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

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	9786613798572 9781462343874 1462343872 9781452720975 1452720975 9781282051126 1282051121 9781451898903 1451898908
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-9910961253303321

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

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

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	9786612844157 9781462371907 1462371906 9781282844155 1282844156 9781452771250 1452771251 9781451873566 1451873565
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-9910962132903321