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Are Asset Price Guarantees Useful for Preventing Sudden Stops?A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff / / Enrique Mendoza, Ceyhun Bora Durdu
Are Asset Price Guarantees Useful for Preventing Sudden Stops?A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff / / Enrique Mendoza, Ceyhun Bora Durdu
Autore Mendoza Enrique
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) DurduCeyhun Bora
Collana IMF Working Papers
Soggetto topico Economic policy
Globalization
Exports and Imports
Finance: General
Investments: Stocks
Macroeconomics
International Investment
Long-term Capital Movements
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Price Level
Inflation
Deflation
Macroeconomics: Consumption
Saving
Wealth
General Financial Markets: Government Policy and Regulation
International economics
Investment & securities
Finance
Sudden stops
Stocks
Asset prices
Consumption
Moral hazard
Capital movements
Prices
Economics
Financial risk management
ISBN 1-4623-3770-8
1-4527-0878-9
1-283-51818-X
1-4519-0869-5
9786613830630
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. A MODEL OF GLOBALIZATION HAZARD AND PRICE GUARANTEES""; ""III. CHARACTERIZING THE GLOBALIZATION HAZARD-MORAL HAZARD TRADEOFF""; ""IV. QUANTITATIVE ANALYSIS""; ""V. NORMATIVE IMPLICATIONS AND SENSITIVITY ANALYSIS""; ""VI. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788696103321
Mendoza Enrique  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Are Asset Price Guarantees Useful for Preventing Sudden Stops?A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff / / Enrique Mendoza, Ceyhun Bora Durdu
Are Asset Price Guarantees Useful for Preventing Sudden Stops?A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff / / Enrique Mendoza, Ceyhun Bora Durdu
Autore Mendoza Enrique
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) DurduCeyhun Bora
Collana IMF Working Papers
Soggetto topico Economic policy
Globalization
Exports and Imports
Finance: General
Investments: Stocks
Macroeconomics
International Investment
Long-term Capital Movements
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Price Level
Inflation
Deflation
Macroeconomics: Consumption
Saving
Wealth
General Financial Markets: Government Policy and Regulation
International economics
Investment & securities
Finance
Sudden stops
Stocks
Asset prices
Consumption
Moral hazard
Capital movements
Prices
Economics
Financial risk management
ISBN 1-4623-3770-8
1-4527-0878-9
1-283-51818-X
1-4519-0869-5
9786613830630
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. A MODEL OF GLOBALIZATION HAZARD AND PRICE GUARANTEES""; ""III. CHARACTERIZING THE GLOBALIZATION HAZARD-MORAL HAZARD TRADEOFF""; ""IV. QUANTITATIVE ANALYSIS""; ""V. NORMATIVE IMPLICATIONS AND SENSITIVITY ANALYSIS""; ""VI. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910822180103321
Mendoza Enrique  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asian Equity Markets : : Growth, Opportunities, and Challenges / / Charles Kramer, Catriona Purfield, Hiroko Oura, Andreas Jobst
Asian Equity Markets : : Growth, Opportunities, and Challenges / / Charles Kramer, Catriona Purfield, Hiroko Oura, Andreas Jobst
Autore Kramer Charles
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (41 p.)
Altri autori (Persone) PurfieldCatriona
OuraHiroko
JobstAndreas
Collana IMF Working Papers
Soggetto topico Stock exchanges - Asia
Securities - Asia
Finance: General
Investments: Stocks
Macroeconomics
Corporate Governance
Industries: Financial Services
Portfolio Choice
Investment Decisions
International Financial Markets
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Corporate Finance and Governance: Government Policy and Regulation
Finance
Investment & securities
Corporate governance
role & responsibilities of boards & directors
Stock markets
Stocks
Emerging and frontier financial markets
Asset prices
Financial markets
Financial institutions
Prices
Mutual funds
Stock exchanges
Financial services industry
ISBN 1-4623-8409-9
1-4527-9755-2
1-283-51325-0
9786613825704
1-4519-0979-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. THE EMERGENCE OF ASIAN STOCK MARKETS""; ""II. PERFORMANCE OF ASIAN EMERGING STOCK MARKETS""; ""III. ARE ASIAN MARKETS OVERHEATING?""; ""IV. EQUITY PRICES AND ECONOMIC ACTIVITY""; ""V. POLICY IMPLICATIONS""; ""APPENDIX I: THE DEVELOPMENT OF EQUITY DERIVATIVES MARKETS IN ASIA""; ""REFERENCES""
Record Nr. UNINA-9910788410103321
Kramer Charles  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asian Equity Markets : : Growth, Opportunities, and Challenges / / Charles Kramer, Catriona Purfield, Hiroko Oura, Andreas Jobst
Asian Equity Markets : : Growth, Opportunities, and Challenges / / Charles Kramer, Catriona Purfield, Hiroko Oura, Andreas Jobst
Autore Kramer Charles
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (41 p.)
Altri autori (Persone) PurfieldCatriona
OuraHiroko
JobstAndreas
Collana IMF Working Papers
Soggetto topico Stock exchanges - Asia
Securities - Asia
Finance: General
Investments: Stocks
Macroeconomics
Corporate Governance
Industries: Financial Services
Portfolio Choice
Investment Decisions
International Financial Markets
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
General Financial Markets: General (includes Measurement and Data)
Price Level
Inflation
Deflation
Corporate Finance and Governance: Government Policy and Regulation
Finance
Investment & securities
Corporate governance
role & responsibilities of boards & directors
Stock markets
Stocks
Emerging and frontier financial markets
Asset prices
Financial markets
Financial institutions
Prices
Mutual funds
Stock exchanges
Financial services industry
ISBN 1-4623-8409-9
1-4527-9755-2
1-283-51325-0
9786613825704
1-4519-0979-9
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. THE EMERGENCE OF ASIAN STOCK MARKETS""; ""II. PERFORMANCE OF ASIAN EMERGING STOCK MARKETS""; ""III. ARE ASIAN MARKETS OVERHEATING?""; ""IV. EQUITY PRICES AND ECONOMIC ACTIVITY""; ""V. POLICY IMPLICATIONS""; ""APPENDIX I: THE DEVELOPMENT OF EQUITY DERIVATIVES MARKETS IN ASIA""; ""REFERENCES""
Record Nr. UNINA-9910826870703321
Kramer Charles  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones
Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones
Autore Jones Bradley
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2015
Descrizione fisica 1 online resource (60 pages)
Disciplina 332.10681
Collana IMF Working Papers
Soggetto topico Asset-liability management
Financial risk management
Monetary policy
Economic policy
Finance: General
Financial Risk Management
Macroeconomics
Financial Markets and the Macroeconomy
Central Banks and Their Policies
Financial Crises
Information and Market Efficiency
Event Studies
International Financial Markets
General Financial Markets: Government Policy and Regulation
Price Level
Inflation
Deflation
General Financial Markets: General (includes Measurement and Data)
Economic & financial crises & disasters
Finance
Asset prices
Asset bubbles
Asset management
Financial sector stability
Stock markets
Prices
Financial crises
Asset and liability management
Financial sector policy and analysis
Financial markets
Financial services industry
Stock exchanges
ISBN 1-4983-9762-X
1-4983-0415-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; Figures; Figure 1. Worldwide Financial Assets and Institutional Assets; Figure 2. Bank Assets vs. Investment Firm Assets under Management; II. The 'Clean vs. Lean' Debate: A Survey; Tables; Table 1. Dimensions of the Traditional 'Clean vs. Lean' Debate; III. Theories of (In)Efficient Markets and Speculative Bubbles; A. Bubbles and the (In)Efficiency of Markets - A Review; B. Competing Models of Bubble Formation and Persistence; Table 2. Stylized Summary of Asset Pricing/Bubble Models; Figure 3. Benchmark Decomposition of Hedge Fund Returns
Figure 4. Subjective vs. Objective Expected Returns IV. Policy Implications; Table 3. Mapping Policy Responses to Bubble Models; Figure 5. Relative 10-year Annualized Out performance of Fundamental-based Indices; V. Concluding Remarks and Future Research
Record Nr. UNINA-9910796903403321
Jones Bradley  
Washington, D.C. : , : International Monetary Fund, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones
Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones
Autore Jones Bradley
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2015
Descrizione fisica 1 online resource (60 pages)
Disciplina 332.10681
Collana IMF Working Papers
Soggetto topico Asset-liability management
Financial risk management
Monetary policy
Economic policy
Finance: General
Financial Risk Management
Macroeconomics
Financial Markets and the Macroeconomy
Central Banks and Their Policies
Financial Crises
Information and Market Efficiency
Event Studies
International Financial Markets
General Financial Markets: Government Policy and Regulation
