The Cost of Aggressive Sovereign Debt Policies : : How Much is theprivate Sector Affected? / / Christoph Trebesch
| The Cost of Aggressive Sovereign Debt Policies : : How Much is theprivate Sector Affected? / / Christoph Trebesch |
| Autore | Trebesch Christoph |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (37 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, Public
Fiscal policy Exports and Imports Financial Risk Management Money and Monetary Policy Public Finance International Lending and Debt Problems Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Financial Crises Monetary Policy, Central Banking, and the Supply of Money and Credit: General Debt Debt Management Sovereign Debt Economic & financial crises & disasters International economics Monetary economics Finance Public finance & taxation Financial crises Debt default External debt Credit Debt restructuring Money Public debt Debts, External |
| ISBN |
1-4623-6284-2
1-4527-0366-3 9786612842511 1-4518-7176-7 1-282-84251-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; A. Debt Crises and Private Sector Access to Credit; B. The Role of Cooperation and Policy Signals; III. Econometric Methodology; A. Previous Approaches; B. Estimated Model; C. Dependent Variable: Foreign Credit to the Private Sector; D. Measuring Crisis Episodes; IV. Data: The Index of Coerciveness; A. Composition of the Index; B. Coding of the Index; V. Estimation Issues: Controlling for Shocks, Politics and Fundamentals; VI. Discussion of Results; A. Main Results; B. Effects of Individual Coercive Policies; C. Robustness Analysis
VII. Concluding RemarksTables; 1. Emerging Market Countries Included in the Estimations; 2. List of Control Variables; 3. Effect of Aggressive Debt Policies on Total Amount Borrowed; 4. Default Effects and Aggressive Debt Policies During Default; 5. Effect of Individual Coercive Actions (9 Sub-Indicators); 6. Robustness Tests; References |
| Record Nr. | UNINA-9910788347303321 |
Trebesch Christoph
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Cost of Aggressive Sovereign Debt Policies : : How Much is theprivate Sector Affected? / / Christoph Trebesch
| The Cost of Aggressive Sovereign Debt Policies : : How Much is theprivate Sector Affected? / / Christoph Trebesch |
| Autore | Trebesch Christoph |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (37 p.) |
| Disciplina | 332 |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, Public
Fiscal policy Capital and Ownership Structure Credit Debt default Debt Management Debt restructuring Debt Debts, External Economic & financial crises & disasters Exports and Imports External debt Finance Financial Crises Financial crises Financial Risk and Risk Management Financial Risk Management Financing Policy Goodwill International economics International Lending and Debt Problems Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Money Public debt Public finance & taxation Public Finance Sovereign Debt Value of Firms |
| ISBN |
9786612842511
9781462362844 1462362842 9781452703664 1452703663 9781451871760 1451871767 9781282842519 128284251X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Related Literature; A. Debt Crises and Private Sector Access to Credit; B. The Role of Cooperation and Policy Signals; III. Econometric Methodology; A. Previous Approaches; B. Estimated Model; C. Dependent Variable: Foreign Credit to the Private Sector; D. Measuring Crisis Episodes; IV. Data: The Index of Coerciveness; A. Composition of the Index; B. Coding of the Index; V. Estimation Issues: Controlling for Shocks, Politics and Fundamentals; VI. Discussion of Results; A. Main Results; B. Effects of Individual Coercive Policies; C. Robustness Analysis
VII. Concluding RemarksTables; 1. Emerging Market Countries Included in the Estimations; 2. List of Control Variables; 3. Effect of Aggressive Debt Policies on Total Amount Borrowed; 4. Default Effects and Aggressive Debt Policies During Default; 5. Effect of Individual Coercive Actions (9 Sub-Indicators); 6. Robustness Tests; References |
| Record Nr. | UNINA-9910960892003321 |
Trebesch Christoph
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza
| The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza |
| Autore | Borensztein Eduardo |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (52 p.) |
| Disciplina | 336.3435 |
| Altri autori (Persone) | PanizzaUgo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Debts, External - Econometric models
Default (Finance) - Econometric models Debts, Public Financial crises - Econometric models Bank failures - Econometric models Banks and Banking Exports and Imports Money and Monetary Policy International Lending and Debt Problems Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises International economics Monetary economics Economic & financial crises & disasters Trade credits Banking crises Credit ratings Bank credit Debt default Debts, External Financial crises Credit |
| ISBN |
1-4623-3157-2
1-4527-0165-2 1-4518-7096-5 1-282-84189-0 9786612841897 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Two Hundred Years of Sovereign Default; III. Default and GDP Growth; IV. Default and Reputation; V. Default and International Trade; VI. Default and the Domestic Banking System; VII. Political Implications of Default; VIII. Conclusions; References; Figures; 1. Number of Defaults (1824-2004); Tables; 1. Default Episodes; 2. Default and Growth, Panel 1972-2000; 3. Default and Growth, Panel 1972-2000; 4. Default and Credit Ratings, Cross Section Regression, 1999-2002; 5. Defaults and Bond Spreads, Panel Regression, 1997-2004; 6. Default and Trade Credit
7. Default and Trade: Does Trade Credit Matter?8. Probabilities of Default and Banking Crisis; 9. Default and Industry Value-Added Growth; 10. Defaults and Elections; 11. Type of Default; 12. Type of Default and Government; Appendix Tables; A1. Private Lending to Sovereign. Default and Rescheduling; A2: Logit Model for the Probability of Default |
| Record Nr. | UNINA-9910788344403321 |
Borensztein Eduardo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza
| The Costs of Sovereign Default / / Eduardo Borensztein, Ugo Panizza |
| Autore | Borensztein Eduardo |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (52 p.) |
| Disciplina | 336.3435 |
| Altri autori (Persone) | PanizzaUgo |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Debts, External - Econometric models
Default (Finance) - Econometric models Debts, Public Financial crises - Econometric models Bank failures - Econometric models Bank credit Banking crises Banks and Banking Credit ratings Credit Debt default Debts, External Economic & financial crises & disasters Exports and Imports Financial Crises Financial crises International economics International Lending and Debt Problems Monetary economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Money and Monetary Policy Trade credits |
| ISBN |
9786612841897
9781462331574 1462331572 9781452701653 1452701652 9781451870961 1451870965 9781282841895 1282841890 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Two Hundred Years of Sovereign Default; III. Default and GDP Growth; IV. Default and Reputation; V. Default and International Trade; VI. Default and the Domestic Banking System; VII. Political Implications of Default; VIII. Conclusions; References; Figures; 1. Number of Defaults (1824-2004); Tables; 1. Default Episodes; 2. Default and Growth, Panel 1972-2000; 3. Default and Growth, Panel 1972-2000; 4. Default and Credit Ratings, Cross Section Regression, 1999-2002; 5. Defaults and Bond Spreads, Panel Regression, 1997-2004; 6. Default and Trade Credit
7. Default and Trade: Does Trade Credit Matter?8. Probabilities of Default and Banking Crisis; 9. Default and Industry Value-Added Growth; 10. Defaults and Elections; 11. Type of Default; 12. Type of Default and Government; Appendix Tables; A1. Private Lending to Sovereign. Default and Rescheduling; A2: Logit Model for the Probability of Default |
| Record Nr. | UNINA-9910957404203321 |
Borensztein Eduardo
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres
| Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres |
| Autore | Kochanova Anna |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (46 p.) |
| Altri autori (Persone) | CaceresCarlos |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Economic policy
