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Is Monetary Policy Effective When Credit is Low?
| Is Monetary Policy Effective When Credit is Low? |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (19 pages) : illustrations (some color) |
| Disciplina | 332.46 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Credit - Econometric models Inflation (Finance) - Econometric models Econometrics Foreign Exchange Inflation Macroeconomics Money and Monetary Policy Price Level Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Monetary economics Currency Foreign exchange Econometrics & economic statistics Credit Exchange rate arrangements Vector autoregression Producer prices Prices |
| ISBN |
1-4623-6991-X
9786612842238 1-4519-9635-7 1-4518-7146-5 1-282-84223-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788340603321 |
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Is Monetary Policy Effective When Credit is Low?
| Is Monetary Policy Effective When Credit is Low? |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (19 pages) : illustrations (some color) |
| Disciplina | 332.46 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Econometric models
Credit - Econometric models Inflation (Finance) - Econometric models Econometrics Foreign Exchange Inflation Macroeconomics Money and Monetary Policy Price Level Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Monetary economics Currency Foreign exchange Econometrics & economic statistics Credit Exchange rate arrangements Vector autoregression Producer prices Prices |
| ISBN |
1-4623-6991-X
9786612842238 1-4519-9635-7 1-4518-7146-5 1-282-84223-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Background -- II. The Methodological Approach -- III. A Country-by-Country Analysis -- IV. A Panel Approach -- V. The Importance of The Exchange Rate Regime -- VI. Conclusions -- Tables -- 1. Panel VAR: Wald Test Results -- 2. Panel VAR: Floating Exchange Rate: Wald Test Results -- Figures -- 1. Selected Impulse Response Functions of a One Standard Deviation Shock to Interest Rate -- 2. Cross-Country Impact on Inflation of a 1 Percent Shock to Interest Rates -- 3. Panel VAR: Impulse Response Function of a One Standard Deviation Shock to Interest Rates -- 4. Panel VAR: Impulse Response Function of a Shock to Interest Rates -- 5. Panel VAR: Impulse Response Function of a Shock to Interest Rates -- References -- Annexes -- I. Description of the Data -- II. Monetary Policy Regimes -- III. Exchange Rate Regimes. |
| Record Nr. | UNINA-9910827360603321 |
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : : An Application to Ecuador / / Francesco Grigoli, Mario Mansilla, Martín Saldías
| Macro-Financial Linkages and Heterogeneous Non-Performing Loans Projections : : An Application to Ecuador / / Francesco Grigoli, Mario Mansilla, Martín Saldías |
| Autore | Grigoli Francesco |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (29 pages) : illustrations, tables |
| Disciplina | 332.1753 |
| Altri autori (Persone) |
MansillaMario
SaldíasMartín |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank loans
Credit - Ecuador Economic forecasting - Ecuador Banks and Banking Econometrics Macroeconomics Money and Monetary Policy Industries: Financial Services Forecasting and Other Model Applications Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Energy: Demand and Supply Prices Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Financial Crises Finance Banking Monetary economics Econometrics & economic statistics Economic & financial crises & disasters Nonperforming loans Credit Oil prices Vector autoregression Financial institutions Money Econometric analysis Global financial crisis of 2008-2009 Financial crises Loans Banks and banking Global Financial Crisis, 2008-2009 |
| ISBN |
1-4755-5938-0
1-4755-6969-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162943503321 |
Grigoli Francesco
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macroeconomic Fluctuations in the Caribbean : : The Role of Climatic and External Shocks / / Sebastian Sosa, Paul Cashin
| Macroeconomic Fluctuations in the Caribbean : : The Role of Climatic and External Shocks / / Sebastian Sosa, Paul Cashin |
| Autore | Sosa Sebastian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) | CashinPaul |
| Collana | IMF Working Papers |
| Soggetto topico |
