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Banks' precautionary capital and persistent credit crunches / / Fabian Valencia ; authorized for distribution by Antonio Furtado
| Banks' precautionary capital and persistent credit crunches / / Fabian Valencia ; authorized for distribution by Antonio Furtado |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Altri autori (Persone) | FurtadoAntonio |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References |
| Record Nr. | UNINA-9910463617903321 |
Valencia Fabian
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
| Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia |
| Autore | Valencia Fabian |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Bankruptcy Liquidation Banking Monetary economics Finance Credit Bank credit Solvency Loans Banks and banking Debt |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References |
| Record Nr. | UNINA-9910788342803321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia
| Banks’ Precautionary Capital and Persistent Credit Crunches / / Fabian Valencia |
| Autore | Valencia Fabian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 330.973 |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - United States - Econometric models
Bank capital - United States - Econometric models Bank failures - United States - Econometric models Credit - United States - Econometric models Risk - United States - Econometric models Banks and Banking Finance: General Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Policy, Central Banking, and the Supply of Money and Credit: General Bankruptcy Liquidation Banking Monetary economics Finance Credit Bank credit Solvency Loans Banks and banking Debt |
| ISBN |
1-4623-5881-0
1-4527-4907-8 9786612841996 1-4518-7106-6 1-282-84199-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Banks and the Real Economy; III. The Model; A. The Loan Contract; B. The Bank's Optimization Problem; C. Solution; D. Risk and the Target Level of Solvency; IV. Quantitative Experiments; V. Bank Recapitalization; VI. Conclusions; Figures; 1. Bank Credit as Percentage of GDP, Selected Countries; 2. Optimal Policy Functions; 3. Target Level of Solvency; 4. Responses to a Negative Transitory Productivity Shock; 5. Responses to an Interest Rate Increase; 6. Responses to a Large Negative Shock, With and Without Recapitalization
7. Credit Crunch Severity and Bank Recapitalization Tables; 1. Bank's Sequence of Events; 2. Public Recapitalization Costs for Selected Crises Episodes; 3. Sensitivity Analysis to a 2-σ Productivity Shock; 4. Bank's Solvency Regions; Appendix; 8. Deposit Interest Rate; References |
| Record Nr. | UNINA-9910810966003321 |
|
Valencia Fabian
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit booms and lending standards : evidence from the subprime mortgage market / / Giovanni Dell'Ariccia, Deniz Igan, and Luc Laeven
| Credit booms and lending standards : evidence from the subprime mortgage market / / Giovanni Dell'Ariccia, Deniz Igan, and Luc Laeven |
| Autore | Dell'Ariccia Giovanni |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) |
IganDeniz
LaevenLuc |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States
Credit - United States - Econometric models Moral hazard - United States - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-0535-0
1-4527-9953-9 1-4518-6967-3 9786612840616 1-282-84061-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Data and Descriptive Statistics; IV. Empirical Methodology; V. Empirical Findings; A. Effects of Changes in the Pool of Applicant Borrowers; B. Identification and Robustness Issues; C. Sensitivity Analysis: Time and Size Effects; D. Effects of Entry and Changes in Market Structure; E. Alternative Proxies for Lending Standards; F. Effects of Loan Sales; VI. Discussion and Conclusions; References; Tables; 1. Coverage in HMDA; 2. Definitions and Sources of Variables; 3. Summary Statistics; 4. Evolution of Denial Rates
5. Determinants of Denial Decision6. Prediction Errors; 7. Robustness; 8. Time and Size Effects; 9. Market and Boom Size; 10. Market Entry and Denial Rates of Incumbents in Prime and Subprime Markets; 11. Alternative Measures of Lending Standards; 12. Securitization, Lending Standards, and Mortgage Market Expansion; Figures; 1. House Prices and Credit Booms; 2. Subprime Mortgage Boom Across the Nation; 3. House Prices and Credit Boom; 4. Lending Standards and Subprime Credit Boom |
| Record Nr. | UNINA-9910464010203321 |
|
Dell'Ariccia Giovanni
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit Booms and Lending Standards : : Evidence From the Subprime Mortgage Market / / Giovanni Dell'Ariccia, Luc Laeven, Deniz Igan
| Credit Booms and Lending Standards : : Evidence From the Subprime Mortgage Market / / Giovanni Dell'Ariccia, Luc Laeven, Deniz Igan |
| Autore | Dell'Ariccia Giovanni |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) |
LaevenLuc
IganDeniz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States
Credit - United States - Econometric models Moral hazard - United States - Econometric models Macroeconomics Money and Monetary Policy Real Estate Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Money Supply Credit Money Multipliers Housing Supply and Markets Personal Income, Wealth, and Their Distributions Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Property & real estate Monetary economics Loans Housing prices Personal income Credit booms Financial institutions Prices National accounts Money Housing Income |
| ISBN |
1-4623-0535-0
1-4527-9953-9 1-4518-6967-3 9786612840616 1-282-84061-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Data and Descriptive Statistics; IV. Empirical Methodology; V. Empirical Findings; A. Effects of Changes in the Pool of Applicant Borrowers; B. Identification and Robustness Issues; C. Sensitivity Analysis: Time and Size Effects; D. Effects of Entry and Changes in Market Structure; E. Alternative Proxies for Lending Standards; F. Effects of Loan Sales; VI. Discussion and Conclusions; References; Tables; 1. Coverage in HMDA; 2. Definitions and Sources of Variables; 3. Summary Statistics; 4. Evolution of Denial Rates
5. Determinants of Denial Decision6. Prediction Errors; 7. Robustness; 8. Time and Size Effects; 9. Market and Boom Size; 10. Market Entry and Denial Rates of Incumbents in Prime and Subprime Markets; 11. Alternative Measures of Lending Standards; 12. Securitization, Lending Standards, and Mortgage Market Expansion; Figures; 1. House Prices and Credit Booms; 2. Subprime Mortgage Boom Across the Nation; 3. House Prices and Credit Boom; 4. Lending Standards and Subprime Credit Boom |
| Record Nr. | UNINA-9910788239003321 |
|
Dell'Ariccia Giovanni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit Booms and Lending Standards : : Evidence From the Subprime Mortgage Market / / Giovanni Dell'Ariccia, Luc Laeven, Deniz Igan
| Credit Booms and Lending Standards : : Evidence From the Subprime Mortgage Market / / Giovanni Dell'Ariccia, Luc Laeven, Deniz Igan |
| Autore | Dell'Ariccia Giovanni |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) |
LaevenLuc
IganDeniz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States
Credit - United States - Econometric models Moral hazard - United States - Econometric models Macroeconomics Money and Monetary Policy Real Estate Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Money Supply Credit Money Multipliers Housing Supply and Markets Personal Income, Wealth, and Their Distributions Monetary Policy, Central Banking, and the Supply of Money and Credit: General Finance Property & real estate Monetary economics Loans Housing prices Personal income Credit booms Financial institutions Prices National accounts Money Housing Income |
| ISBN |
1-4623-0535-0
1-4527-9953-9 1-4518-6967-3 9786612840616 1-282-84061-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; III. Data and Descriptive Statistics; IV. Empirical Methodology; V. Empirical Findings; A. Effects of Changes in the Pool of Applicant Borrowers; B. Identification and Robustness Issues; C. Sensitivity Analysis: Time and Size Effects; D. Effects of Entry and Changes in Market Structure; E. Alternative Proxies for Lending Standards; F. Effects of Loan Sales; VI. Discussion and Conclusions; References; Tables; 1. Coverage in HMDA; 2. Definitions and Sources of Variables; 3. Summary Statistics; 4. Evolution of Denial Rates
5. Determinants of Denial Decision6. Prediction Errors; 7. Robustness; 8. Time and Size Effects; 9. Market and Boom Size; 10. Market Entry and Denial Rates of Incumbents in Prime and Subprime Markets; 11. Alternative Measures of Lending Standards; 12. Securitization, Lending Standards, and Mortgage Market Expansion; Figures; 1. House Prices and Credit Booms; 2. Subprime Mortgage Boom Across the Nation; 3. House Prices and Credit Boom; 4. Lending Standards and Subprime Credit Boom |
| Record Nr. | UNINA-9910807167003321 |
|
Dell'Ariccia Giovanni
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit matters : empirical evidence on U.S. macro-financial linkages / / Tamim Bayoumi and Ola Melander
| Credit matters : empirical evidence on U.S. macro-financial linkages / / Tamim Bayoumi and Ola Melander |
| Autore | Bayoumi Tamim A |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) | MelanderOla |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States - Econometric models
Bank assets - Econometric models - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-6891-3
1-4527-4302-9 1-4518-7027-2 1-282-84120-3 9786612841200 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. A Framework for Analyzing Macro-Financial Linkages; Figures; 1. A Framework for Macro-Financial Linkages; III. The Effect of the Bank Capital/Asset Ratio on Lending Standards; 2. Bank Capital Adequacy and Lending Standards; IV. The Effect of Lending Standards and Balance Sheets on Credit; Tables; 1. The Bank Capital/Asset Ratio and Loan Standards; 2. Loan Standards, Balance Sheet Variables, and Credit; V. The Effect of Credit on Spending; 3. The Effect of Credit on Spending; VI. The Effect of Spending on Income; 4. The Effect of Spending on Income
VII. Feedback Loop through Balance Sheets of Banks, Firms and Households 5. Feedback Effects of GDP Growth on Bank Capital; VIII. Bottom Line: Quantitative Importance of Macro-Financial Linkages; 3. The Effects of an Adverse Bank Capital Shock; 4. The Impact of an Adverse Capital Shock on the Level of GDP and its Components; 5. The Impact of an Adverse Capital Shock on GDP Growth and the Contribution of GDP Components; 6. The Effects of an Adverse Demand Shock; 7. The Impact of an Adverse Demand Shock on the Level of GDP; IX. Conclusions 6. Loan Standards, Balance Sheet Variables, and Bank Credit Appendices; I. Credit Regressions for Bank Lending; 7. The Effect of Credit on Personal Consumption Expenditure; II. Spending Regressions for Sub-Components of Consumption; References |
| Record Nr. | UNINA-9910463604003321 |
|
Bayoumi Tamim A
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander
| Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander |
| Autore | Bayoumi Tamim |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) | MelanderOla |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States - Econometric models
Bank assets - Econometric models - United States Banks and Banking Macroeconomics Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Monetary economics Finance Banking Credit Personal income Bank credit Loans Income Banks and banking |
| ISBN |
1-4623-6891-3
1-4527-4302-9 1-4518-7027-2 1-282-84120-3 9786612841200 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. A Framework for Analyzing Macro-Financial Linkages; Figures; 1. A Framework for Macro-Financial Linkages; III. The Effect of the Bank Capital/Asset Ratio on Lending Standards; 2. Bank Capital Adequacy and Lending Standards; IV. The Effect of Lending Standards and Balance Sheets on Credit; Tables; 1. The Bank Capital/Asset Ratio and Loan Standards; 2. Loan Standards, Balance Sheet Variables, and Credit; V. The Effect of Credit on Spending; 3. The Effect of Credit on Spending; VI. The Effect of Spending on Income; 4. The Effect of Spending on Income
VII. Feedback Loop through Balance Sheets of Banks, Firms and Households 5. Feedback Effects of GDP Growth on Bank Capital; VIII. Bottom Line: Quantitative Importance of Macro-Financial Linkages; 3. The Effects of an Adverse Bank Capital Shock; 4. The Impact of an Adverse Capital Shock on the Level of GDP and its Components; 5. The Impact of an Adverse Capital Shock on GDP Growth and the Contribution of GDP Components; 6. The Effects of an Adverse Demand Shock; 7. The Impact of an Adverse Demand Shock on the Level of GDP; IX. Conclusions 6. Loan Standards, Balance Sheet Variables, and Bank Credit Appendices; I. Credit Regressions for Bank Lending; 7. The Effect of Credit on Personal Consumption Expenditure; II. Spending Regressions for Sub-Components of Consumption; References |
| Record Nr. | UNINA-9910788235903321 |
|
Bayoumi Tamim
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander
| Credit Matters : : Empirical Evidence on U.S. Macro-Financial Linkages / / Tamim Bayoumi, Ola Melander |
| Autore | Bayoumi Tamim |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (29 p.) |
| Disciplina | 332.70973 |
| Altri autori (Persone) | MelanderOla |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - United States - Econometric models
Bank assets - Econometric models - United States Banks and Banking Macroeconomics Money and Monetary Policy Industries: Financial Services Monetary Policy, Central Banking, and the Supply of Money and Credit: General Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Monetary economics Finance Banking Credit Personal income Bank credit Loans Income Banks and banking |
| ISBN |
1-4623-6891-3
1-4527-4302-9 1-4518-7027-2 1-282-84120-3 9786612841200 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. A Framework for Analyzing Macro-Financial Linkages; Figures; 1. A Framework for Macro-Financial Linkages; III. The Effect of the Bank Capital/Asset Ratio on Lending Standards; 2. Bank Capital Adequacy and Lending Standards; IV. The Effect of Lending Standards and Balance Sheets on Credit; Tables; 1. The Bank Capital/Asset Ratio and Loan Standards; 2. Loan Standards, Balance Sheet Variables, and Credit; V. The Effect of Credit on Spending; 3. The Effect of Credit on Spending; VI. The Effect of Spending on Income; 4. The Effect of Spending on Income
VII. Feedback Loop through Balance Sheets of Banks, Firms and Households 5. Feedback Effects of GDP Growth on Bank Capital; VIII. Bottom Line: Quantitative Importance of Macro-Financial Linkages; 3. The Effects of an Adverse Bank Capital Shock; 4. The Impact of an Adverse Capital Shock on the Level of GDP and its Components; 5. The Impact of an Adverse Capital Shock on GDP Growth and the Contribution of GDP Components; 6. The Effects of an Adverse Demand Shock; 7. The Impact of an Adverse Demand Shock on the Level of GDP; IX. Conclusions 6. Loan Standards, Balance Sheet Variables, and Bank Credit Appendices; I. Credit Regressions for Bank Lending; 7. The Effect of Credit on Personal Consumption Expenditure; II. Spending Regressions for Sub-Components of Consumption; References |
| Record Nr. | UNINA-9910807487103321 |
|
Bayoumi Tamim
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Transmission of liquidity shocks : evidence from the 2007 subprime crisis / / Nathaniel Frank, Brenda González-Hermosillo, and Heiko Hesse
| Transmission of liquidity shocks : evidence from the 2007 subprime crisis / / Nathaniel Frank, Brenda González-Hermosillo, and Heiko Hesse |
| Autore | Frank Nathaniel |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (23 p.) |
| Disciplina | 332 |
| Altri autori (Persone) |
González-HermosilloBrenda
HesseHeiko |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Liquidity (Economics) - Econometric models
Subprime mortgage loans - United States - Econometric models Credit - United States - Econometric models Financial crises - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-9615-1
1-4527-3394-5 1-4518-7058-2 1-282-84151-3 9786612841514 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Transmission of Spillovers during the Subprime Crisis; III. Data; IV. Methodology; V. Results; Figures; 1. Selected Conditional Correlations; 2. Conditional Correlations from Modified DCC Model; VI. Conclusion; References; Appendix Figures; 1. Aggregate Bank Credit Default Swap Rate and Selected Spreads; 2. On-the-Run/Off-the-Run Five-Year U.S. Treasury Bond Spread; 3. United States: Selected Spreads; 4. United States: S&P 500 Stock Market Returns and Credit Default Swap |
| Record Nr. | UNINA-9910463606203321 |
|
Frank Nathaniel
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Credit - United States - Econometric models
(15)
- Finance (10)
- Banks (8)
- Banks and Banking (8)
- Credit (8)