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Accounting for Output Drops in Latin America / / Ruy Lama
| Accounting for Output Drops in Latin America / / Ruy Lama |
| Autore | Lama Ruy |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 49 p. : ill |
| Collana | IMF Working Papers |
| Soggetto topico |
Business cycles - Latin America
Business forecasting - Latin America Investments: Bonds Macroeconomics Economic Theory Production and Operations Management Labor Economics: General Production Cost Capital and Total Factor Productivity Capacity Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) General Financial Markets: General (includes Measurement and Data) Financial Economics Labour income economics Economic growth Investment & securities Economic theory & philosophy Labor Total factor productivity Business cycles Bonds Financial frictions Labor economics Industrial productivity Economic forecasting |
| ISBN |
1-4623-3055-X
1-4518-7214-3 9786612842887 1-4519-9130-4 1-282-84288-9 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788338603321 |
Lama Ruy
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced bond portfolio management [[electronic resource] ] : best practices in modeling and strategies / / Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, editors
| Advanced bond portfolio management [[electronic resource] ] : best practices in modeling and strategies / / Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, editors |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (578 p.) |
| Disciplina |
332.63/23
332.6323 |
| Altri autori (Persone) |
FabozziFrank J
MartelliniLionel PriauletPhilippe |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Bonds
Portfolio management |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20115-2
1-280-28714-4 9786610287147 0-471-78576-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies; Contents; Preface; About the Editors; Contributing Authors; Part One: Background; Chapter 1: Overview of Fixed Income Portfolio Management; FIXED INCOME INVESTMENT STRATEGIES; EX POST PORTFOLIO EVALUATION ANALYSIS; CONCLUSION; APPENDIX; Chapter 2: Liquidity, Trading, and Trading Costs; LIQUIDITY AND TRADING COSTS; CORPORATE BOND SWAPS; CONCLUSION; Chapter 3: Portfolio Strategies for Outperforming a Benchmark; SELECTING THE BENCHMARK INDEX; CREATING A CUSTOM INDEX; BEATING THE BENCHMARK INDEX; CONCLUSION
Part Two: Benchmark Selection and Risk BudgetingChapter 4: The Active Decisions in the Selection of Passive Management and Performance Bogeys; ACTIVE BOND MANAGEMENT; PERFORMANCE CHARACTERISTICS OF CALLABLE AND NONCALLABLE BONDS; FIXED INCOME INDICES; COMPARISON OF COMPOSITION AND PERFORMANCE OF THE LBGC AND LBAG OVER TIME; FIXED INCOME INDEX SELECTION; THE EXLUSION OF TREASURY INFLATION PROTECTED SECURITIES; THE IMPORTANCE OF CHANGES IN THE SHAPE OF YIELD CURVE; INDEX CONSCIOUSNESS; SOME IMPORTANT MISCELLANEOUS COMMENTS ABOUT INDEXES; CONCLUSION; Chapter 5: Liability-Based Benchmarks USEFULNESS OF LIABILITY-BASED BENCHMARKSTYPES OF LIABILITY-BASED BENCHMARKS; BUILDING A LIABILITY-BASED PORTFOLIO BENCHMARK; EXAMPLE: CREATING COMPOSITE AND PORTFOLIO BENCHMARKS; CONCLUSION; Chapter 6: Risk Budgeting for Fixed Income Portfolios; BENCHMARKS AND RISK; SOURCES OF RISK; NORMAL PORTFOLIOS AND STYLE ANALYSIS; OPTIMAL RISK BUDGETING; SUMMARY; Part Three: Fixed Income Modeling; Chapter 7: Understanding the Building Blocks for OAS Models; IS IT EQUILIBRIUM OR AN ARBITRAGE MODEL?; WHICH IS THE RIGHT MODEL OF THE INTEREST RATE PROCESS? TERM STRUCTURE MODELS: WHICH IS THE RIGHT APPROACH FOR OAS?IS THERE A RIGHT WAY TO MODEL PREPAYMENTS?; CONCLUSION; APPENDIX: VARIANCE-REDUCTION TECHNIQUES; Chapter 8: Fixed Income Risk Modeling; MODELING FRAMEWORK; INTEREST RATE RISK; SPREAD RISK- THE CONVENTIONAL APPROACH; DETAILED CREDIT SPREAD FACTORS; EMPIRICAL CREDIT RISK; IMPLIED PREPAYMENT RISK; IMPLIED VOLATILITY RISK; SPECIFIC RISK; CURRENCY RISK; GLOBAL MODEL INTEGRATION; THE MODEL IN ACTION; SUMMARY; Chapter 9: Multifactor Risk Models and Their Applications*; QUANTIFYING RISK; PORTFOLIO MANAGEMENT WITH THE RISK MODEL WHY A MULTIFACTOR MODEL?THE RISK REPORT; RISK MODEL APPLICATIONS; SUMMARY; Part Four: Interest Rate Risk Management; Chapter 10: Measuring Plausibility of Hypothetical Interest Rate Shocks; PROBABILISTIC DISTRIBUTION OF HYPOTHETICAL INTEREST RATE SHOCKS; SHAPE PLAUSIBILITY; FIRST PRINCIPAL COMPONENT AND THE TERM STRUCTURE OF VOLATILITY; CONCLUSION; Chapter 11: Hedging Interest Rate Risk with Term Structure Factor Models; DEFINING INTEREST RATE RISK( S); HEDGING WITH DURATION; RELAXING THE ASSUMPTION OF A SMALL SHIFT; RELAXING THE ASSUMPTION OF A PARALLEL SHIFT COMPARATIVE ANALYSIS OF VARIOUS HEDGING TECHNIQUES |
| Record Nr. | UNINA-9910143580403321 |
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced bond portfolio management [[electronic resource] ] : best practices in modeling and strategies / / Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, editors
| Advanced bond portfolio management [[electronic resource] ] : best practices in modeling and strategies / / Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, editors |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (578 p.) |
| Disciplina |
332.63/23
332.6323 |
| Altri autori (Persone) |
FabozziFrank J
MartelliniLionel PriauletPhilippe |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Bonds
Portfolio management |
| ISBN |
1-119-20115-2
1-280-28714-4 9786610287147 0-471-78576-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies; Contents; Preface; About the Editors; Contributing Authors; Part One: Background; Chapter 1: Overview of Fixed Income Portfolio Management; FIXED INCOME INVESTMENT STRATEGIES; EX POST PORTFOLIO EVALUATION ANALYSIS; CONCLUSION; APPENDIX; Chapter 2: Liquidity, Trading, and Trading Costs; LIQUIDITY AND TRADING COSTS; CORPORATE BOND SWAPS; CONCLUSION; Chapter 3: Portfolio Strategies for Outperforming a Benchmark; SELECTING THE BENCHMARK INDEX; CREATING A CUSTOM INDEX; BEATING THE BENCHMARK INDEX; CONCLUSION
Part Two: Benchmark Selection and Risk BudgetingChapter 4: The Active Decisions in the Selection of Passive Management and Performance Bogeys; ACTIVE BOND MANAGEMENT; PERFORMANCE CHARACTERISTICS OF CALLABLE AND NONCALLABLE BONDS; FIXED INCOME INDICES; COMPARISON OF COMPOSITION AND PERFORMANCE OF THE LBGC AND LBAG OVER TIME; FIXED INCOME INDEX SELECTION; THE EXLUSION OF TREASURY INFLATION PROTECTED SECURITIES; THE IMPORTANCE OF CHANGES IN THE SHAPE OF YIELD CURVE; INDEX CONSCIOUSNESS; SOME IMPORTANT MISCELLANEOUS COMMENTS ABOUT INDEXES; CONCLUSION; Chapter 5: Liability-Based Benchmarks USEFULNESS OF LIABILITY-BASED BENCHMARKSTYPES OF LIABILITY-BASED BENCHMARKS; BUILDING A LIABILITY-BASED PORTFOLIO BENCHMARK; EXAMPLE: CREATING COMPOSITE AND PORTFOLIO BENCHMARKS; CONCLUSION; Chapter 6: Risk Budgeting for Fixed Income Portfolios; BENCHMARKS AND RISK; SOURCES OF RISK; NORMAL PORTFOLIOS AND STYLE ANALYSIS; OPTIMAL RISK BUDGETING; SUMMARY; Part Three: Fixed Income Modeling; Chapter 7: Understanding the Building Blocks for OAS Models; IS IT EQUILIBRIUM OR AN ARBITRAGE MODEL?; WHICH IS THE RIGHT MODEL OF THE INTEREST RATE PROCESS? TERM STRUCTURE MODELS: WHICH IS THE RIGHT APPROACH FOR OAS?IS THERE A RIGHT WAY TO MODEL PREPAYMENTS?; CONCLUSION; APPENDIX: VARIANCE-REDUCTION TECHNIQUES; Chapter 8: Fixed Income Risk Modeling; MODELING FRAMEWORK; INTEREST RATE RISK; SPREAD RISK- THE CONVENTIONAL APPROACH; DETAILED CREDIT SPREAD FACTORS; EMPIRICAL CREDIT RISK; IMPLIED PREPAYMENT RISK; IMPLIED VOLATILITY RISK; SPECIFIC RISK; CURRENCY RISK; GLOBAL MODEL INTEGRATION; THE MODEL IN ACTION; SUMMARY; Chapter 9: Multifactor Risk Models and Their Applications*; QUANTIFYING RISK; PORTFOLIO MANAGEMENT WITH THE RISK MODEL WHY A MULTIFACTOR MODEL?THE RISK REPORT; RISK MODEL APPLICATIONS; SUMMARY; Part Four: Interest Rate Risk Management; Chapter 10: Measuring Plausibility of Hypothetical Interest Rate Shocks; PROBABILISTIC DISTRIBUTION OF HYPOTHETICAL INTEREST RATE SHOCKS; SHAPE PLAUSIBILITY; FIRST PRINCIPAL COMPONENT AND THE TERM STRUCTURE OF VOLATILITY; CONCLUSION; Chapter 11: Hedging Interest Rate Risk with Term Structure Factor Models; DEFINING INTEREST RATE RISK( S); HEDGING WITH DURATION; RELAXING THE ASSUMPTION OF A SMALL SHIFT; RELAXING THE ASSUMPTION OF A PARALLEL SHIFT COMPARATIVE ANALYSIS OF VARIOUS HEDGING TECHNIQUES |
| Record Nr. | UNINA-9910830384603321 |
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced bond portfolio management : best practices in modeling and strategies / / Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, editors
| Advanced bond portfolio management : best practices in modeling and strategies / / Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, editors |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley, c2006 |
| Descrizione fisica | 1 online resource (578 p.) |
| Disciplina | 332.63/23 |
| Altri autori (Persone) |
FabozziFrank J
MartelliniLionel PriauletPhilippe |
| Collana | Frank J. Fabozzi series |
| Soggetto topico |
Bonds
Portfolio management |
| ISBN |
1-119-20115-2
1-280-28714-4 9786610287147 0-471-78576-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies; Contents; Preface; About the Editors; Contributing Authors; Part One: Background; Chapter 1: Overview of Fixed Income Portfolio Management; FIXED INCOME INVESTMENT STRATEGIES; EX POST PORTFOLIO EVALUATION ANALYSIS; CONCLUSION; APPENDIX; Chapter 2: Liquidity, Trading, and Trading Costs; LIQUIDITY AND TRADING COSTS; CORPORATE BOND SWAPS; CONCLUSION; Chapter 3: Portfolio Strategies for Outperforming a Benchmark; SELECTING THE BENCHMARK INDEX; CREATING A CUSTOM INDEX; BEATING THE BENCHMARK INDEX; CONCLUSION
Part Two: Benchmark Selection and Risk BudgetingChapter 4: The Active Decisions in the Selection of Passive Management and Performance Bogeys; ACTIVE BOND MANAGEMENT; PERFORMANCE CHARACTERISTICS OF CALLABLE AND NONCALLABLE BONDS; FIXED INCOME INDICES; COMPARISON OF COMPOSITION AND PERFORMANCE OF THE LBGC AND LBAG OVER TIME; FIXED INCOME INDEX SELECTION; THE EXLUSION OF TREASURY INFLATION PROTECTED SECURITIES; THE IMPORTANCE OF CHANGES IN THE SHAPE OF YIELD CURVE; INDEX CONSCIOUSNESS; SOME IMPORTANT MISCELLANEOUS COMMENTS ABOUT INDEXES; CONCLUSION; Chapter 5: Liability-Based Benchmarks USEFULNESS OF LIABILITY-BASED BENCHMARKSTYPES OF LIABILITY-BASED BENCHMARKS; BUILDING A LIABILITY-BASED PORTFOLIO BENCHMARK; EXAMPLE: CREATING COMPOSITE AND PORTFOLIO BENCHMARKS; CONCLUSION; Chapter 6: Risk Budgeting for Fixed Income Portfolios; BENCHMARKS AND RISK; SOURCES OF RISK; NORMAL PORTFOLIOS AND STYLE ANALYSIS; OPTIMAL RISK BUDGETING; SUMMARY; Part Three: Fixed Income Modeling; Chapter 7: Understanding the Building Blocks for OAS Models; IS IT EQUILIBRIUM OR AN ARBITRAGE MODEL?; WHICH IS THE RIGHT MODEL OF THE INTEREST RATE PROCESS? TERM STRUCTURE MODELS: WHICH IS THE RIGHT APPROACH FOR OAS?IS THERE A RIGHT WAY TO MODEL PREPAYMENTS?; CONCLUSION; APPENDIX: VARIANCE-REDUCTION TECHNIQUES; Chapter 8: Fixed Income Risk Modeling; MODELING FRAMEWORK; INTEREST RATE RISK; SPREAD RISK- THE CONVENTIONAL APPROACH; DETAILED CREDIT SPREAD FACTORS; EMPIRICAL CREDIT RISK; IMPLIED PREPAYMENT RISK; IMPLIED VOLATILITY RISK; SPECIFIC RISK; CURRENCY RISK; GLOBAL MODEL INTEGRATION; THE MODEL IN ACTION; SUMMARY; Chapter 9: Multifactor Risk Models and Their Applications*; QUANTIFYING RISK; PORTFOLIO MANAGEMENT WITH THE RISK MODEL WHY A MULTIFACTOR MODEL?THE RISK REPORT; RISK MODEL APPLICATIONS; SUMMARY; Part Four: Interest Rate Risk Management; Chapter 10: Measuring Plausibility of Hypothetical Interest Rate Shocks; PROBABILISTIC DISTRIBUTION OF HYPOTHETICAL INTEREST RATE SHOCKS; SHAPE PLAUSIBILITY; FIRST PRINCIPAL COMPONENT AND THE TERM STRUCTURE OF VOLATILITY; CONCLUSION; Chapter 11: Hedging Interest Rate Risk with Term Structure Factor Models; DEFINING INTEREST RATE RISK( S); HEDGING WITH DURATION; RELAXING THE ASSUMPTION OF A SMALL SHIFT; RELAXING THE ASSUMPTION OF A PARALLEL SHIFT COMPARATIVE ANALYSIS OF VARIOUS HEDGING TECHNIQUES |
| Record Nr. | UNINA-9910876934403321 |
| Hoboken, N.J., : Wiley, c2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry
| Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 332.63234 |
| Collana | Elsevier finance |
| Soggetto topico |
Bonds
Investment analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02031-1
9786611020316 0-08-048818-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; index |
| Record Nr. | UNINA-9910457944103321 |
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Choudhry Moorad
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| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry
| Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 332.63234 |
| Collana | Elsevier finance |
| Soggetto topico |
Bonds
Investment analysis |
| ISBN |
1-281-02031-1
9786611020316 0-08-048818-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; index |
| Record Nr. | UNINA-9910784461403321 |
|
Choudhry Moorad
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||
| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced fixed income analysis / / Moorad Choudhry
| Advanced fixed income analysis / / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 332.63234 |
| Collana | Elsevier finance |
| Soggetto topico |
Bonds
Investment analysis |
| ISBN |
1-281-02031-1
9786611020316 0-08-048818-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; index |
| Record Nr. | UNINA-9910823745403321 |
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Choudhry Moorad
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| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Amending so much of section 55 of the Hawaiian Organic Act as amended by the Hawaiian Homes Commission Act, approved July 9, 1921. May 17 (calendar day, May 18), 1926. -- Ordered to be printed
| Amending so much of section 55 of the Hawaiian Organic Act as amended by the Hawaiian Homes Commission Act, approved July 9, 1921. May 17 (calendar day, May 18), 1926. -- Ordered to be printed |
