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

Autore	De Nicolo Gianni
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (30 p.)
Altri autori (Persone)	TiemanAlexander
Collana	IMF Working Papers
Soggetto topico	Fiscal policy - Europe - Econometric models Finance - Europe - Econometric models Banks and Banking Finance: General Industries: Financial Services Macroeconomics Financial Aspects of Economic Integration Banks Depository Institutions Micro Finance Institutions Mortgages Insurance Insurance Companies Actuarial Studies General Financial Markets: Government Policy and Regulation General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Finance Banking Systemic risk Stock markets Financial integration Insurance companies Financial sector policy and analysis Financial markets Financial institutions Personal income National accounts Financial risk management Stock exchanges Banks and banking International finance Income
ISBN	1-4623-4171-3 1-4527-0371-X 1-283-51309-9 9786613825544 1-4519-1009-6
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs"" ""Table 5. Dependent Variables: Cross-Country Variance of Portfoliosâ€? DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES""
Record Nr.	UNINA-9910788408903321

Autore	De Nicolo Gianni
Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica	1 online resource (30 p.)
Altri autori (Persone)	TiemanAlexander
Collana	IMF Working Papers
Soggetto topico	Fiscal policy - Europe - Econometric models Finance - Europe - Econometric models Banks and Banking Finance: General Industries: Financial Services Macroeconomics Financial Aspects of Economic Integration Banks Depository Institutions Micro Finance Institutions Mortgages Insurance Insurance Companies Actuarial Studies General Financial Markets: Government Policy and Regulation General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Personal Income, Wealth, and Their Distributions Finance Banking Systemic risk Stock markets Financial integration Insurance companies Financial sector policy and analysis Financial markets Financial institutions Personal income National accounts Financial risk management Stock exchanges Banks and banking International finance Income
ISBN	1-4623-4171-3 1-4527-0371-X 1-283-51309-9 9786613825544 1-4519-1009-6
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs"" ""Table 5. Dependent Variables: Cross-Country Variance of Portfoliosâ€? DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES""
Record Nr.	UNINA-9910826087003321

Autore	El-Erian Mohamed
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 1997
Descrizione fisica	1 online resource (50 p.)
Disciplina	330.956/053
Altri autori (Persone)	FennellSusan
Collana	Books
Soggetto topico	Investments: Energy Exports and Imports Finance: General Macroeconomics Industries: Energy Macroeconomics: Production Energy: General Energy: Demand and Supply Prices Hydrocarbon Resources General Financial Markets: General (includes Measurement and Data) Petroleum, oil & gas industries Investment & securities Finance Privatization Oil production Oil Oil prices Natural gas sector Stock markets Production Commodities Economic sectors Financial markets Petroleum industry and trade Gas industry Stock exchanges
ISBN	1-4623-1190-3 1-4552-6979-4 1-283-53438-X 9786613846839 1-4552-9902-2
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	""Acknowledgments""; ""Contents""; ""Executive Summary""; ""I. Introduction""; ""II. Recent Developments in the Macroeconomy""; ""III. The Intensification of Structural Reforms""; ""IV. The Next Step Forward""; ""V. Conclusion""; ""MENA at a Glance""; ""Economic Developments in the GCC Economies""; ""GCC Oil and Natural Gas""; ""References""; ""Recent IMF Publications on the Middle East and North Africa Region (1994-97)""
Record Nr.	UNINA-9910780757303321

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