Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis
| How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (80 p.) |
| Disciplina |
330.9
330.90511 |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Recessions Banks and Banking Finance: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Institutions and Services: Government Policy and Regulation General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Financial services law & regulation Economic & financial crises & disasters Finance Banking Bank bailouts Liquidity risk Credit risk Financial sector policy Financial risk management Crisis management Financial services industry Banks and banking |
| ISBN |
1-4623-3053-3
1-4527-5308-3 9786612844102 1-282-84410-5 1-4518-7351-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Measuring Financial Sector Distress and Policy Initiatives; A. The Libor-OIS Spread; 1 The 3-month Libor-OIS Spreads in Levels and First Differences, in the United States, United Kingdom, Euro Area and Japan, January 1, 2007-March 31, 2009; B. Crisis Timeline; C. Policy Announcements; 1. Classification of Policy Measures; 2. Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; 2. Cumulative Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; III. Event Study Methodology
3. Impact of Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009IV. Impact of Policy Announcements on Interbank Credit and Liquidity Risk; A. Analysis on a Pooled Sample; Graphical Analysis; 4. Frequency Plots for the Pooled Sample of Announcements; 5. Time Profile of the Response of the Libor-OIS Spread to Policy Announcements; Statistical Analysis; 6. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Policy Announcements (Pooled Sample); 3. Statistical Tests on a Pooled Sample for Alternative Event Windows and Measures of Surprise 4. Statistical Tests on a Pooled Sample for Alternative Measures of Financial Risk5. Characteristics and Impact of Financial Sector Policy Measures; B. Robustness Checks; C. Country-Specific Results; Graphical Analysis; 7. Impact of Domestic and Foreign Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009; Statistical Analysis; 8. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Announcements (by Country) 9. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Inaction and Ad Hoc Bank Bailouts (by Country)6. Statistical Significance of Foreign Policy Announcments on the Libor-OIS Spreads; V. Conclusion; Appendix I. Statistical Tests; References; Footnotes |
| Record Nr. | UNINA-9910788226603321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis
| How to Stop a Herd of Running Bears? Market Response to Policy Initiatives during the Global Financial Crisis |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (80 p.) |
| Disciplina |
330.9
330.90511 |
| Collana | IMF Working Papers |
| Soggetto topico |
Global Financial Crisis, 2008-2009
Recessions Bank bailouts Banking Banks and Banking Banks and banking Banks Capital and Ownership Structure Credit risk Crisis management Depository Institutions Economic & financial crises & disasters Finance Finance: General Financial Institutions and Services: Government Policy and Regulation Financial Risk and Risk Management Financial risk management Financial sector policy Financial services industry Financial services law & regulation Financing Policy General Financial Markets: Government Policy and Regulation Goodwill Liquidity risk Micro Finance Institutions Mortgages Value of Firms |
| ISBN |
9786612844102
9781462330539 1462330533 9781452753089 1452753083 9781282844100 1282844105 9781451873511 1451873514 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Measuring Financial Sector Distress and Policy Initiatives; A. The Libor-OIS Spread; 1 The 3-month Libor-OIS Spreads in Levels and First Differences, in the United States, United Kingdom, Euro Area and Japan, January 1, 2007-March 31, 2009; B. Crisis Timeline; C. Policy Announcements; 1. Classification of Policy Measures; 2. Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; 2. Cumulative Number of Front-Page Policy Announcements, June 1, 2007-March 31, 2009; III. Event Study Methodology
3. Impact of Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009IV. Impact of Policy Announcements on Interbank Credit and Liquidity Risk; A. Analysis on a Pooled Sample; Graphical Analysis; 4. Frequency Plots for the Pooled Sample of Announcements; 5. Time Profile of the Response of the Libor-OIS Spread to Policy Announcements; Statistical Analysis; 6. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Policy Announcements (Pooled Sample); 3. Statistical Tests on a Pooled Sample for Alternative Event Windows and Measures of Surprise 4. Statistical Tests on a Pooled Sample for Alternative Measures of Financial Risk5. Characteristics and Impact of Financial Sector Policy Measures; B. Robustness Checks; C. Country-Specific Results; Graphical Analysis; 7. Impact of Domestic and Foreign Policy Announcements on the Libor-OIS Spread, June 1, 2007-March 31, 2009; Statistical Analysis; 8. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Announcements (by Country) 9. Magnitude and Statistical Significance of the Libor-OIS Spread Response to Domestic and Foreign Policy Inaction and Ad Hoc Bank Bailouts (by Country)6. Statistical Significance of Foreign Policy Announcments on the Libor-OIS Spreads; V. Conclusion; Appendix I. Statistical Tests; References; Footnotes |
| Record Nr. | UNINA-9910962133103321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim
| Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim |
| Autore | Mody Ashoka |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) | KimSe-Jik |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Developing countries - Econometric models
Liquidity (Economics) - Developing countries - Econometric models Banks and Banking Finance: General Financial Risk Management Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Portfolio Choice Investment Decisions Financial Institutions and Services: Government Policy and Regulation Macroeconomics: Consumption Saving Wealth Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Banking Finance Economic & financial crises & disasters Financial services law & regulation Liquidity Bank bailouts Blanket guarantee Consumption Asset and liability management Financial crises National accounts Liquidity risk Financial regulation and supervision Banks and banking Economics Crisis management Financial risk management |
| ISBN |
1-4623-4561-1
1-4527-9946-6 1-283-56128-X 9786613873736 1-4519-2028-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL""; ""III. SIMULTANEOUS VERSUS SEQUENTIAL LIQUIDITY SHORTAGES""; ""IV. EARLY VERSUS LATE BAILOUTS""; ""V. POLITICAL ECONOMY""; ""VI. EXTENSIONS""; ""VII. CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910788690003321 |
Mody Ashoka
|
||
| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim
| Managing Confidence in Emerging Market Bank Runs / / Ashoka Mody, Se-Jik Kim |
| Autore | Mody Ashoka |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) | KimSe-Jik |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Developing countries - Econometric models
Liquidity (Economics) - Developing countries - Econometric models Asset and liability management Bank bailouts Banking Banks and Banking Banks and banking Banks Blanket guarantee Capital and Ownership Structure Consumption Crisis management Depository Institutions Economic & financial crises & disasters Economics Finance Finance: General Financial crises Financial Institutions and Services: Government Policy and Regulation Financial regulation and supervision Financial Risk and Risk Management Financial Risk Management Financial risk management Financial services law & regulation Financing Policy Goodwill Investment Decisions Liquidity risk Liquidity Macroeconomics Macroeconomics: Consumption Micro Finance Institutions Mortgages National accounts Portfolio Choice Saving Value of Firms Wealth |
| ISBN |
9786613873736
9781462345618 1462345611 9781452799469 1452799466 9781283561280 128356128X 9781451920284 1451920288 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE BASIC MODEL""; ""III. SIMULTANEOUS VERSUS SEQUENTIAL LIQUIDITY SHORTAGES""; ""IV. EARLY VERSUS LATE BAILOUTS""; ""V. POLITICAL ECONOMY""; ""VI. EXTENSIONS""; ""VII. CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910955862103321 |
|
Mody Ashoka
|
||
| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Bank bailouts
(4)
- Banking (4)
- Banks (4)
- Banks and Banking (4)
- Banks and banking (4)