Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (54 p.)
Disciplina	332.1/52
Collana	IMF Working Papers
Soggetto topico	International finance Financial crises Banks and Banking Finance: General Financial Risk Management Macroeconomics Financial Crises Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Economic & financial crises & disasters Banking Finance Stock markets Systemic crises Banking crises Banks and banking Stock exchanges
ISBN	1-4623-8805-1 1-4527-3695-2 1-4518-7280-1 9786612843471 1-282-84347-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; I. Introduction; II. Measuring Financial Stress; A. Definition of Financial Stress and its Measurement; B. Patterns of Financial Stress in Emerging and Advanced Economies; III. Comovement of Financial Stress: Theory and Evidence; A. Rationale for Stress Comovement; IV. Transmission of Stress: A Comprehensive Analysis; A. Common Time-Varying Component in EM-FSI; B. Stress Transmission Analysis: 2-Stage Procedure (Forbes-Chinn); C. Stress Transmission and Other Country Characteristics: Annual Panel; D. Case Study Analysis: Banking Crisis and Capital Flows; V. Conclusions; References Data Appendix Tables; 1. Episodes of Widespread Financial Stress in Advanced Economies; 2. Emerging Economy Stress: Determinants; 3. Comovement of Financial Stress; 4. The Role of Linkages as Determinants of Comovement; 5. Emerging Economy Stress: Country-specific Effects; 6. Emerging Economy Stress: Interactions with Stress Periods; 7. Emerging Economy Stress: Interactions with Stress Levels; 8. List of Variables; Figures; 1. Sudden Stops of Capital Flows and Real Effects; 2. Financial Stress in Emerging Regions and by Components; 3. Financial Stress in Advanced Economies 4. Financial Stress in Emerging and Advanced Economies 5. The Transmission of Stress: Schematic Depiction of Effects; 6. Financial Integration of Emerging and Developing Economies; 7. Financial Exposures of Emerging to Advanced Economies; 8. Financial Linkages between Advanced and Emerging Economies; 9. Vulnerability Indicators by Region, 1990-2007; 10. Emerging Economy Stress: Common Time Component; 11. Comovement of Financial Stress Indices; 12. Impact of the Latin American Debt Crisis on Banking Liabilities; 13. Impact of the Japanese Banking Crisis on Bank Lending
Record Nr.	UNINA-9910812318103321

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

Autore	Kannan Prakash
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (38 pages)
Altri autori (Persone)	Köhler-GeibFritzi
Collana	IMF Working Papers
Soggetto topico	Financial crises - Econometric models Contagion (Social psychology) - Economic aspects Finance: General Financial Risk Management Macroeconomics General Financial Markets: General (includes Measurement and Data) Innovation Research and Development Technological Change Intellectual Property Rights: General Financial Crises Price Level Inflation Deflation Finance Technology general issues Economic & financial crises & disasters Stock markets Financial crises Emerging and frontier financial markets Asset prices Financial markets Prices Stock exchanges Financial services industry
ISBN	1-4623-6181-1 1-4527-9647-5 9786612844232 1-4518-7366-2 1-282-84423-7
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910778591103321

Autore	Kemp Michael
Edizione	[1st edition]
Pubbl/distr/stampa	Milton, Queensland : , : Wiley, , 2016
Descrizione fisica	1 online resource (283 p.)
Disciplina	332.6322
Soggetto topico	Stocks Stock exchanges Investments Finance, Personal
Soggetto genere / forma	Electronic books.
ISBN	0-7303-2425-7 0-7303-2426-5
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910461669003321

Autore	Andrianaivo Mihasonirina
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica	1 online resource (42 p.)
Disciplina	336.54
Altri autori (Persone)	YarteyCharles Amo
Collana	IMF Working Papers
Soggetto topico	Banks and banking - Africa Stock exchanges - Africa Banks and Banking Exports and Imports Finance: General Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Financial Markets and the Macroeconomy Current Account Adjustment Short-term Capital Movements Financial Institutions and Services: General Finance Banking International economics Stock markets Commercial banks Financial sector development Capital account liberalization Multilateral development institutions Stock exchanges Banks and banking Financial services industry Balance of payments Development banks
ISBN	1-4623-8704-7 1-4527-1575-0 9786612843921 1-4518-7329-8 1-282-84392-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Contents; I. Introduction; II. The Growth of African Financial Markets; A. Banking in Africa; Figures; 1. Africa: Banking Sector Development; B. Stock Markets in Africa; 2. The Growth of African Stock Markets; C. The Private Equity Market; 3. Private Equity Fundraising; D. The Bond Market in Africa; 4. Bond Markets in Africa; III.The Literature on Determinants of Financial Market Development; IV. Methodology; A. Modeling Banking Sector Development; B. Modelling the Determinants of Stock Market Development; V. Empirical Results; A. Banking Sector Development B. Determinants of Stock Market Development VI. Summary and Conclusion; References; Appendices; Tables; 1a. Explanatory Variables used for Banking Sector Regression; 1b. Explanatory Variables used for Stock Market Regression; 2. Determinants for Banking Sector Development (System GMM Estimation/Credit); 3. Determinants of Banking Sector Development (System GMM Estimation/Bank Assets).; 4. Determinants of Stock Markets Development (Panel Data Estimation); 5. Determinants of Stock Markets Development (GMM Estimation)
Record Nr.	UNINA-9910788228903321