Natural disasters - Economic aspects
Banks and Banking Econometrics Macroeconomics Natural Disasters Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Business Fluctuations Cycles Open Economy Macroeconomics Interest Rates: Determination, Term Structure, and Effects Energy: Demand and Supply Prices Climate Natural Disasters and Their Management Global Warming Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Finance Natural disasters Economic growth Econometrics & economic statistics Real interest rates Oil prices Business cycles Vector autoregression Financial services Environment Econometric analysis Interest rates |
| ISBN |
1-4623-5173-5
1-4527-1071-6 1-4518-7306-9 9786612843723 1-282-84372-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Econometric Approach; A. Specification and Identification Strategy; B. Block Structure, Variables, and Data; Tables; 1. Block Exogeneity Restrictions of the VAR Model; C. Estimation; III. Business Cycle Responses to External Shocks: Empirical Results; 2. Sources of Business Cycle Fluctuations in the Eastern Caribbean; 3. Climatic Shocks and Output Fluctuations in the ECCU; Figures; 1. Natural Disasters and GDP Growth in the Eastern Caribbean; 2. Response of Real Output to Climatic Shocks; 3. Response of Real Output to Climatic Shocks
4. Oil Price Shocks and Output Fluctuations in the ECCU4. Response of Real Output to Oil Price Shocks; 5. Real GDP Growth in the Eastern Caribbean and Industrial Countries; 5. External Demand Shocks and Output Fluctuations in the ECCU; 6. Response of Real Output to External Demand Shocks; 6. World Real Interest Rate Shocks and Output Fluctuations in the ECCU; IV. Concluding Remarks; 7. Response of Real Output to World Real Interest Rate Shocks; Appendix Tables; A1. Antigua and Barbuda: Variance Decomposition of Real Output; A2. Dominica: Variance Decomposition of Real Output A3. Grenada: Variance Decomposition of Real OutputA4. St. Kitts and Nevis: Variance Decomposition of Real Output; A5. St. Lucia: Variance Decomposition of Real Output; A6. St. Vincent and the Grenadines: Variance Decomposition of Real Output; References |
| Record Nr. | UNINA-9910788330603321 |
|
Sosa Sebastian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Macroeconomic Fluctuations in the Caribbean : : The Role of Climatic and External Shocks / / Sebastian Sosa, Paul Cashin
| Macroeconomic Fluctuations in the Caribbean : : The Role of Climatic and External Shocks / / Sebastian Sosa, Paul Cashin |
| Autore | Sosa Sebastian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 330.9 |
| Altri autori (Persone) | CashinPaul |
| Collana | IMF Working Papers |
| Soggetto topico |
Natural disasters - Economic aspects
Banks and Banking Econometrics Macroeconomics Natural Disasters Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Business Fluctuations Cycles Open Economy Macroeconomics Interest Rates: Determination, Term Structure, and Effects Energy: Demand and Supply Prices Climate Natural Disasters and Their Management Global Warming Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Finance Natural disasters Economic growth Econometrics & economic statistics Real interest rates Oil prices Business cycles Vector autoregression Financial services Environment Econometric analysis Interest rates |
| ISBN |
1-4623-5173-5
1-4527-1071-6 1-4518-7306-9 9786612843723 1-282-84372-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Econometric Approach; A. Specification and Identification Strategy; B. Block Structure, Variables, and Data; Tables; 1. Block Exogeneity Restrictions of the VAR Model; C. Estimation; III. Business Cycle Responses to External Shocks: Empirical Results; 2. Sources of Business Cycle Fluctuations in the Eastern Caribbean; 3. Climatic Shocks and Output Fluctuations in the ECCU; Figures; 1. Natural Disasters and GDP Growth in the Eastern Caribbean; 2. Response of Real Output to Climatic Shocks; 3. Response of Real Output to Climatic Shocks
