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Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri
| Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri |
| Autore | Zoli Edda |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models Finance: General Financial Risk Management Investments: General Investments: Bonds Industries: Financial Services General Financial Markets: General (includes Measurement and Data) Investment Capital Intangible Capital Capacity Financial Crises Financial Institutions and Services: General Investment & securities Macroeconomics Finance Economic & financial crises & disasters Sovereign bonds Return on investment Securities markets Financial crises Financial sector Bonds Saving and investment Capital market Financial services industry |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788225503321 |
Zoli Edda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri
| Euro Area Sovereign Risk During the Crisis / / Edda Zoli, Silvia Sgherri |
| Autore | Zoli Edda |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 23 p. : ill |
| Disciplina | 332.042 |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - European Union countries - Econometric models Risk management - European Union countries - Econometric models Bonds Capacity Capital market Capital Economic & financial crises & disasters Finance Finance: General Financial Crises Financial crises Financial Institutions and Services: General Financial Risk Management Financial sector Financial services industry General Financial Markets: General (includes Measurement and Data) Industries: Financial Services Intangible Capital Investment & securities Investment Investments: Bonds Investments: General Macroeconomics Return on investment Saving and investment Securities markets Sovereign bonds |
| ISBN |
1-4623-9410-8
1-4527-4905-1 1-4518-7369-7 9786612844263 1-282-84426-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Euro Area Sovereign Risk and the Crisis: Stylized Facts -- III. Dissecting Common Risk -- IV. Explaining Developments in Euro Area Sovereign Risk During The Crisis -- V. Conclusion -- Tables -- 1. Explaining Common Factor's Dynamics -- 2. Panel Estimates -- 3. Seemingly Unrelated Regression Estimates, January 2003-January 2009 -- 4. Seemingly Unrelated Regression Estimates, January 2003-March 2009 -- Figures -- 1. Selected Euro Area Sovereign Spreads, June 2008-09 -- 2. Dispersion in Euro Area Sovereign Spreads, January 2001-June 2009 -- 3. Headline Deficit: Contributions from Automatic Stabilizers and Discretionary Measures -- 4. Up-front Government Financing Need to Shore Up the Financial Sector -- 5. From Credit Risk to Sovereign Risk: The Case of Ireland -- 6. Sovereign Spreads and Financial EDFs in Euro Area Countries -- 7. Estimated Common Component in Sovereign Spreads -- 8. A Preliminary Look at the Determinants of Spreads Behavior -- 9. Contributions to the Change in Spreads, January 2003-January 2009 -- 10. Contributions to the Change in Spreads, January 2003-March 2009 -- References. |
| Record Nr. | UNINA-9910828554103321 |
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Zoli Edda
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Mr Ricardo's great adventure [[electronic resource] ] : estimating fiscal multipliers in a truly intertemporal model / / prepared by Tamim Bayoumi and Silvia Sgherri
| Mr Ricardo's great adventure [[electronic resource] ] : estimating fiscal multipliers in a truly intertemporal model / / prepared by Tamim Bayoumi and Silvia Sgherri |
| Autore | Bayoumi Tamim A |
| Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, IMF Institute, 2006 |
| Descrizione fisica | 1 online resource (30 p.) |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF working paper |
| Soggetto topico |
Fiscal policy
Multiplier (Economics) |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4677-4
1-4519-9541-5 1-283-51821-X 1-4519-8599-1 9786613830661 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. SOME THEORY""; ""III. SOME ESTIMATES""; ""IV. SOME ANALYSIS""; ""V. SOME CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910464334703321 |
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Bayoumi Tamim A
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| [Washington, D.C.], : International Monetary Fund, IMF Institute, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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On impatience and policy effectiveness [[electronic resource] /] / prepared by Tamim Bayoumi and Silvia Sgherri
| On impatience and policy effectiveness [[electronic resource] /] / prepared by Tamim Bayoumi and Silvia Sgherri |
| Autore | Bayoumi Tamim A |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (30 p.) |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF working paper |
| Soggetto topico |
Fiscal policy
Economic policy |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-2147-X
1-4527-4200-6 1-4518-7165-1 9786612842405 1-282-84240-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Theoretical Model; III. Empirical Estimates; IV. Analysis and Discussion; V. Conclusions and Policy Implications; References; Tables; 1. United States: Unit Root Tests; 2. United States: Cointegration Tests; 3. United States: Estimates of Unrestricted Model (Eq. 10); 4. United States: Estimates of Restricted Model with Impatient Consumers (Eq. 9); Figures; 1. United States: The Data, 1955-2005; 2. United States: Validity of Model Restrictions over Time; 3. United States: Time Variation in the Discount Wedge
4. United States: Time Variation in the Persistence of Income/Policy Shocks5. United States: Time Variation in Income/Policy Multiplier; 6. United States: Counterfactual Analysis |
| Record Nr. | UNINA-9910464232303321 |
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Bayoumi Tamim A
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| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Regional financial spillovers across Europe [[electronic resource] ] : a global VAR analysis / / prepared by Alessandro Galesi and Silvia Sgherri
| Regional financial spillovers across Europe [[electronic resource] ] : a global VAR analysis / / prepared by Alessandro Galesi and Silvia Sgherri |
| Autore | Galesi Alessandro |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF working paper |
| Soggetto topico |
Capital movements - Econometric models
Econometrics |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-7293-7
1-4527-9952-0 9786612842450 1-282-84245-5 1-4518-7170-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. The GVAR Model (1999-2008); A. Structure of the model; B. The data and properties of the series; III. Estimation; A. Conditions for the GVAR estimation; B. Estimation of the country-specific models; C. Testing for weak exogeneity; D. Impact Elasticities; IV. Dynamic Analysis; A. Generalized Impulse Response Functions; B. Generalized Forecast Error Variance Decompositions; V. Concluding Remarks; Figures; 1. Increasing Reliance of Emerging Europe on Foreign Bank Funding; 2. Concentration of Emerging Europe Exposure toWestern Europe |
| Record Nr. | UNINA-9910464062203321 |
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Galesi Alessandro
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| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The volatility costs of procyclical lending standards [[electronic resource] ] : an assessment using a DSGE model / / prepared by Bertrand Gruss and Silvia Sgherri
| The volatility costs of procyclical lending standards [[electronic resource] ] : an assessment using a DSGE model / / prepared by Bertrand Gruss and Silvia Sgherri |
| Autore | Gruss Bertrand |
| Pubbl/distr/stampa | [Washington D.C.], : International Monetary Fund, 2009 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.9669 |
| Altri autori (Persone) | SgherriSilvia |
| Collana | IMF working paper |
| Soggetto topico |
Credit control - Mathematical models
Loans - Standards - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-4871-8
1-4527-4099-2 1-282-84257-9 1-4518-7182-1 9786612842573 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Empirical Evidence; III. The Model; A. Home economy; B. Foreign economy; C. Shocks; D. Equilibrium and solution method; IV. Calibration; V. Policy experiment: altering the cyclical pattern of lending standards; A. Benchmark leverage level; B. Alternative leverage levels; VI. Sensitivity analysis; VII. Conclusions; Appendix; References; Tables; 1. Results from Estimating an AR(1) Processes to Demeaned LTVs; 2. Benchmark Calibration; Figures; 1. Time Variation in Loan-To-Value Ratios; 2. Share of Output Variation Explained by Credit and Asset Price Shocks
3. Degree of Cyclicality in Credit Innovations 4. Procyclicality in Credit Innovations and Sensitivity of Credit to Asset Price Shocks; 5. Procyclicality in Credit Innovations and Macroeconomic Volatility; 6. Increasing Reliance of Emerging Europe on Foreign Funding; 7. Concentration of Emerging Europe Exposure to Western Europe; 3. Business Cycle Moments from Simulated Series under Benchmark Calibration; 4. Policy Exercise Results (Average LTV = 0.4); 5. Policy Exercise Results (Average LTV = 0.7); 8. IRFs to a Negative Productivity Shock under Alternative Leverage Levels 9. IRFs to a Negative Shock to Lending Standards under Alternative Leverage Levels10. Sensitivity of Volatility to Different Degrees of Cyclicality in Lending Standards Under Alternative Leverage Levels; 6. Sensitivity Analysis |
| Record Nr. | UNINA-9910464064003321 |
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Gruss Bertrand
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| [Washington D.C.], : International Monetary Fund, 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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