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Are more competitive banking systems more stable? [[electronic resource] /] / prepared by Klaus Schaek, Martin Čihák, and Simon Wolfe
| Are more competitive banking systems more stable? [[electronic resource] /] / prepared by Klaus Schaek, Martin Čihák, and Simon Wolfe |
| Autore | Schaek Klaus |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., c2006 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) |
ČihákMartin
WolfeSimon |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking
Bank management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-0036-7
1-4527-8848-0 1-283-51897-X 1-4527-0150-4 9786613831422 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""A. Competition and Concentration""; ""B. Concentration and Stability""; ""C. Competition and Stability""; ""D. Regulation, Supervision and Stability""; ""III. METHODOLOGY""; ""A. Duration Analysis""; ""B. Logistic Probability Analysis""; ""C. Panzar and Rosse (1987) H-Statistic""; ""IV. DATA AND SUMMARY STATISTICS""; ""V. REGRESSION RESULTS""; ""A. Main Results""; ""B. Robustness Tests""; ""C. Competitiveness, Regulation and Systemic Crises""; ""VI. CONCLUDING REMARKS""; ""DEFINITIONS OF VARIABLES AND DATA SOURCES""
""REFERENCES"" |
| Record Nr. | UNINA-9910464674703321 |
Schaek Klaus
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| [Washington, D.C.], : International Monetary Fund, Research Dept., c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Cooperative banks and financial stability [[electronic resource] /] / prepared by Heiko Hesse and Martin Čihák
| Cooperative banks and financial stability [[electronic resource] /] / prepared by Heiko Hesse and Martin Čihák |
| Autore | Hesse Heiko |
| Pubbl/distr/stampa | Washington, D.C., : International Monetary Fund, 2007 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina |
334.22
334.220681 |
| Altri autori (Persone) | ČihákMartin |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking, Cooperative
Economic stabilization |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9519-8
1-4527-3499-2 1-282-55817-X 1-4519-1019-3 9786613822314 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Motivation and Literature Overview; 1. Cooperative Banks: Retail Market Shares in Selected Countries; II. Data and Methodology; A. Data; B. Measuring Bank Stability; C. Methodology; 1. Summary Statistics of Bank-Specific Variables in the Sample, 1994-2004; III. Results; A. Decomposition of Z-Scores and Correlation Analysis; 2. Decomposition of Z-Scores for the Full Sample, 1994-2004; 3. Decomposition of Z-Scores for Selected Countries, 1994-2004; 4. Sensitivity of the Z-score Decomposition
5. Fitch: Long-Term Ratings: Distribution of the Banks in Sample6. Correlation Coefficients between the Z-Score and Selected Key Variables, 1994-2004; B. Regression Analysis; 7. Regression Results (Full Sample); 8. OECD Regressions with Governance Variable; 9. Regression Results (Large Banks); 10. Regression Results (Small Banks); 11. Robust Regressions; 12. Quantile Regressions (Full Sample); IV. Conclusions and Topics for Further Research; I. Data Issues; References; Footnotes |
| Record Nr. | UNINA-9910464565503321 |
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Hesse Heiko
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| Washington, D.C., : International Monetary Fund, 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Distress in European banks [[electronic resource] ] : an analysis based on a new data set / / Tigran Poghosyan and Martin Cihák
| Distress in European banks [[electronic resource] ] : an analysis based on a new data set / / Tigran Poghosyan and Martin Cihák |
| Autore | Poghosyan Tigran |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Altri autori (Persone) | ČihákMartin |
| Collana | IMF working paper |
| Soggetto topico | Banks and banking - European Union countries |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4569-7
1-4527-9346-8 1-4518-7156-2 1-282-84231-5 9786612842313 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation; A. Early Warning Systems for Banking Soundness; B. Examples of Uses of the Early Warning Systems; III. Methodology and Data; A. Estimation Methodology; B. Data; Figures; 1. Overview of Distress Events by Year and by Country, 1995-2007; Tables; 1. Database Overview; 2. Determinants of Bank Distress; IV. Estimation Results; A. Baseline Estimate; B. Robustness Checks; 3. Logit Estimation Results; C. Prediction Results; 4. Type I and Type II Errors; 2. Banks at Risk; 3. Assets at Risk; D. Marginal Effects
4. Marginal Effects of Significant CAMEL Covariates5. Trade-off in the Impact on PD between Pairs of Significant CAMEL Covariates; V. Conclusion; Appendices; I. Early Warning Systems for Banking Supervision:; II. European Banking System; III. European Structured Early Intervention and Resolution; References |
| Record Nr. | UNINA-9910464229903321 |
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Poghosyan Tigran
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| [Washington, D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Interest rate elasticity of residential housing prices / / Plamen Iossifov, Martin Čihák, and Amar Shanghavi ; authorized for distribution by Cyrille Briançon
| Interest rate elasticity of residential housing prices / / Plamen Iossifov, Martin Čihák, and Amar Shanghavi ; authorized for distribution by Cyrille Briançon |
| Autore | Iossifov Plamen |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (34 p.) |
| Disciplina | 332.82 |
| Altri autori (Persone) |
ČihákMartin
ShanghaviAmar BriançonCyrille |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Interest rates - Econometric models
Elasticity (Economics) - Econometric models Housing - Prices - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-0735-3
1-4527-6118-3 9786612841989 1-4518-7105-8 1-282-84198-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Overview; III. Regression Analysis; A. Choice of Explanatory Variables; B. Panel Data Regression Analysis; Tables; 1. 3SLS Estimates of the Residential Housing Price Equation in First-Differences; C. Cross-Section Regression Analysis; 2. OLS Estimates of the Housing Price Equation Using Cross-Country Data; D. Preferred Estimate of the Interest Rate Elasticity of Housing Prices; IV. Conclusion; References; Appendices; I. Survey of Studies of Determinants of Housing Prices; II. Variables Definitions and Data Sources; Appendix Tables
1. Variables Definitions and Data SourcesAppendix Figures; 1. Real Residential Housing Price Indices, 1980-2007; 2. Scatter Plots of Residential Housing Prices on Fundamental Determinants; III. Additional Regression Output; 2. Within (Fixed Effects) Estimates of the Residential Housing Price Equation; 3. OLS and Within Estimates of Unrestricted Residential Housing Price Equation; 4. IV and GMM Panel Data Estimates of the Residential Housing Price Equation in First- Differences; 5. OLS Estimates of the Effect of Fundamentals on Residential Housing Prices in Cross- Country Data |
| Record Nr. | UNINA-9910463613403321 |
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Iossifov Plamen
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Writing clearly : ECB's monetary policy communication / / Ales Buliř, Martin Čihák, and Kateřina Smidková ; authorized for distribution by Enrica Detragiache and Luc Everaert
| Writing clearly : ECB's monetary policy communication / / Ales Buliř, Martin Čihák, and Kateřina Smidková ; authorized for distribution by Enrica Detragiache and Luc Everaert |
| Autore | Buliř Aleš |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (36 p.) |
| Disciplina | 332.11094 |
| Altri autori (Persone) |
ČihákMartin
ŠmídkováKateřina DetragiacheEnrica EveraertLuc |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Banks and banking, Central - Europe - Econometric models
Communication - Europe - Econometric models Monetary policy - Europe - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9110-9
1-4527-1476-2 1-4518-7110-4 1-282-84203-X 9786612842030 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Motivation and Literature Overview; A. Communicating Clearly; B. Literature on Monetary Policy Communication; III. Methodology and Data; A. Methodology ("Central Bank Watching for Dummies"); Tables; 1. Slope Coefficient in a Regression of Actual and Forecasted Policy Rate Changes; Figures; 1. Correlation of Actual and Forecasted Policy Rate Changes; 2. GARCH Estimate of the Policy Rule for the ECB; 3. Parameterization Overview; B. Data; 2. Euro Area: Actual Inflation, Inflation Targets, and Inflation Expectations
4. Inflation Factors and Their Serial Correlation5. Comparison with the KOF MPC Index; C. ECB Watching; 3. ECB Bulletins: Inflation Factors; 4. ECB: Central Bank Watching; IV. Results; A. Press Statements Only; B. Monthly Bulletins: Shock Descriptions; 5. Press Statements Only; C. Monthly Bulletins: Shock Descriptions and Forecast Risk Assessment; 6. ECB Bulletin, Shock Description, but No Forecast Risk Assessment; D. Monthly Bulletins: Adding Monetary Pillar Information; 7. ECB Bulletin, All Shocks; E. Summary Discussion: When Could the Public Get Confused?; 8. Monetary Pillar 9. Confusing Communication: Robustness ChecksF. Comparison with Other Studies; V. Conclusions; References |
| Record Nr. | UNINA-9910464259403321 |
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Buliř Aleš
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| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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