top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
Euro-dollar real exchange rate dynamics in an estimated two-country model [[electronic resource] ] : what is important and what is not / / prepared by Pau Rabanal and Vicente Tuesta
Euro-dollar real exchange rate dynamics in an estimated two-country model [[electronic resource] ] : what is important and what is not / / prepared by Pau Rabanal and Vicente Tuesta
Autore Rabanal Pau
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) TuestaVicente
Collana IMF working paper
Soggetto topico Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models
Foreign exchange rates - European Union countries - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-4879-3
1-4527-4408-4
1-283-51766-3
9786613830111
1-4519-8792-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. EXTENSIONS TO THE BASELINE MODEL ""; ""IV. ESTIMATION AND MODEL COMPARISON""; ""V. RESULTS""; ""VI. CONCLUDING REMARKS""; ""APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM""; ""REFERENCES""
Record Nr. UNINA-9910464356303321
Rabanal Pau  
[Washington, D.C.], : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Euro-dollar real exchange rate dynamics in an estimated two-country model : what is important and what is not / / prepared by Pau Rabanal and Vicente Tuesta
Euro-dollar real exchange rate dynamics in an estimated two-country model : what is important and what is not / / prepared by Pau Rabanal and Vicente Tuesta
Autore Rabanal Pau
Edizione [1st ed.]
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) TuestaVicente
Collana IMF working paper
Soggetto topico Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models
Foreign exchange rates - European Union countries - Econometric models
ISBN 1-4623-4879-3
1-4527-4408-4
1-283-51766-3
9786613830111
1-4519-8792-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. EXTENSIONS TO THE BASELINE MODEL ""; ""IV. ESTIMATION AND MODEL COMPARISON""; ""V. RESULTS""; ""VI. CONCLUDING REMARKS""; ""APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM""; ""REFERENCES""
Record Nr. UNINA-9910821802903321
Rabanal Pau  
[Washington, D.C.], : International Monetary Fund, 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal
Euro-Dollar Real Exchange Rate Dynamics in an Estimated Two-Country Model : : What is Important and What is Not / / Vicente Tuesta, Pau Rabanal
Autore Tuesta Vicente
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (42 p.)
Altri autori (Persone) RabanalPau
Collana IMF Working Papers
Soggetto topico Euro-dollar market - Econometric models
Foreign exchange rates - United States - Econometric models
Foreign exchange rates - European Union countries - Econometric models
Finance: General
Foreign Exchange
Inflation
Macroeconomics
Open Economy Macroeconomics
Bayesian Analysis: General
General Financial Markets: General (includes Measurement and Data)
Macroeconomics: Consumption
Saving
Wealth
Price Level
Deflation
Currency
Foreign exchange
Finance
Real exchange rates
Securities markets
Consumption
Exchange rates
National accounts
Financial markets
Prices
Capital market
Economics
ISBN 1-4623-4879-3
1-4527-4408-4
1-283-51766-3
9786613830111
1-4519-8792-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE MODEL""; ""III. EXTENSIONS TO THE BASELINE MODEL ""; ""IV. ESTIMATION AND MODEL COMPARISON""; ""V. RESULTS""; ""VI. CONCLUDING REMARKS""; ""APPENDIX: THE METROPOLIS-HASTINGS ALGORITHM""; ""REFERENCES""
Record Nr. UNINA-9910788692203321
Tuesta Vicente  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Money market integration [[electronic resource] /] / prepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati
Money market integration [[electronic resource] /] / prepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati
Autore Bartolini Leonardo
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., 2006
Descrizione fisica 1 online resource (28 p.)
Altri autori (Persone) HiltonR. Spence
PratiAlessandro <1961->
Collana IMF working paper
Soggetto topico Euro-dollar market - Econometric models
Federal funds market (United States) - Econometric models
Foreign exchange rates - Econometric models
Money market - Econometric models
Soggetto genere / forma Electronic books.
