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Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
| Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood |
| Autore | Rose Andrew |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.6322 |
| Altri autori (Persone) | FloodRobert |
| Collana | IMF Working Papers |
| Soggetto topico |
Stocks -- Prices -- Econometric models
Stocks -- Rate of return -- Econometric models Econometrics Finance: General Investments: Stocks Macroeconomics Information and Market Efficiency Event Studies Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Classification Methods Cluster Analysis Principal Components Factor Models Price Level Inflation Deflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Econometrics & economic statistics Investment & securities Finance Stocks Stock markets Factor models Asset prices Time series analysis Financial institutions Financial markets Econometric analysis Prices Stock exchanges Econometric models |
| ISBN |
1-4623-4387-2
1-4527-2097-5 1-282-05112-1 9786613798572 1-4518-9890-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910788521803321 |
Rose Andrew
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| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
| Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood |
| Autore | Rose Andrew |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.6322 |
| Altri autori (Persone) | FloodRobert |
| Collana | IMF Working Papers |
| Soggetto topico |
Stocks - Rate of return - Econometric models
Stocks - Prices - Econometric models Asset prices Classification Methods Cluster Analysis Deflation Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Econometric analysis Econometric models Econometrics & economic statistics Econometrics Event Studies Factor Models Factor models Finance Finance: General Financial institutions Financial Instruments Financial markets General Financial Markets: General (includes Measurement and Data) Inflation Information and Market Efficiency Institutional Investors Investment & securities Investments: Stocks Macroeconomics Non-bank Financial Institutions Pension Funds Price Level Prices Principal Components State Space Models Stock exchanges Stock markets Stocks Time series analysis Time-Series Models |
| ISBN |
1-4623-4387-2
1-4527-2097-5 1-282-05112-1 9786613798572 1-4518-9890-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910809283203321 |
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Rose Andrew
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| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Getting Shut Out of the International Capital Markets - It Doesn’t Take Much / / Nancy Marion, Robert Flood
| Getting Shut Out of the International Capital Markets - It Doesn’t Take Much / / Nancy Marion, Robert Flood |
| Autore | Marion Nancy |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (14 p.) |
| Altri autori (Persone) | FloodRobert |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital market
International finance Finance: General Investments: General Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Banks Depository Institutions Micro Finance Institutions Mortgages Investment Capital Intangible Capital Capacity Finance Macroeconomics International capital markets Emerging and frontier financial markets Loans Return on investment Capital markets Financial services industry Saving and investment |
| ISBN |
1-4623-9924-X
1-4527-8646-1 1-282-55794-7 1-4527-0156-3 9786613822215 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. ADDITIONAL COMPARATIVE STATICS""; ""IV. THE VALUE OF FINANCING""; ""V. CONCLUSION""; ""References"" |
| Record Nr. | UNINA-9910788527603321 |
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Marion Nancy
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Getting Shut Out of the International Capital Markets - It Doesn’t Take Much / / Nancy Marion, Robert Flood
| Getting Shut Out of the International Capital Markets - It Doesn’t Take Much / / Nancy Marion, Robert Flood |
| Autore | Marion Nancy |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (14 p.) |
| Altri autori (Persone) | FloodRobert |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital market
International finance Banks Capacity Capital markets Capital Depository Institutions Emerging and frontier financial markets Finance Finance: General Financial services industry General Financial Markets: General (includes Measurement and Data) Industries: Financial Services Intangible Capital International capital markets Investment Investments: General Loans Macroeconomics Micro Finance Institutions Mortgages Return on investment Saving and investment |
| ISBN |
1-4623-9924-X
1-4527-8646-1 1-282-55794-7 1-4527-0156-3 9786613822215 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. ADDITIONAL COMPARATIVE STATICS""; ""IV. THE VALUE OF FINANCING""; ""V. CONCLUSION""; ""References"" |
| Record Nr. | UNINA-9910819874303321 |
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Marion Nancy
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion
| International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion |
| Autore | Matsumoto Akito |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 38 p. : ill |
| Altri autori (Persone) |
FloodRobert
MarionNancy |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization
Financial risk Finance: General Macroeconomics Macroeconomics: Consumption Saving Wealth Aggregate Factor Income Distribution Macroeconomics: Production General Financial Markets: General (includes Measurement and Data) Finance Consumption Income Production growth Private consumption Emerging and frontier financial markets Economics Production Economic theory Financial services industry |
| ISBN |
1-4623-7190-6
1-282-84415-6 9786612844157 1-4527-7125-1 1-4518-7356-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788226503321 |
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Matsumoto Akito
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion
| International Risk Sharing During the Globalization Era / / Akito Matsumoto, Robert Flood, Nancy Marion |
| Autore | Matsumoto Akito |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 38 p. : ill |
| Disciplina | 174 |
| Altri autori (Persone) |
FloodRobert
MarionNancy |
| Collana | IMF Working Papers |
| Soggetto topico |
Globalization
Financial risk Aggregate Factor Income Distribution Consumption Economic theory Economics Emerging and frontier financial markets Finance Finance: General Financial services industry General Financial Markets: General (includes Measurement and Data) Income Macroeconomics Macroeconomics: Consumption Macroeconomics: Production Private consumption Production growth Production Saving Wealth |
| ISBN |
1-4623-7190-6
1-282-84415-6 9786612844157 1-4527-7125-1 1-4518-7356-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Theory -- III. Existing Measures of International Risk Sharing -- A. ρ Measures -- B. β Measures -- C. Growth Rate Volatility -- IV. A New Measure of Risk Sharing (σ) -- A. σ Measure -- B. Social Welfare and Ours σ2 Measure -- C. Frequency Decomposition -- V. Taking the New Measure to Data -- A. Results and Comparison with Existing Measures -- B. Results of High-Low Frequency Decomposition -- VI. Conclusion -- References -- Appendix -- Data Source and Definitions -- Figures -- 1. Lack of Perfect Risk Sharing Due to Difference in Trend Growth and Deviation from Trend -- 2. Rolling Volatility (mean) rw=15 -- 3. Rolling Volatility (mean) rw=20 -- 4. Rolling Volatility (mean) rw=15 -- 5. Rolling Volatility (mean) rw=15 -- 6. Rolling Volatility (mean) rw=15 -- 7. Relation Between the Degree of Risk Sharing and National Income in 2003 -- 8. Relation Between the Degree of Risk Sharing and National Income in 1964 -- 9. σ15 Measure Over Time -- 10. Correlation (mean) rw=15 -- 11. Correlation Measure Over Time 15-year rolling -- 12. Rolling β (median) rw=15 -- 13. β Measure Over Time 15-year Rolling -- 14. Rolling RVCh (mean) rw=15 -- 15. Rolling RVCG (mean) rw=15. |
| Record Nr. | UNINA-9910812314803321 |
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Matsumoto Akito
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||