- Auctioning new issues -- The price of bonds -- Understanding yields -- Summary -- Assessing companies - issues and opportunities -- Why do companies issue shares? -- Financial statements -- Corporate governance -- Investment opportunities - new issues -- Investment opportunities - mergers and acquisitions -- When companies get into trouble -- Summary -- Investment theories and strategies -- Fundamental analysis -- Discounted cash flow (DCF) -- The efficient market -- Index investing -- Understanding volatility -- Risk and risk-adjusted performance -- Value investing -- Growth investing -- Small companies or large companies? -- Market timing -- Technical analysis - pure voodoo? -- Summary -- Foreign exchange -- Avoiding the great travel money rip-off -- The Bretton Woods system -- The floating rate system -- The balance of payments -- Market sentiment -- The foreign exchange market -- Forward exchange -- Predicting exchange rates -- Currencies for guerrillas -- Summary -- Derivatives -- Commodities -- Futures -- Financial futures -- Options -- Spread betting - tax-free investing? -- Derivatives - the casualties -- Hedge funds -- Structured products. Summary -- Fraud and sharp practice -- Grand fraud versus petty fraud -- What the regulators can and can't do -- 25 years of misdeeds - from Milken to Madoff -- Sharp practice - pensions misselling -- False accounting on a grand scale - Enron and WorldCom -- The Sarbanes-Oxley Act -- The naughty noughties -- Summary -- Overseas investment -- Achieving global diversification -- No-tax and low-tax territories -- Working abroad -- Banking offshore -- Offshore trusts and companies - expensive to feed? -- Dual nationality for guerrillas -- Summary -- Investing in other asset classes -- Property -- Gold -- Collectibles -- Wine -- Your own business -- Pensions -- Insurance -- Summary -- Thinking about retirement -- Where to retire? -- Changing your asset allocation in retirement -- Asset rich, cash poor? -- Making a will -- Inheritance and offshore investment -- Summary -- UK taxation -- An overview -- Tax on investment income -- Income tax -- Tax avoidance or tax evasion? -- Capital gains tax -- Inheritance tax -- Trusts -- Summary -- An overview of the financial crisis -- How the crisis began -- The banking crisis -- The crisis spreads to Europe -- Economic growth and the financial crisis -- Investment survival in the long term -- Summary -- Making investing part of your life -- Making and reviewing your financial plan -- Taking into account the stages of life -- Summary -- Appendix 1 A little financial maths -- Appendix 2 Compound interest table -- Further reading -- Useful websites -- Glossary -- Index.
Record Nr.	UNINA-9910151653503321

Autore	Duhon Terri Lynn <1972->
Edizione	[1st edition]
Pubbl/distr/stampa	Hoboken, NJ, : Wiley, 2012
Descrizione fisica	1 online resource (370 p.)
Disciplina	332.6 332.64
Altri autori (Persone)	TettGillian
Collana	Bloomberg financial series
Soggetto topico	Trading rooms (Finance) Stock exchanges
Soggetto genere / forma	Electronic books.
ISBN	1-283-59253-3 1-118-53215-5 9786613904980 1-119-96601-9
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	How The Trading Floor Really Works; Copyright; Contents; Foreword; Preface; Why I Wrote this Book; What this Book Does and Does Not Do; Who this Book Is For; Finally, Some Key People in the Process of Writing this Book; All Feedback Welcome!; Women on the Trading Floor . . . Really?; Chapter 1: What Are Financial Markets?; Debt Markets; Equity Markets; Other Asset Classes; Derivative Markets; Conclusion; Discussion Questions; Chapter 2: What Role Do Banks Play in Financial Markets?; What It Means to Provide Liquidity; Central Market Platforms; Who Are the Clients and What Are They Doing? ConclusionDiscussion Questions; Chapter 3: Which Part of the Bank Are We Talking About?; Corporate Finance; Mergers and Acquisitions; The Chinese Wall; Global Financial Markets; Where Are these Trading Floors?; The Trading Floor's Relationship with Clients; The Loan Portfolio and the Funding Department; Conclusion; Discussion Questions; Chapter 4: What Does It Mean to Trade?; PACAM Treasury Trade; Supermart Interest Rate Swap Trade; A Structured Equity Product; Conclusion; Discussion Questions; Chapter 5: What Is the Market and Why Does It Move?; What Is the Market? Price Fundamentals: MacroeconomicsPrice Fundamentals: Company Specific News; Supply and Demand; Conclusion; Discussion Questions; Chapter 6: How Do Traders Make a Market?; PACAM Treasury Trade; Supermart Interest Rate Swap Trade; Equity Structured Product Trade; A Typical Trader Day; Conclusion; Discussion Questions; Chapter 7: How Is Proprietary Trading Different from Market Making?; Proprietary Trading Desk Overview; Proprietary Desk Liquidity; How Market Makers Are Similar to Proprietary Traders; Trading Book Accounting; Trader Capital Allocation; Conclusion; Discussion Questions Chapter 8: What Is the Relationship Between Sales and Trading?A Day in the Life; Know Your Client; Managing the Client Relationship; Sales Person Stereotypes; Conclusion; Discussion Questions; Chapter 9: What Role Does the Research Analyst Play?; The Role of a Credit or Equity Analyst; Conflict of Interest; The Economists and Strategists; A Fixed Income Trading Strategy; An Equity Trading Strategy; Desk Analysts; Conclusion; Discussion Questions; Chapter 10: What's So Special About Trading Derivatives?; Bond Intermediation; Derivative Intermediation; Counterparty Credit Risk Illiquid Derivatives IntermediationConclusion; Discussion Questions; Chapter 11: Where Does Structuring Fit?; The Deal Origination; Deal Negotiation; Deal Closing; Conclusion; Discussion Questions; Chapter 12: Where Are the Quants?; Pricing Models and What They Do; Risk Management Models and What They Do; Financial Market Evolution; Quants' Relationship with the Trading Floor; Conclusion; Discussion Questions; Chapter 13: What Are the Risks?; Market Risk; Credit Risk; Other Risk; Conclusion; Discussion Questions; Chapter 14: How Do We Manage These Risks?; New Product Approval Process Market Risk Limits
Record Nr.	UNINA-9910141422103321