| Pubbl/distr/stampa | [Washington, D.C.] : , : [U.S. Government Printing Office], , 1926 |
| Descrizione fisica | 1 online resource (2 pages) |
| Altri autori (Persone) | BinghamHiram <1875-1956> (Republican (CT)) |
| Collana |
Senate report / 69th Congress, 1st session. Senate
[United States congressional serial set ] |
| Soggetto topico |
Bonds
Legislative amendments Municipal finance |
| Soggetto genere / forma | Legislative materials. |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Amending so much of section 55 of the Hawaiian Organic Act as amended by the Hawaiian Homes Commission Act, approved July 9, 1921. May 17 |
| Record Nr. | UNINA-9910716248703321 |
| [Washington, D.C.] : , : [U.S. Government Printing Office], , 1926 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Asia bond monitor / / Asian Development Bank
| Asia bond monitor / / Asian Development Bank |
| Pubbl/distr/stampa | Manila, : Asian Development Bank, Regional Economic Monitoring Unit, 2004- |
| Descrizione fisica | 1 online resource |
| Soggetto topico |
Bond market - Asia
Bonds - Asia Government securities - Asia Rate of return - Asia Bond market - Philippines Government securities - Philippines Rate of return - Philippines Bond market Bonds Government securities Rate of return Obligationsmarknad - Asien Obligationer - Asien Räntabilitet - Asien |
| Soggetto genere / forma |
Periodicals.
Statistics. |
| Soggetto non controllato | Development planning -- - Asia |
| ISSN | 2219-1526 |
| Formato | Materiale a stampa |
| Livello bibliografico | Periodico |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | ABM |
| Record Nr. | UNINA-9910679277403321 |
| Manila, : Asian Development Bank, Regional Economic Monitoring Unit, 2004- | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd
| Bank Risk-Taking and Competition Revisited : : New Theory and New Evidence / / Gianni De Nicolo, Abu M. Jalal, John Boyd |
| Autore | De Nicolo Gianni |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (51 p.) |
| Altri autori (Persone) |
JalalAbu M
BoydJohn |
| Collana | IMF Working Papers |
| Soggetto topico |
Bank failures - Econometric models
Competition - Econometric models Bank loans - Econometric models Risk - Econometric models Banks and Banking Finance: General Investments: Bonds Macroeconomics Industries: Financial Services Econometrics Banks Depository Institutions Micro Finance Institutions Mortgages Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Oligopoly and Other Imperfect Markets General Financial Markets: General (includes Measurement and Data) Personal Income, Wealth, and Their Distributions Estimation Banking Finance Investment & securities Econometrics & economic statistics Loans Bonds Competition Personal income Financial institutions National accounts Financial markets Estimation techniques Econometric analysis Banks and banking Income Econometric models |
| ISBN |
1-4623-4777-0
1-4527-7939-2 1-283-45039-9 9786613823663 1-4519-1010-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Bank Risk-Taking and Competition Revisited: New Theory and New Evidence""; ""Contents""; ""I. INTRODUCTION""; ""II. THEORY""; ""III. EVIDENCE""; ""IV. CONCLUSION""; ""Appendix I. Pareto Dominant Equilibria""; ""References"" |
| Record Nr. | UNINA-9910788413103321 |
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De Nicolo Gianni
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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