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Financial integration and risk-adjusted growth opportunities / / Gianni De Nicolò and Iryna Ivaschenko
Financial integration and risk-adjusted growth opportunities / / Gianni De Nicolò and Iryna Ivaschenko
Autore De Nicoló Gianni
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (26 p.)
Disciplina 337
Altri autori (Persone) IvaschenkoIryna
Collana IMF Working Papers
IMF working paper
Soggetto topico International economic integration
Globalization
Liquidity (Economics)
Soggetto genere / forma Electronic books.
ISBN 1-4623-9616-X
1-4527-0771-5
1-4518-6986-X
1-282-84080-0
9786612840807
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Financial Integration as Convergence in Equity Premia; III. Risk-Adjusted Growth Opportunities and Financial Integration; IV. Globalization, Financial Development and Liquidity; V. Conclusions; References; Tables; 1. Convergence of Cross-Country Variances of Equity Premia; 2. Financial Integration and Risk-Adjusted Growth Opportunities; 3. Financial Integration and Globalization; 4. Financial Integration and Financial Development; 5. Financial Integration and Equity Markets Liquidity; Figures; 1. Risk-Adjusted Growth Opportunities - Developed Europe
2. Risk-Adjusted Growth Opportunities - Emerging Europe3. Risk-Adjusted Growth Opportunities - Americas; 4. Risk-Adjusted Growth Opportunities - Emerging Asia
Record Nr. UNINA-9910464014903321
De Nicoló Gianni  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Autore De Nicolo Gianni
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (45 p.)
Disciplina 332.1
332.10688
Altri autori (Persone) IvaschenkoIryna
Collana IMF Working Papers
Soggetto topico Liquidity (Economics)
Risk management
Economic development
Finance: General
Financial Aspects of Economic Integration
International Financial Markets
Portfolio Choice
Investment Decisions
General Financial Markets: General (includes Measurement and Data)
Finance
Liquidity indicators
Liquidity
Stock markets
Securities markets
International liquidity
Liquidity management
Asset and liability management
Financial markets
Economics
Stock exchanges
Capital market
International finance
ISBN 1-4623-4266-3
1-4527-5512-4
1-282-84274-9
9786612842740
1-4518-7200-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Liquidity Indicators: Theory and Measurement; A. A simple model of liquidity; B. Measurement; III. Liquidity Indicators: Evidence; A. Data; B. Descriptive Statistics; 1. Global Liquidity Indicators; 2. G-7 Equity and Bond Liquidity Indicators; 3. Emerging Markets Liquidity Indicators: Latin America; 4. Emerging Markets Liquidity Indicators: Asia; 5. Emerging Markets Liquidity Indicators: Europe; 6. Liquidity Indicators: Mean and Standard Deviation; C. Dynamics and Co-Movements; 7. Liquidity Indicators: Trend Coefficients
1. Fixed Effect Panel Regressions 2. Liquidity Indicators: Dynamics of Cross Sectional Variances; 8. Liquidity Indicators: Correlations; D. Systemic Liquidity Shocks; 9. Indicators of Global Systemic Liquidity Shocks; 3. Bi-variate VAR of Global Equity and Bond Systemic Liquidity Shocks; IV. Liquidity and bond premiums; A. Advanced Economies; 4. Government Bond Spreads and Liquidity: Advanced Economies; B. Emerging Economies; 5. EMBI Spreads and Liquidity: Emerging Economies; V. Liquidity and growth opportunities; 6. Price-Earning (PE) Ratios and Liquidity; VI. Conclusion; References
Footnotes
Record Nr. UNINA-9910788346903321
De Nicolo Gianni  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Autore De Nicolo Gianni
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (45 p.)
Disciplina 332.1
332.10688
Altri autori (Persone) IvaschenkoIryna
Collana IMF Working Papers
Soggetto topico Liquidity (Economics)
Risk management
Economic development
Finance: General
Financial Aspects of Economic Integration
International Financial Markets
Portfolio Choice
Investment Decisions
General Financial Markets: General (includes Measurement and Data)
Finance
Liquidity indicators
Liquidity
Stock markets
Securities markets
International liquidity
Liquidity management
Asset and liability management
Financial markets
Economics
Stock exchanges
Capital market
International finance
ISBN 1-4623-4266-3
1-4527-5512-4
1-282-84274-9
9786612842740
1-4518-7200-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Liquidity Indicators: Theory and Measurement; A. A simple model of liquidity; B. Measurement; III. Liquidity Indicators: Evidence; A. Data; B. Descriptive Statistics; 1. Global Liquidity Indicators; 2. G-7 Equity and Bond Liquidity Indicators; 3. Emerging Markets Liquidity Indicators: Latin America; 4. Emerging Markets Liquidity Indicators: Asia; 5. Emerging Markets Liquidity Indicators: Europe; 6. Liquidity Indicators: Mean and Standard Deviation; C. Dynamics and Co-Movements; 7. Liquidity Indicators: Trend Coefficients
1. Fixed Effect Panel Regressions 2. Liquidity Indicators: Dynamics of Cross Sectional Variances; 8. Liquidity Indicators: Correlations; D. Systemic Liquidity Shocks; 9. Indicators of Global Systemic Liquidity Shocks; 3. Bi-variate VAR of Global Equity and Bond Systemic Liquidity Shocks; IV. Liquidity and bond premiums; A. Advanced Economies; 4. Government Bond Spreads and Liquidity: Advanced Economies; B. Emerging Economies; 5. EMBI Spreads and Liquidity: Emerging Economies; V. Liquidity and growth opportunities; 6. Price-Earning (PE) Ratios and Liquidity; VI. Conclusion; References
Footnotes
Record Nr. UNINA-9910812137603321
De Nicolo Gianni  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui