The composition matters [[electronic resource] ] : capital inflows and liquidity crunch during a global economic crisis / / Hui Tong, Shang-Jin Wei |
Autore | Tong Hui |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Research Dept., c2009 |
Descrizione fisica | 1 online resource (39 p.) |
Altri autori (Persone) | WeiShang-Jin |
Collana | IMF working paper |
Soggetto topico |
Financial crises - Econometric models
Capital movements Investments, Foreign Global Financial Crisis, 2008-2009 |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-7695-9
1-4527-7024-7 1-282-84377-X 1-4518-7311-5 9786612843778 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. The Extent of Financial Constraint; B. The Role of Pre-crisis Exposure to International Finance; Conclusion; References; Tables; 1. Average Change of Stock Price(log); 2a. Summary Statistics; 2b. Correlation of Variables; 3. The Average Effect of Liquidity Crunch Across Countries; 4. Pre-Crisis Exposure to Capital Inflows; 5. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Volume Effect)
6. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Composition Effect)7. Role of Pre-Crisis Exposure to Capital Inflows (Robusiness Checks); 8. Role of Pre-Crisis Exposure to Capital Inflows (More Robustness Checks); 9. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Non-financial firms); 10. Placebo Test; 11. Stock Returns Around Lehman Brothers Bankruptcy; Figures; 1. Capital Flow to Emerging Economies; 2. The Extent of Capital Reversal versus the Initial Share of FDI in Capital Flows 3. Change in Log Banking Stock Prices vs Pre-Crisis International Bank LoansAppendix; 1. De Jure Financial Openness for Year 2006 |
Record Nr. | UNINA-9910464002403321 |
Tong Hui
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[Washington, D.C.], : International Monetary Fund, Research Dept., c2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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The Composition Matters : : Capital Inflows and Liquidity Crunch During a Global Economic Crisis / / Hui Tong, Shang-Jin Wei |
Autore | Tong Hui |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 1 online resource (39 p.) |
Altri autori (Persone) | WeiShang-Jin |
Collana | IMF Working Papers |
Soggetto topico |
Financial crises - Econometric models
Capital movements Investments, Foreign Global Financial Crisis, 2008-2009 Exports and Imports Financial Risk Management Macroeconomics International Investment Long-term Capital Movements Financial Crises Price Level Inflation Deflation International Lending and Debt Problems International economics Economic & financial crises & disasters Capital flows Financial crises Asset prices Capital inflows External debt Prices Debts, External |
ISBN |
1-4623-7695-9
1-4527-7024-7 1-282-84377-X 1-4518-7311-5 9786612843778 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Contents; I. Introduction; II. Specification and Key Variables; A. Basic Specification; B. Key Data; III. Empirical Analysis; A. The Extent of Financial Constraint; B. The Role of Pre-crisis Exposure to International Finance; Conclusion; References; Tables; 1. Average Change of Stock Price(log); 2a. Summary Statistics; 2b. Correlation of Variables; 3. The Average Effect of Liquidity Crunch Across Countries; 4. Pre-Crisis Exposure to Capital Inflows; 5. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Volume Effect)
6. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Composition Effect)7. Role of Pre-Crisis Exposure to Capital Inflows (Robusiness Checks); 8. Role of Pre-Crisis Exposure to Capital Inflows (More Robustness Checks); 9. Role of Pre-Crisis Exposure to Capital Inflows in Emerging Economies (Non-financial firms); 10. Placebo Test; 11. Stock Returns Around Lehman Brothers Bankruptcy; Figures; 1. Capital Flow to Emerging Economies; 2. The Extent of Capital Reversal versus the Initial Share of FDI in Capital Flows 3. Change in Log Banking Stock Prices vs Pre-Crisis International Bank LoansAppendix; 1. De Jure Financial Openness for Year 2006 |
Record Nr. | UNINA-9910788230003321 |
Tong Hui
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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The costs of sovereign default / / Eduardo Borensztein and Ugo Panizza |
Autore | Borensztein Eduardo |
Pubbl/distr/stampa | [Washington, District of Columbia] : , : 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 |
Soggetto genere / forma | Electronic books. |
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-9910463636103321 |
Borensztein Eduardo
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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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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