Economics Banks and Banking Money and Monetary Policy Industries: Financial Services Financial Risk Management 'Panel Data Models Spatio-temporal Models' Financial Aspects of Economic Integration Banks Depository Institutions Micro Finance Institutions Mortgages Socialist Institutions and Their Transitions: Financial Economics Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Banking Monetary economics Finance Economic & financial crises & disasters Foreign banks Bank credit Credit Loans Financial institutions Money Financial crises Banks and banking Banks and banking, Foreign Exports and Imports Finance: General Macroeconomics Public Finance Criminology Relation of Economics to Other Disciplines Institutions and the Macroeconomy Fiscal Policy Corporate Finance and Governance: Government Policy and Regulation Law and Economics: General (including Data Sources and Description) Public Administration Public Sector Accounting and Audits Personal Income, Wealth, and Their Distributions Bureaucracy Administrative Processes in Public Organizations Corruption International Lending and Debt Problems General Financial Markets: Government Policy and Regulation Public finance & taxation Corporate crime white-collar crime International economics Fiscal risks Personal income Debt default Financial soundness indicators Fiscal policy Income Debts, External Financial services industry |
| ISBN |
1-4755-1820-X
1-4755-4247-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; I. INTRODUCTION; II. DATA AND CONSTRUCTION OF THE MAIN VARIABLES; A. GOVERNANCE MEASURES; B. FISCAL STRESS INDICATOR (FSI); C. POLITICAL STRESS INDICATOR (PSI); D. OTHER VARIABLES; III. ESTIMATION METHODOLOGY AND MAIN RESULTS; A. ESTIMATION TECHNIQUE; B. ESTIMATION RESULTS; IV. DISCUSSION OF THE RESULTS; A. FISCAL STRESS; B. POLITICAL STRESS; V. CONCLUSION; REFERENCES; ANNEX I: DATA AND DESCRIPTIVE STATISTICS; ANNEX II: DATA SOURCES; ANNEX III: FISCAL AND POLITICAL STRESS EVENTS; ANNEX IV: GROUPING OF COUNTRIES BY REGION AND HYDROCARBON EXPORT; ANNEX V: ESTIMATION RESULTS
ANNEX VI: PREDICTED VALUES FROM STRESS EVENT MODEL |
| Record Nr. | UNINA-9910779224603321 |
Kochanova Anna
|
||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres
| Country Stress Events : : Does Governance Matter? / / Anna Kochanova, Carlos Caceres |
| Autore | Kochanova Anna |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (46 p.) |
| Disciplina | 332.10973 |
| Altri autori (Persone) | CaceresCarlos |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Economic policy
Economics Administrative Processes in Public Organizations Bureaucracy Corporate crime Corporate Finance and Governance: Government Policy and Regulation Corruption Criminology Debt default Debts, External Exports and Imports Finance Finance: General Financial services industry Financial soundness indicators Fiscal Policy Fiscal policy Fiscal risks General Financial Markets: Government Policy and Regulation Income Institutions and the Macroeconomy International economics International Lending and Debt Problems Law and Economics: General (including Data Sources and Description) Macroeconomics Personal income Personal Income, Wealth, and Their Distributions Public Administration Public finance & taxation Public Finance Public Sector Accounting and Audits Relation of Economics to Other Disciplines White-collar crime |
| ISBN |
9781475518207
147551820X 9781475542479 147554247X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; CONTENTS; I. INTRODUCTION; II. DATA AND CONSTRUCTION OF THE MAIN VARIABLES; A. GOVERNANCE MEASURES; B. FISCAL STRESS INDICATOR (FSI); C. POLITICAL STRESS INDICATOR (PSI); D. OTHER VARIABLES; III. ESTIMATION METHODOLOGY AND MAIN RESULTS; A. ESTIMATION TECHNIQUE; B. ESTIMATION RESULTS; IV. DISCUSSION OF THE RESULTS; A. FISCAL STRESS; B. POLITICAL STRESS; V. CONCLUSION; REFERENCES; ANNEX I: DATA AND DESCRIPTIVE STATISTICS; ANNEX II: DATA SOURCES; ANNEX III: FISCAL AND POLITICAL STRESS EVENTS; ANNEX IV: GROUPING OF COUNTRIES BY REGION AND HYDROCARBON EXPORT; ANNEX V: ESTIMATION RESULTS
ANNEX VI: PREDICTED VALUES FROM STRESS EVENT MODEL |
| Record Nr. | UNINA-9910973682503321 |
Kochanova Anna
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||
| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
| Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau |
| Autore | Santos Andre |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (32 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Corporations - Finance
Default (Finance) Exports and Imports Finance: General Financial Risk Management Foreign Exchange Money and Monetary Policy International Financial Markets General Financial Markets: Government Policy and Regulation Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Finance Monetary economics International economics Currency Foreign exchange Asset valuation Currency mismatches Currencies Debt default Exchange rates Asset-liability management Financial risk management Money Debts, External |
