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Economic integration and financial stability [[electronic resource] ] : a European perspective / / prepared by Gianni De Nicolò and Alexander Tieman
Economic integration and financial stability [[electronic resource] ] : a European perspective / / prepared by Gianni De Nicolò and Alexander Tieman
Autore De Nicoló Gianni
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, 2006
Descrizione fisica 1 online resource (30 p.)
Altri autori (Persone) TiemanAlexander F
Collana IMF working paper
Soggetto topico Fiscal policy - Europe - Econometric models
Finance - Europe - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-4171-3
1-4527-0371-X
1-283-51309-9
9786613825544
1-4519-1009-6
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Economic Integration and Financial Stability: A European Perspective""; ""Contents""; ""I. INTRODUCTION""; ""II. SYNCHRONIZATION OF REAL ACTIVITY""; ""III. EQUITY MARKETS INTEGRATION""; ""IV. SYSTEMIC RISK AND INTEGRATION""; ""V. CONCLUSION""; ""Table 1. EGARCH Estimates for the Common Components of IPG""; ""Table 2. EGARCH Estimates for Cross-Country Variances of IPG and De-Trended IPG""; ""Table 3. Country-by-Country EGARCH Estimates for IPG""; ""Table 4. Dependent Variables: Cross-Country Variance of IEDFs and Country IEDFs""
""Table 5. Dependent Variables: Cross-Country Variance of Portfolios� DDs""""Table 6. Dependent Variable: Banks DDs Changes""; ""Table 7. Dependent Variable: Insurance DDs Changes""; ""Appendix Table 1. Banks and Insurance Companies""; ""REFERENCES""
Record Nr. UNINA-9910464571603321
De Nicoló Gianni  
[Washington, D.C.], : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Innovation in banking and excessive loan growth / / Daniel C. Hardy and Alexander F. Tieman
Innovation in banking and excessive loan growth / / Daniel C. Hardy and Alexander F. Tieman
Autore Hardy Daniel C
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (30 p.)
Disciplina 332.1753
Altri autori (Persone) TiemanAlexander F
Collana IMF Working Papers
IMF working paper
Soggetto topico Bank loans - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-4873-4
1-4527-2990-5
1-4518-7046-9
9786612841392
1-282-84139-4
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; Figures; 1. Change in the ratio of credit to GDP, 2003-2007; II. The Model; Tables; 1. Expected Payoffs in Different States; III. Model Analysis; A. Full Information; B. Equilibria with Partial Information and Two Bank Types; Pooling; Separating; A parameterized example; C. Separating Equilibrium with Partial Information and a Continuum of Bank Types; 2. The Value Function for Different Types: Separating Equilibrium; IV. Extensions; A. Investment in Loan Technology; 3. Credit Volumes and Bank Characteristics for a Continuum of Types
2. Investment Decision Starting From and Ending at Pooling EquilibriaB. Pervasive Moral Hazard and Low-Credit Outcomes; 3. Investment Decision Starting From and Ending at Separating Equilibria; 4. Separating Equilibrium with Low Credit Volume; V. Summary and Conclusions; 5. Pooling Equilibrium with Low Credit Volume; References; Appendix; I: Expected Loan Losses in a Pooling Equilibrium; II: Regularity Conditions on the Objective Function with a Continuum of Bank Types
Record Nr. UNINA-9910463632803321
Hardy Daniel C  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
On myopic equilibria in dynamic games with endogenous discounting [[electronic resource] /] / prepared by Wilko Bolt and Alexander F. Tieman
On myopic equilibria in dynamic games with endogenous discounting [[electronic resource] /] / prepared by Wilko Bolt and Alexander F. Tieman
Autore Bolt Wilko
Pubbl/distr/stampa Washington, D.C., : International Monetary Fund, 2006
Descrizione fisica 1 online resource (18 p.)
Altri autori (Persone) TiemanAlexander F
Collana IMF working paper
Soggetto topico Game theory
Competition - Mathematical models
Equilibrium (Economics)
Soggetto genere / forma Electronic books.
ISBN 1-4623-3364-8
1-4527-9150-3
1-283-51256-4
1-4519-1015-0
9786613825018
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I Introduction""; ""II Defining the multi-stage game with endogenous discounting""; ""III Equilibrium analysis""; ""IV Finite horizon and equilibrium selection""; ""V An illustrative example""; ""VI Discussion and concluding remarks""; ""Appendix""; ""References""
Record Nr. UNINA-9910464834903321
Bolt Wilko  
Washington, D.C., : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui