Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd |
Autore | De Nicolo Gianni |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (51 p.) |
Altri autori (Persone) |
JalalAbu M
BoydJohn |
Collana | IMF Working Papers |
Soggetto topico |
Bank failures - Econometric models
Competition - Econometric models Bank loans - Econometric models Risk - Econometric models Banks and Banking Finance: General Investments: Bonds Macroeconomics Industries: Financial Services Econometrics Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Oligopoly and Other Imperfect Markets General Financial Markets: General (includes Measurement and Data) Personal Income, Wealth, and Their Distributions Estimation Banking Finance Investment & securities Econometrics & economic statistics Loans Bonds Competition Personal income Financial institutions National accounts Financial markets Estimation techniques Econometric analysis Banks and banking Income Econometric models |
ISBN |
1-4623-4777-0
1-4527-7939-2 1-283-45039-9 9786613823663 1-4519-1010-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References"" |
Record Nr. | UNINA-9910788413103321 |
De Nicolo Gianni
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Economic Integration and Financial Stability : : A European Perspective / / Gianni De Nicolo, Alexander Tieman |
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 Portfolios� 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 |
De Nicolo Gianni
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Washington, D.C. : , : International Monetary Fund, , 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Financial Intermediation, Competition, and Risk : : A General Equilibrium Exposition / / Gianni De Nicolo, Marcella Lucchetta |
Autore | De Nicolo Gianni |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) | LucchettaMarcella |
Collana | IMF Working Papers |
Soggetto topico |
Intermediation (Finance)
Competition Banks and Banking Econometrics Finance: General Labor Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: Government Policy and Regulation Labor Demand General Financial Markets: General (includes Measurement and Data) Computable and Other Applied General Equilibrium Models Banking Finance Labour income economics Econometrics & economic statistics Moral hazard Self-employment General equilibrium models Banks and banking Financial risk management Self-employed Econometric models |
ISBN |
1-4623-6889-1
1-4527-8538-4 1-4518-7252-6 9786612843204 1-282-84320-6 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Table of Contents; I. Introduction; II. The Basic Model; A. Time, Endowments and Preferences; B. Technologies; C. Contracts and Information; III. Equilibrium with Banks and Depositors; A. Moral Hazard; B. No Moral Hazard; IV. Optimality and Intermediary Rents; V. Equilibrium with Firms, Intermediaries and Depositors; A. The Extended Model; B. Perfectly Correlated Projects; C. Independent Projects; VI. Conclusion; Appendix; References |
Record Nr. | UNINA-9910788335503321 |
De Nicolo Gianni
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko |
Autore | De Nicolo Gianni |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (45 p.) |
Disciplina |
332.1
332.10688 |
Altri autori (Persone) | IvaschenkoIryna |
Collana | IMF Working Papers |
Soggetto topico |
Liquidity (Economics)
Risk management Economic development Finance: General Financial Aspects of Economic Integration International Financial Markets Portfolio Choice Investment Decisions General Financial Markets: General (includes Measurement and Data) Finance Liquidity indicators Liquidity Stock markets Securities markets International liquidity Liquidity management Asset and liability management Financial markets Economics Stock exchanges Capital market International finance |
ISBN |
1-4623-4266-3
1-4527-5512-4 1-282-84274-9 9786612842740 1-4518-7200-3 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Liquidity Indicators: Theory and Measurement; A. A simple model of liquidity; B. Measurement; III. Liquidity Indicators: Evidence; A. Data; B. Descriptive Statistics; 1. Global Liquidity Indicators; 2. G-7 Equity and Bond Liquidity Indicators; 3. Emerging Markets Liquidity Indicators: Latin America; 4. Emerging Markets Liquidity Indicators: Asia; 5. Emerging Markets Liquidity Indicators: Europe; 6. Liquidity Indicators: Mean and Standard Deviation; C. Dynamics and Co-Movements; 7. Liquidity Indicators: Trend Coefficients
1. Fixed Effect Panel Regressions 2. Liquidity Indicators: Dynamics of Cross Sectional Variances; 8. Liquidity Indicators: Correlations; D. Systemic Liquidity Shocks; 9. Indicators of Global Systemic Liquidity Shocks; 3. Bi-variate VAR of Global Equity and Bond Systemic Liquidity Shocks; IV. Liquidity and bond premiums; A. Advanced Economies; 4. Government Bond Spreads and Liquidity: Advanced Economies; B. Emerging Economies; 5. EMBI Spreads and Liquidity: Emerging Economies; V. Liquidity and growth opportunities; 6. Price-Earning (PE) Ratios and Liquidity; VI. Conclusion; References Footnotes |
Record Nr. | UNINA-9910788346903321 |
De Nicolo Gianni
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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