ISBN 1-4623-8410-2
1-4519-9238-6
1-283-51473-7
1-4519-9404-4
9786613827180
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE FEDERAL FUNDS AND THE EURODOLLAR MARKETS""; ""III. EMPIRICAL STRATEGY""; ""IV. DATA""; ""V. PRELIMINARY DATA ANALYSIS""; ""VI. ESTIMATION AND RESULTS""; ""A. Step 1: Daily NY Federal Funds vs. London Eurodollars""; ""B. Step 2: Daily NY Federal Funds vs. NY Eurodollars""; ""C. Step 3: Intra-Day NY Federal Funds vs. NY Eurodollars""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910464847103321
Bartolini Leonardo  
[Washington, D.C.], : International Monetary Fund, Research Dept., 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Money Market Integration / / Leonardo Bartolini, R. Spence Hilton, Alessandro Prati
Money Market Integration / / Leonardo Bartolini, R. Spence Hilton, Alessandro Prati
Autore Bartolini Leonardo
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2006
Descrizione fisica 1 online resource (28 p.)
Altri autori (Persone) HiltonR. Spence
PratiAlessandro
Collana IMF Working Papers
Soggetto topico Euro-dollar market - Econometric models
Federal funds market (United States) - Econometric models
Foreign exchange rates - Econometric models
Money market - Econometric models
Banks and Banking
Finance: General
Interest Rates: Determination, Term Structure, and Effects
Financial Markets and the Macroeconomy
Monetary Policy
General Financial Markets: General (includes Measurement and Data)
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Finance
Banking
International capital markets
Money markets
Financial markets
Capital market
Money market
Banks and banking
ISBN 1-4623-8410-2
1-4519-9238-6
1-283-51473-7
1-4519-9404-4
9786613827180
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE FEDERAL FUNDS AND THE EURODOLLAR MARKETS""; ""III. EMPIRICAL STRATEGY""; ""IV. DATA""; ""V. PRELIMINARY DATA ANALYSIS""; ""VI. ESTIMATION AND RESULTS""; ""A. Step 1: Daily NY Federal Funds vs. London Eurodollars""; ""B. Step 2: Daily NY Federal Funds vs. NY Eurodollars""; ""C. Step 3: Intra-Day NY Federal Funds vs. NY Eurodollars""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910788401903321
Bartolini Leonardo  
Washington, D.C. : , : International Monetary Fund, , 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Money market integration / / prepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati
Money market integration / / prepared by Leonardo Bartolini, Spence Hilton, and Alessandro Prati
Autore Bartolini Leonardo
Edizione [1st ed.]
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Research Dept., 2006
Descrizione fisica 1 online resource (28 p.)
Altri autori (Persone) HiltonR. Spence
PratiAlessandro <1961->
Collana IMF working paper
Soggetto topico Euro-dollar market - Econometric models
Federal funds market (United States) - Econometric models
Foreign exchange rates - Econometric models
Money market - Econometric models
ISBN 1-4623-8410-2
1-4519-9238-6
1-283-51473-7
1-4519-9404-4
9786613827180
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto ""Contents""; ""I. INTRODUCTION""; ""II. THE FEDERAL FUNDS AND THE EURODOLLAR MARKETS""; ""III. EMPIRICAL STRATEGY""; ""IV. DATA""; ""V. PRELIMINARY DATA ANALYSIS""; ""VI. ESTIMATION AND RESULTS""; ""A. Step 1: Daily NY Federal Funds vs. London Eurodollars""; ""B. Step 2: Daily NY Federal Funds vs. NY Eurodollars""; ""C. Step 3: Intra-Day NY Federal Funds vs. NY Eurodollars""; ""VII. CONCLUSIONS""; ""REFERENCES""
Record Nr. UNINA-9910826314503321
Bartolini Leonardo  
[Washington, D.C.], : International Monetary Fund, Research Dept., 2006
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui