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An investigation of some macro-financial linkages of securitization [[electronic resource] /] / prepared by Mangal Goswami, Andreas Jobst, and Xin Long
| An investigation of some macro-financial linkages of securitization [[electronic resource] /] / prepared by Mangal Goswami, Andreas Jobst, and Xin Long |
| Autore | Goswami Mangal |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 46 p |
| Altri autori (Persone) |
JobstAndreas
LongXin |
| Collana | IMF working paper |
| Soggetto topico |
Financial crises
Asset-backed financing |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2349-9
1-4527-8337-3 9786612842481 1-4518-7173-2 1-282-84248-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910464239003321 |
Goswami Mangal
|
||
| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
An investigation of some macro-financial linkages of securitization / / prepared by Mangal Goswami, Andreas Jobst, and Xin Long
| An investigation of some macro-financial linkages of securitization / / prepared by Mangal Goswami, Andreas Jobst, and Xin Long |
| Autore | Goswami Mangal |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 46 p |
| Disciplina | 332.632094 |
| Altri autori (Persone) |
JobstAndreas
LongXin |
| Collana | IMF working paper |
| Soggetto topico |
Financial crises
Asset-backed financing |
| ISBN |
1-4623-2349-9
1-4527-8337-3 9786612842481 1-4518-7173-2 1-282-84248-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Intro -- Contents -- I. Introduction -- II. Empirical Analysis -- A. Macro-Financial Linkages in Mature Economies-Evidence from U.S. Secondary Mortgage Market -- B. Macro-financial Linkages in Emerging Economies-Evidence from South African Mortgage Market -- III. Conclusion -- References -- Box 1. Mortgage Securitization in South Africa -- Tables -- 1. United States-OLS Estimation Results: IS Dynamic Equation of Output Gap with Instrumental Variable Controls for Securitization and Financial Depth (1970-2006) -- 2. United States-Estimation Results: VAR(2,2) Simultaneous Equation Model with Model with Instrumental Variable Controls for Securitization and Financial Depth (1970-2006) -- 3. United States-OLS Estimation Results of the Mortgage Interest Rate Pass-through, with Instrumental Variable Controls for Securitization (1970-2006) -- 4. United States-Summary Table of OLS Estimation Results for Interest Rate Pass-through (Different Time Periods) -- 5. South Africa-OLS Estimation Results: IS Dynamic Equation of Output Gap with Instrumental Variable Controls for Securitization (1965-2006) -- 6. South Africa-Estimation Results: VECM(3,2) Simultaneous Equation Model of Balance Sheet Effects (Bank Lending) with Instrumental Variable Control for Securitization (1987-2006 and 2002-2006) -- 7. South Africa-Estimation Results: VECM (3,2) Simultaneous Equation Model of Balance Sheet Effects (Bank Securities Investment) with Instrumental Variable Control for Securitization (1987-2006 and 2002-2006) -- 8. South Africa-Estimation Results: VECM (3, 2) Simultaneous Equation Model of Balance Sheet Effects (Bank Deposits) with Instrumental Variable Control for Securitization (1987-2006 and 2002-2006).
9. South Africa-Estimation Results (Summary Table): VECM (3,2) Model Simultaneous Equation Model of Balance Sheet Effects (Bank Lending, Bank Deposits, Bank Securities Investments) with Instrumental Variable Control for Securitization (1987-2006 and 2002-2006) -- Figures -- 1. Transmission Channels of Monetary Policy in the United States -- 2. Mortgage-Related Securitization (Outstanding and Issuance) in the United States, Emerging Markets, and South Africa -- 3. Stock of U.S. Mortgage-Backed Securities (In billions of U.S. dollars, 1966-2006) -- 4. United States--Impulse-Response Graphs of Interest Rate Elasticity: VAR (5,2) Simultaneous Equation Model with Instrumental Variable Controls for Securitization and Financial Depth (1970-2006) -- 5. United States-Impulse-Response Graphs of Interest Rate Elasticity: VAR (5,2) Simultaneous Equation Model with Instrumental Variable Controls for Securitization and Financial Depth (1970-1990) -- 6. United States-Impulse-Response Graphs of Interest Rate Elasticity: VAR (5,2) Simultaneous Equation Model with Instrumental Variable Controls for Securitization and Financial Depth (1991-2006) -- 7. South Africa-Impulse-Response Graphs of Interest Rate Elasticity: VECM (3,2) Simultaneous Equation Mode of Balance Sheet Effects (with Bank Lending as Bank Balance Sheet Variable)with and without Control for Securitization (1987-2006 and 2002-2006) -- 8. South Africa-Impuls-Response Graphs of Interest Rate Elasticity: VECM (3,2) Simultaneous Equation Model of Balance Sheet Effects (with Bank Securities I nvestment as Bank Balance Sheet Variable wit and without Control for Securitization (1987-2006 and 2002-2006). 9. South Africa-Impulse-Response Graphs of Interest Rate Elasticity: VECM (3,2) Simultaneous Equation Model of Balance Sheet Effects (with Bank Deposits as Bank Balance Sheet Variable) with and without Control for Securitization (1987-2006 and 2002-2006). |
| Record Nr. | UNINA-9910817535103321 |
|
Goswami Mangal
|
||
| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||