4. Oil Price Shocks and Output Fluctuations in the ECCU4. Response of Real Output to Oil Price Shocks; 5. Real GDP Growth in the Eastern Caribbean and Industrial Countries; 5. External Demand Shocks and Output Fluctuations in the ECCU; 6. Response of Real Output to External Demand Shocks; 6. World Real Interest Rate Shocks and Output Fluctuations in the ECCU; IV. Concluding Remarks; 7. Response of Real Output to World Real Interest Rate Shocks; Appendix Tables; A1. Antigua and Barbuda: Variance Decomposition of Real Output; A2. Dominica: Variance Decomposition of Real Output A3. Grenada: Variance Decomposition of Real OutputA4. St. Kitts and Nevis: Variance Decomposition of Real Output; A5. St. Lucia: Variance Decomposition of Real Output; A6. St. Vincent and the Grenadines: Variance Decomposition of Real Output; References |
| Record Nr. | UNINA-9910812019303321 |
|
Sosa Sebastian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
| Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif |
| Autore | Hasanov Fuad |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) | CherifReda |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, Public
Inflation (Finance) Econometrics Exports and Imports Inflation Macroeconomics Public Finance National Budget, Deficit, and Debt: General Price Level Deflation Fiscal Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Debt Debt Management Sovereign Debt International Lending and Debt Problems Public finance & taxation International economics Econometrics & economic statistics Public debt Debt sustainability analysis Vector autoregression Fiscal stance Prices External debt Econometric analysis Fiscal policy Debts, External |
| ISBN |
1-4755-9375-9
1-4755-6554-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Related Literature; III. Empirical Model, Estimation, and Data; A. Empirical Model; B. Estimation and Impulse Responses; C. Data and Descriptive Statistics; IV. Public Debt Dynamics and Impulse Responses; A. Debt Impulse Responses to an Austerity Shock; B. Debt Impulse Responses to Inflation and Growth Shocks; V. Concluding Remarks; References; Tables; 1. Descriptive Statistics; Figures; 1. Evolution of Public Debt (Percent of GDP, 1947:II-2011:III); 2. Debt Impulse Response: The Effect of a One Standard Deviation Primary Surplus Shock
3. Decomposition of the Debt Impulse Response under the Narrative Identification4. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Average Initial Conditions (Normal Times); 5. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Initial Conditions of 2011; 6. A Recent History and Forecast of the Debt Ratio Based on the Past Dynamics (2011:IV-); 7. Debt Impulse Responses to Macro Shocks and Decomposition: Blanchard-Perotti Identification; A1. A Comparison of VAR Models: Debt Impulse Responses (GIR Identification); Appendix A A2. A Comparison of VAR Models: Debt Forecast, Starting 2011:IVA3. A Comparison of VAR Models: Debt Forecast, Starting 2009:III; Appendix B |
| Record Nr. | UNINA-9910786480303321 |
|
Hasanov Fuad
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif
| Public Debt Dynamics : : The Effects of Austerity, Inflation, and Growth Shocks / / Fuad Hasanov, Reda Cherif |
| Autore | Hasanov Fuad |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 336.34 |
| Altri autori (Persone) | CherifReda |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, Public
Inflation (Finance) Econometrics Exports and Imports Inflation Macroeconomics Public Finance National Budget, Deficit, and Debt: General Price Level Deflation Fiscal Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Debt Debt Management Sovereign Debt International Lending and Debt Problems Public finance & taxation International economics Econometrics & economic statistics Public debt Debt sustainability analysis Vector autoregression Fiscal stance Prices External debt Econometric analysis Fiscal policy Debts, External |
| ISBN |
1-4755-9375-9
1-4755-6554-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; II. Related Literature; III. Empirical Model, Estimation, and Data; A. Empirical Model; B. Estimation and Impulse Responses; C. Data and Descriptive Statistics; IV. Public Debt Dynamics and Impulse Responses; A. Debt Impulse Responses to an Austerity Shock; B. Debt Impulse Responses to Inflation and Growth Shocks; V. Concluding Remarks; References; Tables; 1. Descriptive Statistics; Figures; 1. Evolution of Public Debt (Percent of GDP, 1947:II-2011:III); 2. Debt Impulse Response: The Effect of a One Standard Deviation Primary Surplus Shock
