Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse |
Autore | Cihak Martin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
Descrizione fisica | 1 online resource (50 p.) |
Disciplina |
334.22
334.220681 |
Altri autori (Persone) | HesseHeiko |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking, Cooperative
Economic stabilization Banks and Banking Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Interest Rates: Determination, Term Structure, and Effects Banking Finance Cooperative banks Commercial banks Personal income Long term interest rates Banks and banking Income Interest rates |
ISBN |
1-4623-9519-8
1-4527-3499-2 1-282-55817-X 1-4519-1019-3 9786613822314 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Motivation and Literature Overview; 1. Cooperative Banks: Retail Market Shares in Selected Countries; II. Data and Methodology; A. Data; B. Measuring Bank Stability; C. Methodology; 1. Summary Statistics of Bank-Specific Variables in the Sample, 1994-2004; III. Results; A. Decomposition of Z-Scores and Correlation Analysis; 2. Decomposition of Z-Scores for the Full Sample, 1994-2004; 3. Decomposition of Z-Scores for Selected Countries, 1994-2004; 4. Sensitivity of the Z-score Decomposition
5. Fitch: Long-Term Ratings: Distribution of the Banks in Sample6. Correlation Coefficients between the Z-Score and Selected Key Variables, 1994-2004; B. Regression Analysis; 7. Regression Results (Full Sample); 8. OECD Regressions with Governance Variable; 9. Regression Results (Large Banks); 10. Regression Results (Small Banks); 11. Robust Regressions; 12. Quantile Regressions (Full Sample); IV. Conclusions and Topics for Further Research; I. Data Issues; References; Footnotes |
Record Nr. | UNINA-9910788518303321 |
Cihak Martin | ||
Washington, D.C. : , : International Monetary Fund, , 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse |
Autore | Cihak Martin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
Descrizione fisica | 1 online resource (50 p.) |
Disciplina |
334.22
334.220681 |
Altri autori (Persone) | HesseHeiko |
Collana | IMF Working Papers |
Soggetto topico |
Banks and banking, Cooperative
Economic stabilization Banking Banks and Banking Banks and banking Banks Commercial banks Cooperative banks Depository Institutions Finance Income Interest rates Interest Rates: Determination, Term Structure, and Effects Long term interest rates Macroeconomics Micro Finance Institutions Mortgages Personal income Personal Income, Wealth, and Their Distributions |
ISBN |
1-4623-9519-8
1-4527-3499-2 1-282-55817-X 1-4519-1019-3 9786613822314 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Motivation and Literature Overview; 1. Cooperative Banks: Retail Market Shares in Selected Countries; II. Data and Methodology; A. Data; B. Measuring Bank Stability; C. Methodology; 1. Summary Statistics of Bank-Specific Variables in the Sample, 1994-2004; III. Results; A. Decomposition of Z-Scores and Correlation Analysis; 2. Decomposition of Z-Scores for the Full Sample, 1994-2004; 3. Decomposition of Z-Scores for Selected Countries, 1994-2004; 4. Sensitivity of the Z-score Decomposition
5. Fitch: Long-Term Ratings: Distribution of the Banks in Sample6. Correlation Coefficients between the Z-Score and Selected Key Variables, 1994-2004; B. Regression Analysis; 7. Regression Results (Full Sample); 8. OECD Regressions with Governance Variable; 9. Regression Results (Large Banks); 10. Regression Results (Small Banks); 11. Robust Regressions; 12. Quantile Regressions (Full Sample); IV. Conclusions and Topics for Further Research; I. Data Issues; References; Footnotes |
Record Nr. | UNINA-9910820340203321 |
Cihak Martin | ||
Washington, D.C. : , : International Monetary Fund, , 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
Materiale a stampa | ||
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 |
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
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 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
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 |
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-9910825975803321 |
Frank Nathaniel | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Global Market Conditions and Systemic Risk / / Brenda Gonzalez-Hermosillo, Heiko Hesse |
Autore | Gonzalez-Hermosillo Brenda |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 22 p. : ill |
Altri autori (Persone) | HesseHeiko |
Collana | IMF Working Papers |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models Finance: General Financial Risk Management General Financial Markets: Government Policy and Regulation Financial Crises General Financial Markets: General (includes Measurement and Data) International Financial Markets Finance Economic & financial crises & disasters Systemic risk Financial crises Stock markets Currency markets Interbank markets Financial risk management Stock exchanges Foreign exchange market International finance |
ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788224403321 |
Gonzalez-Hermosillo Brenda | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Global Market Conditions and Systemic Risk / / Brenda Gonzalez-Hermosillo, Heiko Hesse |
Autore | Gonzalez-Hermosillo Brenda |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 22 p. : ill |
Disciplina | 337 |
Altri autori (Persone) | HesseHeiko |
Collana | IMF Working Papers |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models Currency markets Economic & financial crises & disasters Finance Finance: General Financial Crises Financial crises Financial Risk Management Financial risk management Foreign exchange market General Financial Markets: General (includes Measurement and Data) General Financial Markets: Government Policy and Regulation Interbank markets International finance International Financial Markets Stock exchanges Stock markets Systemic risk |
ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Overview of Systemic Risk -- III. Global Market Conditions and Systemic Risk: A Qualitative View -- IV. Markov-Regime Switching Analysis -- A. Results During the Peak of the Crisis -- B. Results After Massive Government Programs in 2009 to Address the Global Crisis -- V. Conclusion -- Figures -- 1. Euro-Dollar Forex Swap -- 2. Markov-Switching ARCH Model of VIX -- 3. Markov-Switching ARCH Model of TED Spread -- 4. Euro-Dollar Forex Swap -- 5a. Markov-Switching ARCH Model of VIX -- 5b. Markov-Switching ARCH Model of VIX -- 6a. Markov-Switching ARCH Model of TED Spread -- 6b. Markov-Switching ARCH Model of TED Spread. |
Record Nr. | UNINA-9910829094403321 |
Gonzalez-Hermosillo Brenda | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Global market conditions and systemic risk [[electronic resource] /] / prepared by Brenda González-Hermosillo and Heiko Hesse |
Autore | González-Hermosillo Brenda |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |
Descrizione fisica | 22 p. : ill |
Altri autori (Persone) | HesseHeiko |
Collana | IMF working paper |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463688603321 |
González-Hermosillo Brenda | ||
[Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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Oil prices and bank profitability [[electronic resource] ] : evidence from major oil-exporting countries in the Middle East and North Africa / / [Tigran Poghosyan and Heiko Hesse] |
Autore | Poghosyan Tigran |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009 |
Descrizione fisica | 22 p. : ill |
Altri autori (Persone) | HesseHeiko |
Collana | IMF working paper |
Soggetto topico |
Petroleum products - Prices - Middle East - Econometric models
Petroleum products - Prices - Africa, North - Econometric models Banks and banking - Middle East - Econometric models Banks and banking - Africa, North - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-9612-7
1-4518-7367-0 9786612844249 1-4527-9445-6 1-282-84424-5 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463721803321 |
Poghosyan Tigran | ||
[Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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