Corporate bonds and structured financial products [[electronic resource] /] / Moorad Choudhry |
Autore | Choudhry Moorad |
Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
Descrizione fisica | 1 online resource (479 p.) |
Disciplina | 332.63234 |
Collana | Fixed income markets library |
Soggetto topico |
Bonds
Corporate bonds Structured notes (Securities) Investment analysis |
Soggetto genere / forma | Electronic books. |
ISBN |
1-281-00925-3
9786611009250 0-08-047687-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | front cover; copyright; toc; front matter; body; back matter; index |
Record Nr. | UNINA-9910457947403321 |
Choudhry Moorad | ||
London, : Elsevier Butterworth-Heinemann, 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Corporate bonds and structured financial products [[electronic resource] /] / Moorad Choudhry |
Autore | Choudhry Moorad |
Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
Descrizione fisica | 1 online resource (479 p.) |
Disciplina | 332.63234 |
Collana | Fixed income markets library |
Soggetto topico |
Bonds
Corporate bonds Structured notes (Securities) Investment analysis |
ISBN |
1-281-00925-3
9786611009250 0-08-047687-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | front cover; copyright; toc; front matter; body; back matter; index |
Record Nr. | UNINA-9910784460903321 |
Choudhry Moorad | ||
London, : Elsevier Butterworth-Heinemann, 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Corporate bonds and structured financial products / / Moorad Choudhry |
Autore | Choudhry Moorad |
Edizione | [1st ed.] |
Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
Descrizione fisica | 1 online resource (479 p.) |
Disciplina | 332.63234 |
Collana | Fixed income markets library |
Soggetto topico |
Bonds
Corporate bonds Structured notes (Securities) Investment analysis |
ISBN |
1-281-00925-3
9786611009250 0-08-047687-2 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | front cover; copyright; toc; front matter; body; back matter; index |
Record Nr. | UNINA-9910825035503321 |
Choudhry Moorad | ||
London, : Elsevier Butterworth-Heinemann, 2004 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Financial Shocks and TFP L4318Growth / / Tiago Severo, Marcello Estevão |
Autore | Severo Tiago |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2010 |
Descrizione fisica | 24 p. : ill |
Altri autori (Persone) | EstevãoMarcello |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles
Industrial productivity Financial crises Investments: Bonds Production and Operations Management Macroeconomics: Production Business Fluctuations Cycles Financial Markets and the Macroeconomy Production Cost Capital and Total Factor Productivity Capacity General Financial Markets: General (includes Measurement and Data) Employment Unemployment Wages Intergenerational Income Distribution Aggregate Human Capital Aggregate Labor Productivity Macroeconomics Investment & securities Total factor productivity Corporate bonds Productivity Capital productivity Bond yields Financial institutions Bonds |
ISBN |
1-4623-8299-1
9786612845314 1-282-84531-4 1-4519-6237-1 1-4527-7426-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788310603321 |
Severo Tiago | ||
Washington, D.C. : , : International Monetary Fund, , 2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Financial Shocks and TFP L4318Growth / / Tiago Severo, Marcello Estevão |
Autore | Severo Tiago |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2010 |
Descrizione fisica | 24 p. : ill |
Disciplina | 332 |
Altri autori (Persone) | EstevãoMarcello |
Collana | IMF Working Papers |
Soggetto topico |
Business cycles
Industrial productivity Financial crises Aggregate Human Capital Aggregate Labor Productivity Bond yields Bonds Business Fluctuations Capacity Capital and Total Factor Productivity Capital productivity Corporate bonds Cost Cycles Employment Financial institutions Financial Markets and the Macroeconomy General Financial Markets: General (includes Measurement and Data) Intergenerational Income Distribution Investment & securities Investments: Bonds Macroeconomics Macroeconomics: Production Production and Operations Management Production Productivity Total factor productivity Unemployment Wages |
ISBN |
1-4623-8299-1
9786612845314 1-282-84531-4 1-4519-6237-1 1-4527-7426-9 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Theory -- A. A Model Relating TFP and Financial Shocks -- B. Creative Destruction and the "Cleansing" Effect -- III. Empirical Strategy -- A. Dependence on External Finance -- B. Measuring Sectoral TFP Growth -- C. The Cost of Funds -- IV. Estimation Results -- A. Baseline Regressions -- B. Robustness Checks -- V. Changes in the Cost of Equity and TFP Growth -- A. Measuring the Cost of Equity -- B. Empirical Results -- VI. Discussion -- VII. Conclusion -- Appendices -- Appendix A-Tables -- Appendix B-Figures -- Appendix C-Calibration -- References. |
Record Nr. | UNINA-9910828513203321 |
Severo Tiago | ||
Washington, D.C. : , : International Monetary Fund, , 2010 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
From Subprime Loans to Subprime Growth? Evidence for the Euro Area / / Martin Cihak, Petya Brooks |
Autore | Cihak Martin |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (37 p.) |
Altri autori (Persone) | BrooksPetya |
Collana | IMF Working Papers |
Soggetto topico |
Euro area
Global Financial Crisis, 2008-2009 Banks and Banking Investments: Bonds Money and Monetary Policy Industries: Financial Services Financial Markets and the Macroeconomy Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General General Financial Markets: General (includes Measurement and Data) Demand for Money Monetary economics Banking Investment & securities Finance Bank credit Credit Corporate bonds Loans Money Financial institutions Demand for money Banks and banking Bonds |
ISBN |
1-4623-1844-4
1-4527-6621-5 9786612842900 1-4518-7216-X 1-282-84290-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Empirical Evidence; A. Linkages Between Bank Characteristics and Lending Behavior; B. Linkages Between Bank Loan Supply and Aggregate Output; C. Linkages Between Corporate Financing Conditions and Economic Activity; D. Risk Transfers Between Banks and Other Sectors: Contingent Claims Analysis ..; III. Quantitative Implications; IV. Conclusions; Figures; 1. Euro Area: Money Market and Retail Lending Rates, 2003-08; 2. Euro Area: Changes in Credit Standards to Enterprises and Households, 2005-08; 3. Euro Area: Corporate and Equity Market Prices, 2007-08
4. Euro Area: Growth in Bank Loans and Securities Issuance, 2003-085. Euro Area: Distance to Default for Banks, 1991-2008; 6. Euro Area: Excess Demand for Loans, 1997-2008; 7. Euro Area: Growth in Real Output and Bank Loans, 2000-08; 8. Euro Area: Corporate Debt Issuance, 1990-2008; 9. Euro Area: Response of Annual Growth in Industrial Production to One Standard Deviation Innovation in Corporate Spread; 10. Euro Area: Estimated Default Probability (Banks and Non-Banks),1991-2008; Tables; 1. Demand and Supply in the Disequilibrium Model, 1997-2007 11. Euro Area: Estimated Default Probability (Public Sector), 1997-200812. Capitalization in Euro Area Banks, 1997-2008; 2. OLS Regression of Output on Loans; 3. First Stage IV Regression: Loans on Money Demand Shocks; 4. Second Stage IV Regression of Output on Loans; Appendixes; I. Calculating the Distance to Default; II. Identifying the Linkage Between Bank Loan Supply and Aggregate Output; III. Contingent Claims Analysis: A Primer; References |
Record Nr. | UNINA-9910788337803321 |
Cihak Martin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
From Subprime Loans to Subprime Growth? Evidence for the Euro Area / / Martin Cihak, Petya Brooks |
Autore | Cihak Martin |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (37 p.) |
Disciplina | 332.1 |
Altri autori (Persone) | BrooksPetya |
Collana | IMF Working Papers |
Soggetto topico |
Euro area
Global Financial Crisis, 2008-2009 Bank credit Banking Banks and Banking Banks and banking Banks Bonds Corporate bonds Credit Demand for Money Demand for money Depository Institutions Finance Financial institutions Financial Markets and the Macroeconomy General Financial Markets: General (includes Measurement and Data) Industries: Financial Services Investment & securities Investments: Bonds Loans Micro Finance Institutions Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Mortgages |
ISBN |
1-4623-1844-4
1-4527-6621-5 9786612842900 1-4518-7216-X 1-282-84290-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Empirical Evidence; A. Linkages Between Bank Characteristics and Lending Behavior; B. Linkages Between Bank Loan Supply and Aggregate Output; C. Linkages Between Corporate Financing Conditions and Economic Activity; D. Risk Transfers Between Banks and Other Sectors: Contingent Claims Analysis ..; III. Quantitative Implications; IV. Conclusions; Figures; 1. Euro Area: Money Market and Retail Lending Rates, 2003-08; 2. Euro Area: Changes in Credit Standards to Enterprises and Households, 2005-08; 3. Euro Area: Corporate and Equity Market Prices, 2007-08
4. Euro Area: Growth in Bank Loans and Securities Issuance, 2003-085. Euro Area: Distance to Default for Banks, 1991-2008; 6. Euro Area: Excess Demand for Loans, 1997-2008; 7. Euro Area: Growth in Real Output and Bank Loans, 2000-08; 8. Euro Area: Corporate Debt Issuance, 1990-2008; 9. Euro Area: Response of Annual Growth in Industrial Production to One Standard Deviation Innovation in Corporate Spread; 10. Euro Area: Estimated Default Probability (Banks and Non-Banks),1991-2008; Tables; 1. Demand and Supply in the Disequilibrium Model, 1997-2007 11. Euro Area: Estimated Default Probability (Public Sector), 1997-200812. Capitalization in Euro Area Banks, 1997-2008; 2. OLS Regression of Output on Loans; 3. First Stage IV Regression: Loans on Money Demand Shocks; 4. Second Stage IV Regression of Output on Loans; Appendixes; I. Calculating the Distance to Default; II. Identifying the Linkage Between Bank Loan Supply and Aggregate Output; III. Contingent Claims Analysis: A Primer; References |
Record Nr. | UNINA-9910825977003321 |
Cihak Martin | ||
Washington, D.C. : , : International Monetary Fund, , 2009 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
U.S. Dollar Risk Premiums and Capital Flows / / Ravi Balakrishnan, Volodymyr Tulin |
Autore | Balakrishnan Ravi |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (29 p.) |
Altri autori (Persone) | TulinVolodymyr |
Collana | IMF Working Papers |
Soggetto topico |
Dollar, American
Capital movements Exports and Imports Foreign Exchange Investments: General Investments: Bonds Investment Capital Intangible Capital Capacity General Financial Markets: General (includes Measurement and Data) International Investment Long-term Capital Movements Macroeconomics Investment & securities International economics Currency Foreign exchange Return on investment Treasury bills and bonds Capital flows Corporate bonds Exchange rates Saving and investment Government securities Bonds |
ISBN |
1-4623-8511-7
1-4527-4308-8 1-282-44835-8 1-4519-8410-3 9786613821546 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION AND SUMMARY""; ""II. WHAT ARE RISK PREMIUMS ON THE DOLLAR AND HOW CAN WE MEASURE THEM? ""; ""III. CAPITAL FLOWS AND RISK PREMIUMS""; ""IV. EXPLAINING RISK PREMIUM MOVEMENTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""DATA AND REGRESSION METHODOLOGY""; ""References"" |
Record Nr. | UNINA-9910788525403321 |
Balakrishnan Ravi | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
U.S. Dollar Risk Premiums and Capital Flows / / Ravi Balakrishnan, Volodymyr Tulin |
Autore | Balakrishnan Ravi |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (29 p.) |
Altri autori (Persone) | TulinVolodymyr |
Collana | IMF Working Papers |
Soggetto topico |
Dollar, American
Capital movements Bonds Capacity Capital flows Capital Corporate bonds Currency Exchange rates Exports and Imports Foreign Exchange Foreign exchange General Financial Markets: General (includes Measurement and Data) Government securities Intangible Capital International economics International Investment Investment & securities Investment Investments: Bonds Investments: General Long-term Capital Movements Macroeconomics Return on investment Saving and investment Treasury bills and bonds |
ISBN |
1-4623-8511-7
1-4527-4308-8 1-282-44835-8 1-4519-8410-3 9786613821546 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION AND SUMMARY""; ""II. WHAT ARE RISK PREMIUMS ON THE DOLLAR AND HOW CAN WE MEASURE THEM? ""; ""III. CAPITAL FLOWS AND RISK PREMIUMS""; ""IV. EXPLAINING RISK PREMIUM MOVEMENTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""DATA AND REGRESSION METHODOLOGY""; ""References"" |
Record Nr. | UNINA-9910819872503321 |
Balakrishnan Ravi | ||
Washington, D.C. : , : International Monetary Fund, , 2006 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|