3. Decomposition of the Debt Impulse Response under the Narrative Identification4. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Average Initial Conditions (Normal Times); 5. Debt Impulse Responses to a One Standard Deviation Primary Surplus Shock: Initial Conditions of 2011; 6. A Recent History and Forecast of the Debt Ratio Based on the Past Dynamics (2011:IV-); 7. Debt Impulse Responses to Macro Shocks and Decomposition: Blanchard-Perotti Identification; A1. A Comparison of VAR Models: Debt Impulse Responses (GIR Identification); Appendix A A2. A Comparison of VAR Models: Debt Forecast, Starting 2011:IVA3. A Comparison of VAR Models: Debt Forecast, Starting 2009:III; Appendix B |
| Record Nr. | UNINA-9910820495703321 |
|
Hasanov Fuad
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
| Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi |
| Autore | Sgherri Silvia |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | GalesiAlessandro |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital movements - Econometric models
Econometrics Banks and Banking Investments: Stocks Money and Monetary Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Econometrics & economic statistics Investment & securities Finance Monetary economics Banking Vector autoregression Stocks Interbank rates Credit Econometric analysis Financial institutions Financial services Money Foreign banks Interest rates Banks and banking Banks and banking, Foreign |
| ISBN |
1-4623-7293-7
1-4527-9952-0 9786612842450 1-282-84245-5 1-4518-7170-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe |
| Record Nr. | UNINA-9910788347703321 |
|
Sgherri Silvia
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi
| Regional Financial Spillovers Across Europe : : A Global VAR Analysis / / Silvia Sgherri, Alessandro Galesi |
| Autore | Sgherri Silvia |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.6322 |
| Altri autori (Persone) | GalesiAlessandro |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital movements - Econometric models
Econometrics Banks and Banking Investments: Stocks Money and Monetary Policy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Econometrics & economic statistics Investment & securities Finance Monetary economics Banking Vector autoregression Stocks Interbank rates Credit Econometric analysis Financial institutions Financial services Money Foreign banks Interest rates Banks and banking Banks and banking, Foreign |
| ISBN |
1-4623-7293-7
1-4527-9952-0 9786612842450 1-282-84245-5 1-4518-7170-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe |
| Record Nr. | UNINA-9910816923503321 |
|
Sgherri Silvia
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean
| Review and Implementation of Credit Risk Models of the Financial Sector Assessment Program (FSAP) / / Kexue Liu, Jean Salvati, Renzo Avesani, Alin Mirestean |
| Autore | Liu Kexue |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (35 p.) |
| Altri autori (Persone) |
SalvatiJean
AvesaniRenzo MiresteanAlin |
| Collana | IMF Working Papers |
| Soggetto topico |
Credit - Management - Mathematical models
Financial services industry - State supervision Banks and Banking Econometrics Money and Monetary Policy Portfolio Choice Investment Decisions Financial Institutions and Services: General Banks Depository Institutions Micro Finance Institutions Mortgages Mathematical Methods and Programming: General Computational Techniques Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Monetary economics Econometrics & economic statistics Financial services law & regulation Credit Vector autoregression Credit risk Financial risk management |
| ISBN |
1-4623-6191-9
1-4527-6528-6 1-283-51160-6 1-4519-0915-2 9786613824059 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL SETTING""; ""III. MODEL 1: A SIMPLE MODEL WITH NON-RANDOM DEFAULT PROBABILITIES""; ""IV. INTRODUCING THE POISSON APPROXIMATION""; ""V. MODEL 2: THE MODEL WITH KNOWN PROBABILITIES REVISITED""; ""VI. MODEL 3: THE MODEL WITH RANDOM DEFAULT PROBABILITIES""; ""VII. THE LATENT FACTORS ASSUMPTION""; ""VIII. MODEL 4: EXTENSION OF CREDIT RISK+ WITH CORRELATED FACTORS""; ""IX. MODEL SUMMARY""; ""X. NUMERICAL IMPLEMENTATION""; ""XI. NUMERICAL EXAMPLES USING THE CREDIT RISK TOOLBOX""; ""XII. CONCLUSION""
""PROBABILITY AND MOMENT GENERATING FUNCTIONS""""References"" |
| Record Nr. | UNINA-9910788414803321 |
|
Liu Kexue
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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