Asset bubbles : re-thinking policy for the age of asset management / / Brad Jones ; authorized for distribution by Luc Everaert
| Asset bubbles : re-thinking policy for the age of asset management / / Brad Jones ; authorized for distribution by Luc Everaert |
| Autore | Jones Brad |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (60 p.) |
| Disciplina | 332.10681 |
| Collana | IMF Working Paper |
| Soggetto topico |
Asset-liability management
Financial risk management Monetary policy Economic policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4983-9762-X
1-4983-0415-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; Figures; Figure 1. Worldwide Financial Assets and Institutional Assets; Figure 2. Bank Assets vs. Investment Firm Assets under Management; II. The 'Clean vs. Lean' Debate: A Survey; Tables; Table 1. Dimensions of the Traditional 'Clean vs. Lean' Debate; III. Theories of (In)Efficient Markets and Speculative Bubbles; A. Bubbles and the (In)Efficiency of Markets - A Review; B. Competing Models of Bubble Formation and Persistence; Table 2. Stylized Summary of Asset Pricing/Bubble Models; Figure 3. Benchmark Decomposition of Hedge Fund Returns
Figure 4. Subjective vs. Objective Expected Returns IV. Policy Implications; Table 3. Mapping Policy Responses to Bubble Models; Figure 5. Relative 10-year Annualized Out performance of Fundamental-based Indices; V. Concluding Remarks and Future Research |
| Record Nr. | UNINA-9910460179003321 |
Jones Brad
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2015 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
From Fragmentation to Financial Integration in Europe / / Charles Enoch, Luc Everaert, Thierry Tressel, Jianping Zhou
| From Fragmentation to Financial Integration in Europe / / Charles Enoch, Luc Everaert, Thierry Tressel, Jianping Zhou |
| Autore | Enoch Charles |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (525 p.) |
| Disciplina | 332.094 |
| Altri autori (Persone) |
EveraertLuc
TresselThierry ZhouJianping |
| Soggetto topico |
Finance - European Union countries
Financial crises - European Union countries Banks and Banking Finance: General Financial Risk Management Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Banking Economic & financial crises & disasters Finance Monetary economics International economics Financial services law & regulation Bank resolution framework Deposit insurance Financial sector stability Bank resolution Financial crises Financial sector policy and analysis Banks and banking Crisis management Financial services industry Credit Financial risk management |
| ISBN |
1-4755-2047-6
1-4755-7031-7 1-4755-3408-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Foreword; Acknowledgments; 1 Securing a Safer Financial System for Europe; PART I: FROM INTEGRATION TO CRISIS MANAGEMENT; 2 Institutional Setup for the Single Market and Economic and Monetary Union; 3 European Union Financial Integration before the Crisis; 4 Financial, Sovereign, and Macro Risk in the European Union: Contingent Claims Approach; 5 Crisis Management; 6 Risks and Vulnerabilities; 7 Progress with Bank Resolution and Restructuring in the European Union; 8 Fragmentation of the Financial System
PART II: UNDERPINNING FINANCIAL STABILITY IN THE ECONOMIC AND MONETARY UNION AND THE EUROPEAN UNION9 Banking Union and Single Market: Consistent Setup and Risk Mitigation; 10 Legal Underpinnings of an EU Banking Union; 11 The Single Supervisory Mechanism; 12 The Single Resolution Mechanism; 13 Bank Recapitalization; 14 Deposit Insurance in the European Union; 15 Governance and Transparency of EU-Wide Institutions; 16 European Union Banking Regulatory Framework and Authorities: An Overview; 17 Stress Testing European Banks; 18 An Assessment of Markets and Credit Rating Agency Regulation 19 European Insurance and Occupational Pensions Authority20 Macroprudential Oversight and the Role of the European Systemic Risk Board; 21 Addressing Cross-Border Aspects of Securities Clearing and Settlement Systems in the European Union; 22 Mortgage Markets and Foreclosure Processes in Europe and the United States; 23 Resolving Systemically Important Financial Institutions: Mandatory Recapitalization of Financial Institutions Using "Bail-Ins"; PART III: BEYOND THE CRISIS; 24 Structural Measures for the New European Architecture; 25 Some Wider Challenges; Contributors; Index; A; B; C; D; E FG; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W |
| Record Nr. | UNINA-9910790812803321 |
Enoch Charles
|
||
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
From Fragmentation to Financial Integration in Europe / / Charles Enoch, Luc Everaert, Thierry Tressel, Jianping Zhou
| From Fragmentation to Financial Integration in Europe / / Charles Enoch, Luc Everaert, Thierry Tressel, Jianping Zhou |
| Autore | Enoch Charles |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2013 |
| Descrizione fisica | 1 online resource (525 p.) |
| Disciplina | 332.094 |
| Altri autori (Persone) |
EveraertLuc
TresselThierry ZhouJianping |
| Soggetto topico |
Finance - European Union countries
Financial crises - European Union countries Banks and Banking Finance: General Financial Risk Management Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Banking Economic & financial crises & disasters Finance Monetary economics International economics Financial services law & regulation Bank resolution framework Deposit insurance Financial sector stability Bank resolution Financial crises Financial sector policy and analysis Banks and banking Crisis management Financial services industry Credit Financial risk management |
| ISBN |
9781475520477
1475520476 9781475570311 1475570317 9781475534085 1475534086 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Foreword; Foreword; Acknowledgments; 1 Securing a Safer Financial System for Europe; PART I: FROM INTEGRATION TO CRISIS MANAGEMENT; 2 Institutional Setup for the Single Market and Economic and Monetary Union; 3 European Union Financial Integration before the Crisis; 4 Financial, Sovereign, and Macro Risk in the European Union: Contingent Claims Approach; 5 Crisis Management; 6 Risks and Vulnerabilities; 7 Progress with Bank Resolution and Restructuring in the European Union; 8 Fragmentation of the Financial System
PART II: UNDERPINNING FINANCIAL STABILITY IN THE ECONOMIC AND MONETARY UNION AND THE EUROPEAN UNION9 Banking Union and Single Market: Consistent Setup and Risk Mitigation; 10 Legal Underpinnings of an EU Banking Union; 11 The Single Supervisory Mechanism; 12 The Single Resolution Mechanism; 13 Bank Recapitalization; 14 Deposit Insurance in the European Union; 15 Governance and Transparency of EU-Wide Institutions; 16 European Union Banking Regulatory Framework and Authorities: An Overview; 17 Stress Testing European Banks; 18 An Assessment of Markets and Credit Rating Agency Regulation 19 European Insurance and Occupational Pensions Authority20 Macroprudential Oversight and the Role of the European Systemic Risk Board; 21 Addressing Cross-Border Aspects of Securities Clearing and Settlement Systems in the European Union; 22 Mortgage Markets and Foreclosure Processes in Europe and the United States; 23 Resolving Systemically Important Financial Institutions: Mandatory Recapitalization of Financial Institutions Using "Bail-Ins"; PART III: BEYOND THE CRISIS; 24 Structural Measures for the New European Architecture; 25 Some Wider Challenges; Contributors; Index; A; B; C; D; E FG; H; I; J; K; L; M; N; O; P; Q; R; S; T; U; V; W |
| Record Nr. | UNINA-9910971333803321 |
Enoch Charles
|
||
| Washington, D.C. : , : International Monetary Fund, , 2013 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International spillover of labor market reforms / / Mai Dao ; authorized for distribution by Luc Everaert
| International spillover of labor market reforms / / Mai Dao ; authorized for distribution by Luc Everaert |
| Autore | Dao Mai |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 331.12 |
| Altri autori (Persone) | EveraertLuc |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Labor market - Econometric models
Labor market - Germany - Econometric models Labor unions - Econometric models Labor unions - Germany - Econometric models International trade - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4672-3
1-4527-5009-2 9786612840678 1-282-84067-3 1-4518-6973-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Model; A. Overview of Main Building Blocks; B. Final Goods Firms (F-firms); C. Intermediate Goods Firms (I-firms); D. Households; E. Government; F. Unions and Wage Bargaining; G. Definition of Equilibrium; III. Solution method and calibration; IV. Policy simulation; A. Lower average tax rate; Tables; 1. Calibration of the Benchmark Model; B. What is the Role of Labor Unions?; C. How Does Openness Affect Reform Outcome?; D. Other Labor Market Reforms; 2: Long Term Effects of Policy Reforms, Percentage Deviation from Pre-reform
E. Relaxing the Perfect Financial Market AssumptionV. Nominal rigidities and monetary policy; VI. Conclusion; Figures; 1. Dynamic Responses of Domestic and Foreign Variables Following a Cut in Average Tax by 3 %, time in quarters; 2a. Comparison of Response to 3 % Tax Cut Under Unionized and Competitive Labor Market - output and absorption; 2b. Comparison of Response to 3 % Tax Cut Under Unionized and Competitive Labor Market - employment, wages and international trade 3. Response of Domestic and Foreign Variables to an Average Tax Cut of 3% in Country 1, Under Benchmark and Completely Closed Economies4. Responses of Domestic and Foreign Variables to an Average Tax Cut of 3% in Country 1, Under Benchmark and Incomplete Financial Markets; 5. Responses of Domestic and Foreign Variables to an Average Tax Cut of 3% in Country 1, Under Benchmark and Sticky Prices cum Monetary Union; References; Appendix |
| Record Nr. | UNINA-9910464010903321 |
Dao Mai
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
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 |
Buliř Aleš
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||