Price Level
Inflation
Deflation
General Financial Markets: General (includes Measurement and Data)
Economic & financial crises & disasters
Finance
Asset prices
Asset bubbles
Asset management
Financial sector stability
Stock markets
Prices
Financial crises
Asset and liability management
Financial sector policy and analysis
Financial markets
Financial services industry
Stock exchanges
ISBN 1-4983-9762-X
1-4983-0415-X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover; Abstract; Contents; I. Introduction; Figures; Figure 1. Worldwide Financial Assets and Institutional Assets; Figure 2. Bank Assets vs. Investment Firm Assets under Management; II. The 'Clean vs. Lean' Debate: A Survey; Tables; Table 1. Dimensions of the Traditional 'Clean vs. Lean' Debate; III. Theories of (In)Efficient Markets and Speculative Bubbles; A. Bubbles and the (In)Efficiency of Markets - A Review; B. Competing Models of Bubble Formation and Persistence; Table 2. Stylized Summary of Asset Pricing/Bubble Models; Figure 3. Benchmark Decomposition of Hedge Fund Returns
Figure 4. Subjective vs. Objective Expected Returns IV. Policy Implications; Table 3. Mapping Policy Responses to Bubble Models; Figure 5. Relative 10-year Annualized Out performance of Fundamental-based Indices; V. Concluding Remarks and Future Research
Record Nr. UNINA-9910812160703321
Jones Bradley  
Washington, D.C. : , : International Monetary Fund, , 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Can Markets Compute Equilibria? / / Hunter Monroe
Can Markets Compute Equilibria? / / Hunter Monroe
Autore Monroe Hunter
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Collana IMF Working Papers
Soggetto topico Computational complexity
Electronic data processing
Macroeconomics
Noncooperative Games
Microeconomic Behavior: Underlying Principles
Price Level
Inflation
Deflation
Asset prices
Prices
ISBN 1-4623-3560-8
1-4527-9750-1
9786612842467
1-4518-7171-6
1-282-84246-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Is Computing Equilibria Difficult?; Table; 1. Payoff Matrix for the Prisoner's Dilemma; Figures; 1. NP-complete: Is there a Hamilton Cycle?; 2. P: Is this a Hamilton Cycle?; III. Are There Natural Problems with No Best Algorithm?; A. Superlinear vs. Blum Speedup; B. No Best Algorithm for Integer and Matrix Multiplication?; 3. Boolean circuit: Are at least two inputs "TRUE"?; C. The Power of Cancellation; D. No Best Algorithm for coNP-Complete Problems?; E. No Best Algorithm Versus No Algorithm at All; IV. Conclusion; 4. Is speedup inherited?; References
Record Nr. UNINA-9910788348303321
Monroe Hunter  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Can Markets Compute Equilibria? / / Hunter Monroe
Can Markets Compute Equilibria? / / Hunter Monroe
Autore Monroe Hunter
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Disciplina 511.3;511.352
Collana IMF Working Papers
Soggetto topico Computational complexity
Electronic data processing
Macroeconomics
Noncooperative Games
Microeconomic Behavior: Underlying Principles
Price Level
Inflation
Deflation
Asset prices
Prices
ISBN 1-4623-3560-8
1-4527-9750-1
9786612842467
1-4518-7171-6
1-282-84246-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Is Computing Equilibria Difficult?; Table; 1. Payoff Matrix for the Prisoner's Dilemma; Figures; 1. NP-complete: Is there a Hamilton Cycle?; 2. P: Is this a Hamilton Cycle?; III. Are There Natural Problems with No Best Algorithm?; A. Superlinear vs. Blum Speedup; B. No Best Algorithm for Integer and Matrix Multiplication?; 3. Boolean circuit: Are at least two inputs "TRUE"?; C. The Power of Cancellation; D. No Best Algorithm for coNP-Complete Problems?; E. No Best Algorithm Versus No Algorithm at All; IV. Conclusion; 4. Is speedup inherited?; References
Record Nr. UNINA-9910827376803321
Monroe Hunter  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei
The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei
Autore Tong Hui
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (39 p.)
Altri autori (Persone) WeiShang-Jin
Collana IMF Working Papers
Soggetto topico Financial crises - Econometric models
Capital movements
Investments, Foreign
Global Financial Crisis, 2008-2009
Exports and Imports
Financial Risk Management
Macroeconomics
International Investment
Long-term Capital Movements
Financial Crises
Price Level
Inflation
Deflation
International Lending and Debt Problems
International economics
Economic & financial crises & disasters
Capital flows
Financial crises
Asset prices
Capital inflows
External debt
Prices
Debts, External
ISBN 1-4623-7695-9
1-4527-7024-7
1-282-84377-X
1-4518-7311-5
9786612843778
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. The Extent of Financial Constraint; B. The Role of Pre-crisis Exposure to International Finance; Conclusion; References; Tables; 1. Average Change of Stock Price(log); 2a. Summary Statistics; 2b. Correlation of Variables; 3. The Average Effect of Liquidity Crunch Across Countries; 4. Pre-Crisis Exposure to Capital Inflows; 5. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Volume Effect)
6. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Composition Effect)7. Role of Pre-Crisis Exposure to Capital Inflows (Robusiness Checks); 8. Role of Pre-Crisis Exposure to Capital Inflows (More Robustness Checks); 9. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Non-financial firms); 10. Placebo Test; 11. Stock Returns Around Lehman Brothers Bankruptcy; Figures; 1. Capital Flow to Emerging Economies; 2. The Extent of Capital Reversal versus the Initial Share of FDI in Capital Flows
3. Change in Log Banking Stock Prices vs Pre-Crisis International Bank LoansAppendix; 1. De Jure Financial Openness for Year 2006
Record Nr. UNINA-9910788230003321
Tong Hui  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei
The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei
Autore Tong Hui
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (39 p.)
Disciplina 332.042
Altri autori (Persone) WeiShang-Jin
Collana IMF Working Papers
Soggetto topico Financial crises - Econometric models
Capital movements
Investments, Foreign
Global Financial Crisis, 2008-2009
Exports and Imports
Financial Risk Management
Macroeconomics
International Investment
Long-term Capital Movements
Financial Crises
Price Level
Inflation
Deflation
International Lending and Debt Problems
International economics
Economic & financial crises & disasters
Capital flows
Financial crises
Asset prices
Capital inflows
External debt
Prices
Debts, External
ISBN 1-4623-7695-9
1-4527-7024-7
1-282-84377-X
1-4518-7311-5
9786612843778
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. The Extent of Financial Constraint; B. The Role of Pre-crisis Exposure to International Finance; Conclusion; References; Tables; 1. Average Change of Stock Price(log); 2a. Summary Statistics; 2b. Correlation of Variables; 3. The Average Effect of Liquidity Crunch Across Countries; 4. Pre-Crisis Exposure to Capital Inflows; 5. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Volume Effect)
6. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Composition Effect)7. Role of Pre-Crisis Exposure to Capital Inflows (Robusiness Checks); 8. Role of Pre-Crisis Exposure to Capital Inflows (More Robustness Checks); 9. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Non-financial firms); 10. Placebo Test; 11. Stock Returns Around Lehman Brothers Bankruptcy; Figures; 1. Capital Flow to Emerging Economies; 2. The Extent of Capital Reversal versus the Initial Share of FDI in Capital Flows
3. Change in Log Banking Stock Prices vs Pre-Crisis International Bank LoansAppendix; 1. De Jure Financial Openness for Year 2006
Record Nr. UNINA-9910817191403321
Tong Hui  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui