Autore	Hesse Heiko
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica	1 online resource (23 p.)
Disciplina	332
Altri autori (Persone)	FrankNathaniel Gonzalez-HermosilloBrenda
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 Banks and Banking Finance: General Financial Risk Management Portfolio Choice Investment Decisions Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: General (includes Measurement and Data) Financial Crises Banks Depository Institutions Micro Finance Institutions Mortgages Finance Financial services law & regulation Economic & financial crises & disasters Banking Liquidity Liquidity risk Stock markets Financial crises Economics Financial risk management Stock exchanges Banks and banking
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-9910788231803321

Autore	Hesse Heiko
Edizione	[1st ed.]
Pubbl/distr/stampa	Washington, D.C. : , : International Monetary Fund, , 2008
Descrizione fisica	1 online resource (23 p.)
Disciplina	332
Altri autori (Persone)	FrankNathaniel Gonzalez-HermosilloBrenda
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 Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Depository Institutions Economic & financial crises & disasters Economics Finance Finance: General Financial Crises Financial crises Financial Risk and Risk Management Financial Risk Management Financial risk management Financial services law & regulation Financing Policy General Financial Markets: General (includes Measurement and Data) Goodwill Investment Decisions Liquidity risk Liquidity Micro Finance Institutions Mortgages Portfolio Choice Stock exchanges Stock markets Value of Firms
ISBN	9786612841514 9781462396153 1462396151 9781452733944 1452733945 9781451870589 1451870582 9781282841512 1282841513
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-9910961119203321