| ISBN |
1-4623-4273-6
1-4527-7435-8 1-283-51638-1 9786613828835 1-4519-0982-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788698803321 |
Santos Andre
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau
| Currency Mismatches and Corporate Default Risk : : Modeling, Measurement, and Surveillance Applications / / Andre Santos, Jorge Chan-Lau |
| Autore | Santos Andre |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (32 p.) |
| Altri autori (Persone) | Chan-LauJorge |
| Collana | IMF Working Papers |
| Soggetto topico |
Corporations - Finance
Default (Finance) Asset valuation Asset-liability management Currencies Currency mismatches Currency Debt default Debts, External Exchange rates Exports and Imports Finance Finance: General Financial Risk Management Financial risk management Foreign Exchange Foreign exchange General Financial Markets: Government Policy and Regulation Government and the Monetary System International economics International Financial Markets International Lending and Debt Problems Monetary economics Monetary Systems Money and Monetary Policy Money Payment Systems Regimes Standards |
| ISBN |
9786613828835
9781462342730 1462342736 9781452774350 1452774358 9781283516389 1283516381 9781451909821 1451909829 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. WHY DO CURRENCY MISMATCHES MATTER?""; ""III. THE STRUCTURAL APPROACH TO DEFAULT RISK""; ""IV. THE DIFUSSION MODEL""; ""V. THE JUMP-DIFFUSION MODEL""; ""VI. THE DOUBLE EXPONENTIAL JUMP-DIFFUSION MODEL""; ""VII. SURVEILLANCE APPLICATIONS""; ""VIII. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910975147703321 |
Santos Andre
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Donor Herding and Domestic Debt Crisis / / Ephraim Chirwa, Montfort Mlachila, Yohane Anthony Khamfula
| Donor Herding and Domestic Debt Crisis / / Ephraim Chirwa, Montfort Mlachila, Yohane Anthony Khamfula |
| Autore | Chirwa Ephraim |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (10 p.) |
| Altri autori (Persone) |
MlachilaMontfort
KhamfulaYohane Anthony |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, External - Developing countries - Econometric models
Economic assistance - Developing countries - Econometric models Banks and Banking Exports and Imports Financial Risk Management Public Finance Industries: Financial Services Debt Debt Management Sovereign Debt Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises International Lending and Debt Problems Interest Rates: Determination, Term Structure, and Effects Public finance & taxation Finance Economic & financial crises & disasters International economics Domestic debt Loans Financial crises Debt default Real interest rates Debts, Public Debts, External Interest rates |
| ISBN |
1-4623-0945-3
1-4527-4611-7 1-283-51741-8 1-4519-0903-9 9786613829863 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788402803321 |
Chirwa Ephraim
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Donor Herding and Domestic Debt Crisis / / Ephraim Chirwa, Montfort Mlachila, Yohane Anthony Khamfula
| Donor Herding and Domestic Debt Crisis / / Ephraim Chirwa, Montfort Mlachila, Yohane Anthony Khamfula |
| Autore | Chirwa Ephraim |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (10 p.) |
| Altri autori (Persone) |
KhamfulaYohane Anthony
MlachilaMontfort |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, External - Developing countries - Econometric models
Economic assistance - Developing countries - Econometric models Banks and Banking Banks Debt default Debt Management Debt Debts, External Debts, Public Depository Institutions Domestic debt Economic & financial crises & disasters Exports and Imports Finance Financial Crises Financial crises Financial Risk Management Industries: Financial Services Interest rates Interest Rates: Determination, Term Structure, and Effects International economics International Lending and Debt Problems Loans Micro Finance Institutions Mortgages Public finance & taxation Public Finance Real interest rates Sovereign Debt |
| ISBN |
9786613829863
9781462309450 1462309453 9781452746111 1452746117 9781283517416 1283517418 9781451909036 1451909039 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910956119003321 |
Chirwa Ephraim
|
||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||