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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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Crises, labor market policy, and unemployment [[electronic resource] ] : prepared by Lorenzo E. Bernal-Verdugo, Davide Furceri, and Dominique Guillaume |
Autore | Bernal-Verdugo Lorenzo E |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, c2012 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) |
FurceriDavide
GuillaumeDominique |
Collana | IMF working paper |
Soggetto topico |
Financial crises - Econometric models
Unemployment - Econometric models Labor market - Econometric models Manpower policy |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4639-4894-8
1-4639-4893-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; Figures; 1. The Evolution of Unemployment Across the Regions; II. Data and Descriptive Statistics; 2. Increase in Unemployment Following a Crisis vs. Labor Market Flexibility; III. The Impact of Financial Crises on Unemployment; A. Methodology; B. Results; 3. The Effect of Financial Crises on Unemployment Outcomes; C. Robustness Tests; 4. The Effect of Financial Crises on Unemployment Outcomes: Robustness Check; IV. Labor Market Flexibility and the Response of Unemployment to Financial Crises
5. The Role of Labor Market Flexibility in Shaping the Effect of Financial Crises on Unemployment V. Labor Market Policies and Unemployment Outcomes; A. The Impact of Large-Scale Changes in Labor Market Institutions; 6. The Static Role of Hiring and Firing Regulation in Shaping the Effect of Financial Crises on Youth and Long-Term Unemployment; 7. The Effects of Reforms on Unemployment-OLS; 8. The Effects of Reforms vs. Crises on Unemployment-OLS; B. Endogeneity; 9. The Effects of Labor Market Policies on Unemployment-OLS; C. Gradual Changes in Labor Market Institutions 10. The Effects of Labor Market Policies on Unemployment-IV11. The Effects of Gradual Labor Market Policies on Unemployment; VI. Conclusions; Tables; 1. Summary Statistics for Labor Market Outcomes and Flexibility Indicators; 2. Correlation Matrix of Labor Market Outcomes and Flexibility Indicators; 3. Short- and Medium-Term Effects of Financial Crises on Unemployment: Flexible vs. Rigid Labor Markets; 4. Medium-Term Effect of Labor Market Policies-OLS; 5. Probability of Large-Scale Changes in Labor Market Institutions; 6. Medium-Term Effect of Labor Market Policies-IV Robustness Checks 7. Medium-Term Effect of Labor Market Policies-Expected vs. Non-Expected References; Annex-Data |
Record Nr. | UNINA-9910452792103321 |
Bernal-Verdugo Lorenzo E
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[Washington, D.C.], : International Monetary Fund, c2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Crises, Labor Market Policy, and Unemployment / / Davide Furceri, Lorenzo E. Bernal-Verdugo, Dominique Guillaume |
Autore | Furceri Davide |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
Descrizione fisica | 1 online resource (31 p.) |
Altri autori (Persone) |
Bernal-VerdugoLorenzo E
GuillaumeDominique |
Collana | IMF Working Papers |
Soggetto topico |
Financial crises - Econometric models
Unemployment - Econometric models Labor market - Econometric models Manpower policy Labor Macroeconomics: Consumption, Saving, Production, Employment and Investment: Other Mobility, Unemployment, and Vacancies: General Business Fluctuations Cycles Demand and Supply of Labor: General Unemployment: Models, Duration, Incidence, and Job Search Particular Labor Markets: General Labor Economics Policies Labour income economics Unemployment Labor market flexibility Labor market institutions Labor market policy Labor markets Labor market |
ISBN |
1-4639-4894-8
1-4639-4893-X |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Cover; Contents; I. Introduction; Figures; 1. The Evolution of Unemployment Across the Regions; II. Data and Descriptive Statistics; 2. Increase in Unemployment Following a Crisis vs. Labor Market Flexibility; III. The Impact of Financial Crises on Unemployment; A. Methodology; B. Results; 3. The Effect of Financial Crises on Unemployment Outcomes; C. Robustness Tests; 4. The Effect of Financial Crises on Unemployment Outcomes: Robustness Check; IV. Labor Market Flexibility and the Response of Unemployment to Financial Crises
5. The Role of Labor Market Flexibility in Shaping the Effect of Financial Crises on Unemployment V. Labor Market Policies and Unemployment Outcomes; A. The Impact of Large-Scale Changes in Labor Market Institutions; 6. The Static Role of Hiring and Firing Regulation in Shaping the Effect of Financial Crises on Youth and Long-Term Unemployment; 7. The Effects of Reforms on Unemployment-OLS; 8. The Effects of Reforms vs. Crises on Unemployment-OLS; B. Endogeneity; 9. The Effects of Labor Market Policies on Unemployment-OLS; C. Gradual Changes in Labor Market Institutions 10. The Effects of Labor Market Policies on Unemployment-IV11. The Effects of Gradual Labor Market Policies on Unemployment; VI. Conclusions; Tables; 1. Summary Statistics for Labor Market Outcomes and Flexibility Indicators; 2. Correlation Matrix of Labor Market Outcomes and Flexibility Indicators; 3. Short- and Medium-Term Effects of Financial Crises on Unemployment: Flexible vs. Rigid Labor Markets; 4. Medium-Term Effect of Labor Market Policies-OLS; 5. Probability of Large-Scale Changes in Labor Market Institutions; 6. Medium-Term Effect of Labor Market Policies-IV Robustness Checks 7. Medium-Term Effect of Labor Market Policies-Expected vs. Non-Expected References; Annex-Data |
Record Nr. | UNINA-9910779220503321 |
Furceri Davide
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Washington, D.C. : , : International Monetary Fund, , 2012 | ||
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Lo trovi qui: Univ. Federico II | ||
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Excessive lending, leverage, and risk-taking in the presence of bailout expectations [[electronic resource] /] / prepared by Andréas Georgiou |
Autore | Georgiou Andréas |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Statistics Dept., 2009 |
Descrizione fisica | 25 p. : ill |
Collana | IMF working paper |
Soggetto topico |
Financial crises - Econometric models
Economic policy - Mathematical models Financial risk Capital market Global Financial Crisis, 2008-2009 |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-0026-X
1-282-84434-2 1-4527-7023-9 1-4518-7380-8 9786612844348 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463693603321 |
Georgiou Andréas
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[Washington, D.C.], : International Monetary Fund, Statistics Dept., 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Excessive Lending, Leverage, and Risk-Taking in the Presence of Bailout Expectations / / Andréas Georgiou |
Autore | Georgiou Andréas |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 25 p. : ill |
Collana | IMF Working Papers |
Soggetto topico |
Financial crises - Econometric models
Economic policy - Mathematical models Financial risk Capital market Global Financial Crisis, 2008-2009 Banks and Banking Financial Risk Management Money and Monetary Policy Industries: Financial Services Banks Depository Institutions Micro Finance Institutions Mortgages Financial Crises Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Finance Economic & financial crises & disasters Monetary economics Financial services law & regulation Financial crises Credit Loans Project loans Credit risk Financial risk management |
ISBN |
1-4623-0026-X
1-282-84434-2 1-4527-7023-9 1-4518-7380-8 9786612844348 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788224303321 |
Georgiou Andréas
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Global Market Conditions and Systemic Risk / / Brenda Gonzalez-Hermosillo, Heiko Hesse |
Autore | Gonzalez-Hermosillo Brenda |
Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
Descrizione fisica | 22 p. : ill |
Altri autori (Persone) | HesseHeiko |
Collana | IMF Working Papers |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models Finance: General Financial Risk Management General Financial Markets: Government Policy and Regulation Financial Crises General Financial Markets: General (includes Measurement and Data) International Financial Markets Finance Economic & financial crises & disasters Systemic risk Financial crises Stock markets Currency markets Interbank markets Financial risk management Stock exchanges Foreign exchange market International finance |
ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910788224403321 |
Gonzalez-Hermosillo Brenda
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Washington, D.C. : , : International Monetary Fund, , 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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Global market conditions and systemic risk [[electronic resource] /] / prepared by Brenda González-Hermosillo and Heiko Hesse |
Autore | González-Hermosillo Brenda |
Pubbl/distr/stampa | [Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |
Descrizione fisica | 22 p. : ill |
Altri autori (Persone) | HesseHeiko |
Collana | IMF working paper |
Soggetto topico |
Global Financial Crisis, 2008-2009
Financial crises - Econometric models Risk management - Econometric models Time-series analysis - Econometric models |
Soggetto genere / forma | Electronic books. |
ISBN |
1-4623-8603-2
1-4527-8638-0 1-4518-7377-8 1-282-84431-8 9786612844317 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Record Nr. | UNINA-9910463688603321 |
González-Hermosillo Brenda
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[Washington, D.C.], : International Monetary Fund, Monetary and Capital Markets Dept., 2009 | ||
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Lo trovi qui: Univ. Federico II | ||
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