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
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[Washington, D.C.], : International Monetary Fund, 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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[Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Washington, D.C., : International Monetary Fund, 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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