The effectiveness of central bank interventions during the first phase of the subprime crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse
| The effectiveness of central bank interventions during the first phase of the subprime crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse |
| Autore | Frank Nathaniel |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009 |
| Descrizione fisica | 28 p. : ill |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF working paper |
| Soggetto topico |
Banks and banking, Central
Global Financial Crisis, 2008-2009 Subprime mortgage loans Liquidity (Economics) Monetary policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3457-1
9786612844126 1-282-84412-1 1-4518-7353-0 1-4527-3694-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464018203321 |
Frank Nathaniel
|
||
| [Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial spillovers to emerging markets during the global financial crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse
| Financial spillovers to emerging markets during the global financial crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse |
| Autore | Frank Nathaniel |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF working paper |
| Soggetto topico |
Financial crises
Global Financial Crisis, 2008-2009 |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-1339-6
1-4527-9951-2 1-282-84319-2 1-4518-7251-8 9786612843198 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References |
| Record Nr. | UNINA-9910464013603321 |
Frank Nathaniel
|
||
| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
| Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse |
| Autore | Frank Nathaniel |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises
Global Financial Crisis, 2008-2009 Banks and Banking Finance: General Financial Risk Management Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Financial Markets and the Macroeconomy General Financial Markets: General (includes Measurement and Data) Financial Crises Interest Rates: Determination, Term Structure, and Effects Finance Economic & financial crises & disasters Stock markets Emerging and frontier financial markets Securities markets Yield curve Financial markets Financial services Stock exchanges Financial services industry Capital market Interest rates |
| ISBN |
1-4623-1339-6
1-4527-9951-2 1-282-84319-2 1-4518-7251-8 9786612843198 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References |
| Record Nr. | UNINA-9910788335203321 |
Frank Nathaniel
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
| Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse |
| Autore | Frank Nathaniel |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (22 p.) |
| Disciplina | 332.152 |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial crises
Global Financial Crisis, 2008-2009 Banks and Banking Capital market Diffusion Processes Dynamic Quantile Regressions Dynamic Treatment Effect Models Economic & financial crises & disasters Emerging and frontier financial markets Finance Finance: General Financial Crises Financial Markets and the Macroeconomy Financial markets Financial Risk Management Financial services industry Financial services General Financial Markets: General (includes Measurement and Data) Interest rates Interest Rates: Determination, Term Structure, and Effects Securities markets State Space Models Stock exchanges Stock markets Time-Series Models Yield curve |
| ISBN |
9786612843198
9781462313396 1462313396 9781452799513 1452799512 9781282843196 1282843192 9781451872514 1451872518 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References |
| Record Nr. | UNINA-9910960080003321 |
Frank Nathaniel
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Transmission of liquidity shocks : evidence from the 2007 subprime crisis / / Nathaniel Frank, Brenda González-Hermosillo, and Heiko Hesse
| Transmission of liquidity shocks : evidence from the 2007 subprime crisis / / Nathaniel Frank, Brenda González-Hermosillo, and Heiko Hesse |
| Autore | Frank Nathaniel |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
González-HermosilloBrenda
HesseHeiko |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Liquidity (Economics) - Econometric models
Subprime mortgage loans - United States - Econometric models Credit - United States - Econometric models Financial crises - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9615-1
1-4527-3394-5 1-4518-7058-2 1-282-84151-3 9786612841514 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Transmission of Spillovers during the Subprime Crisis; III. Data; IV. Methodology; V. Results; Figures; 1. Selected Conditional Correlations; 2. Conditional Correlations from Modified DCC Model; VI. Conclusion; References; Appendix Figures; 1. Aggregate Bank Credit Default Swap Rate and Selected Spreads; 2. On-the-Run/Off-the-Run Five-Year U.S. Treasury Bond Spread; 3. United States: Selected Spreads; 4. United States: S&P 500 Stock Market Returns and Credit Default Swap |
| Record Nr. | UNINA-9910463606203321 |
Frank Nathaniel
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||