An anatomy of credit booms : evidence from macro aggregates and micro data / / Enrique G. Mendoza and Marco E. Terrones ; authorized for distribution by Stijn Claessens |
Autore | Mendoza Enrique G. <1963-> |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (52 pages) : illustrations (some color) |
Disciplina | 332.7 |
Altri autori (Persone) |
TerronesMarco
ClaessensStijn |
Collana | IMF working paper |
Soggetto topico |
Credit - Econometric models
Business cycles - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-2753-2
1-282-84177-7 1-4518-7084-1 9786612841774 1-4527-1578-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463611303321 |
Mendoza Enrique G. <1963->
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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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An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza |
Autore | Terrones Marco |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (52 pages) : illustrations (some color) |
Disciplina | 332.7 |
Altri autori (Persone) | MendozaEnrique |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Credit - Econometric models
Business cycles - Econometric models Exports and Imports Financial Risk Management Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General International Investment Long-term Capital Movements Financial Crises Monetary economics International economics Economic & financial crises & disasters Credit booms Credit Sudden stops Financial crises Capital inflows Capital movements |
ISBN |
1-4623-2753-2
1-282-84177-7 1-4518-7084-1 9786612841774 1-4527-1578-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788231203321 |
Terrones Marco
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Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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Default, Credit Growth, and Asset Prices / / C. Goodhart, Miguel Segoviano, Boris Hofmann |
Autore | Goodhart C |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (44 p.) |
Altri autori (Persone) |
SegovianoMiguel
HofmannBoris |
Collana | IMF Working Papers |
Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models Banks and Banking Macroeconomics Money and Monetary Policy Real Estate Statistics Semiparametric and Nonparametric Methods Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Econometric Modeling: General Optimization Techniques Programming Models Dynamic Analysis Methodology for Collecting, Estimating, and Organizing Macroeconomic Data Data Access Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: Forecasting and Simulation Financial Markets and the Macroeconomy Money Supply Credit Money Multipliers Monetary Policy, Central Banking, and the Supply of Money and Credit: General Price Level Inflation Deflation Nonagricultural and Nonresidential Real Estate Markets Banks Depository Institutions Micro Finance Institutions Mortgages Data Collection and Data Estimation Methodology Computer Programs: Other Monetary economics Property & real estate Banking Econometrics & economic statistics Asset prices Bank credit Land prices Prices Money Financial statistics Economic and financial statistics Housing Banks and banking Finance |
ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910788407903321 |
Goodhart C
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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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Default, credit growth, and asset prices [[electronic resource] /] / Miguel A. Segoviano Basurto, Charles Goodhart, and Boris Hofmann |
Autore | Segoviano Miguel A |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 |
Descrizione fisica | 1 online resource (44 p.) |
Altri autori (Persone) |
GoodhartC. A. E (Charles Albert Eric)
HofmannBoris |
Collana | IMF working paper |
Soggetto topico |
Asset allocation - Econometric models
Credit - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-7401-8
1-4527-4912-4 1-283-51287-4 1-4519-0936-5 9786613825322 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. BANK CREDIT AND PROPERTY PRICES""; ""III. DEFAULT, CREDIT GROWTH, AND ASSET PRICES""; ""IV. RESULTS""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""References"" |
Record Nr. | UNINA-9910464845003321 |
Segoviano Miguel A
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[Washington, D.C.], : International Monetary Fund, Monetary and Financial Systems Dept., 2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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Is monetary policy effective when credit is low? / / Ana Carolina Saizar and Nigel Chalk |
Autore | Saizar Carolina Ana |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (19 pages) : illustrations (some color) |
Disciplina | 332.46 |
Altri autori (Persone) | ChalkNigel |
Collana | IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Credit - Econometric models Inflation (Finance) - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-6991-X
9786612842238 1-4519-9635-7 1-4518-7146-5 1-282-84223-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910464253803321 |
Saizar Carolina Ana
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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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Is Monetary Policy Effective When Credit is Low? |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
Descrizione fisica | 1 online resource (19 pages) : illustrations (some color) |
Disciplina | 332.46 |
Collana |
IMF Working Papers
IMF working paper |
Soggetto topico |
Monetary policy - Econometric models
Credit - Econometric models Inflation (Finance) - Econometric models Econometrics Foreign Exchange Inflation Macroeconomics Money and Monetary Policy Price Level Deflation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Monetary economics Currency Foreign exchange Econometrics & economic statistics Credit Exchange rate arrangements Vector autoregression Producer prices Prices |
ISBN |
1-4623-6991-X
9786612842238 1-4519-9635-7 1-4518-7146-5 1-282-84223-4 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788340603321 |
Washington, D.C. : , : International Monetary Fund, , 2008 | ||
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Lo trovi qui: Univ. Federico II | ||
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A primer for risk measurement of bonded debt from the perspective of a sovereign debt manager [[electronic resource] /] / [prepared by] Michael Papaioannou |
Autore | Papaioannou Michael G |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, c2006 |
Descrizione fisica | 1 online resource (49 p.) |
Collana | IMF working paper |
Soggetto topico |
Risk - Econometric models
Interest rates - Econometric models Credit - Econometric models Liquidity (Economics) - Econometric models Government securities - Econometric models Debts, Public - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-1246-2
1-4527-1987-X 1-282-44811-0 9786613821300 1-4519-9197-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MEASUREMENT OF MARKET RISK""; ""III. MEASUREMENT OF CREDIT RISK""; ""IV. MEASUREMENT OF LIQUIDITY RISK""; ""V. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A SECURITY WITH N RISK FACTORS""; ""VI. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A PORTFOLIO WITH N RISK FACTORS""; ""VII. EPILOGUE""; ""YIELD DEFINITIONS""; ""THE VALUE-AT-RISK (VAR) METHODOLOGY""; ""REFERENCES"" |
Record Nr. | UNINA-9910464586603321 |
Papaioannou Michael G
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[Washington, D.C.], : International Monetary Fund, c2006 | ||
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Lo trovi qui: Univ. Federico II | ||
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A Primer for Risk Measurement of Bonded Debt from the Perspective of a Sovereign Debt Manager / / Michael Papaioannou |
Autore | Papaioannou Michael |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
Descrizione fisica | 1 online resource (49 p.) |
Collana | IMF Working Papers |
Soggetto topico |
Risk - Econometric models
Interest rates - Econometric models Credit - Econometric models Liquidity (Economics) - Econometric models Government securities - Econometric models Debts, Public - Econometric models Banks and Banking Investments: Bonds Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: General (includes Measurement and Data) Financial services law & regulation Investment & securities Bonds Credit risk Liquidity risk Market risk Exchange rate risk Financial risk management |
ISBN |
1-4623-1246-2
1-4527-1987-X 1-282-44811-0 9786613821300 1-4519-9197-5 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. MEASUREMENT OF MARKET RISK""; ""III. MEASUREMENT OF CREDIT RISK""; ""IV. MEASUREMENT OF LIQUIDITY RISK""; ""V. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A SECURITY WITH N RISK FACTORS""; ""VI. AN INTEGRATED APPROACH TO RISK SENSITIVITY FOR A PORTFOLIO WITH N RISK FACTORS""; ""VII. EPILOGUE""; ""YIELD DEFINITIONS""; ""THE VALUE-AT-RISK (VAR) METHODOLOGY""; ""REFERENCES"" |
Record Nr. | UNINA-9910788524703321 |
Papaioannou Michael
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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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