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Dynamics of financial stress and economic performance : insights and analysis from the world economy / / by Ramesh Babu Thimmaraya, M. Venkateshwarlu
| Dynamics of financial stress and economic performance : insights and analysis from the world economy / / by Ramesh Babu Thimmaraya, M. Venkateshwarlu |
| Autore | Thimmaraya Ramesh Babu |
| Pubbl/distr/stampa | Bingley, UK : , : Emerald Publishing, , 2018 |
| Descrizione fisica | 1 online resource (205 pages) |
| Disciplina | 337 |
| Soggetto topico |
International economic relations
Financial crises - Economic aspects Economic impact analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-78754-784-1
1-78754-782-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910466865503321 |
Thimmaraya Ramesh Babu
|
||
| Bingley, UK : , : Emerald Publishing, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamics of financial stress and economic performance : insights and analysis from the world economy / / by Ramesh Babu Thimmaraya (Quantitative Research & Financial Advisory Services, Ernst & Young, India) and M. Venkateshwarlu (National Institute of Industrial Engineering (NITIE), India)
| Dynamics of financial stress and economic performance : insights and analysis from the world economy / / by Ramesh Babu Thimmaraya (Quantitative Research & Financial Advisory Services, Ernst & Young, India) and M. Venkateshwarlu (National Institute of Industrial Engineering (NITIE), India) |
| Autore | Thimmaraya Ramesh Babu |
| Pubbl/distr/stampa | Bingley, UK : , : Emerald Publishing, , 2018 |
| Descrizione fisica | 1 online resource (205 pages) |
| Disciplina | 337 |
| Soggetto topico |
Financial crises - Economic aspects
Economic impact analysis International economic relations Economic history Business & Economics - Economics - General International economics |
| ISBN |
1-78754-784-1
1-78754-782-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910793149603321 |
|
Thimmaraya Ramesh Babu
|
||
| Bingley, UK : , : Emerald Publishing, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Dynamics of financial stress and economic performance : insights and analysis from the world economy / / by Ramesh Babu Thimmaraya (Quantitative Research & Financial Advisory Services, Ernst & Young, India) and M. Venkateshwarlu (National Institute of Industrial Engineering (NITIE), India)
| Dynamics of financial stress and economic performance : insights and analysis from the world economy / / by Ramesh Babu Thimmaraya (Quantitative Research & Financial Advisory Services, Ernst & Young, India) and M. Venkateshwarlu (National Institute of Industrial Engineering (NITIE), India) |
| Autore | Thimmaraya Ramesh Babu |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Bingley, UK : , : Emerald Publishing, , 2018 |
| Descrizione fisica | 1 online resource (205 pages) |
| Disciplina | 337 |
| Soggetto topico |
Financial crises - Economic aspects
Economic impact analysis International economic relations Economic history Business & Economics - Economics - General International economics |
| ISBN |
1-78754-784-1
1-78754-782-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover -- Copyright Page -- Dynamics of Financial Stress and Economic Performance: Insights and Analysis from the World Economy -- Contents -- List of Figures -- List of Tables -- Preface -- Executive Summary -- Chapter 1 Introduction -- 1.1. Importance of the Study -- 1.2. Brief Literature Review -- 1.3. Methodology -- 1.4. Flow of the Book -- Chapter 2 Financial System Stress Analysis -- 2.1. Introduction -- 2.2. Data Analysis and Technical Discussion -- 2.2.1. Financial Stress of Individual Markets -- 2.2.2. Construction of the Financial Stress Index (FSI) -- 2.2.3. Financial Stress Analytics -- 2.2.4. Australia: Financial System Analytics -- 2.2.4.1. Financial Market Stress -- 2.2.4.2. FSI -- 2.2.4.3. Financial Stress Analytics -- 2.2.5. Brazil: Financial System Analytics -- 2.2.5.1. Financial Market Stress -- 2.2.5.2. FSI -- 2.2.5.3. Financial Stress Analytics -- 2.2.6. Canada: Financial System Analytics -- 2.2.6.1. Financial Market Stress -- 2.2.6.2. FSI -- 2.2.6.3. Financial Stress Analytics -- 2.2.7. China: Financial System Analytics -- 2.2.7.1. Financial Market Stress -- 2.2.7.2. FSI -- 2.2.7.3. Financial Stress Analytics -- 2.2.8. France: Financial System Analytics -- 2.2.8.1. Financial Market Stress -- 2.2.8.2. FSI -- 2.2.8.3. Financial Stress Analytics -- 2.2.9. Germany: Financial System Analytics -- 2.2.9.1. Financial Market Stress -- 2.2.9.2. FSI -- 2.2.9.3. Financial Stress Analytics -- 2.2.10. India: Financial System Analytics -- 2.2.10.1. Financial Market Stress -- 2.2.10.2. Financial Stress Index -- 2.2.10.3. Financial Stress Analytics -- 2.2.11. Italy: Financial System Analytics -- 2.2.11.1. Financial Market Stress -- 2.2.11.2. FSI -- 2.2.11.3. Financial Stress Analytics -- 2.2.12. Japan: Financial System Analytics -- 2.2.12.1. Financial Market Stress -- 2.2.12.2. FSI -- 2.2.12.3. Financial Stress Analytics.
2.2.13. Russia: Financial System Analytics -- 2.2.13.1. Financial Market Stress -- 2.2.13.2. FSI -- 2.2.13.3. Financial Stress Analytics -- 2.2.14. United Kingdom: Financial System Analytics -- 2.2.14.1. Financial Market Stress -- 2.2.14.2. FSI -- 2.2.14.3. Financial Stress Analytics -- 2.2.15. United States: Financial System Analytics -- 2.2.15.1. Financial Market Stress -- 2.2.15.2. FSI -- 2.2.15.3. Financial Stress Analytics -- 2.3. Summary and Interpretations: Global Overview -- 2.3.1. Global FSI -- 2.3.2. Global Financial Stability Analytics -- Chapter 3 Financial System Credit Analysis -- 3.1. Introduction -- 3.2. Data Analysis and Technical Discussion -- 3.2.1. Australia: Financial System Credit Analysis -- 3.2.2. Brazil: Financial System Credit Analysis -- 3.2.3. Canada: Financial System Credit Analysis -- 3.2.4. China: Financial System Credit Analysis -- 3.2.5. France: Financial System Credit Analysis -- 3.2.6. Germany: Financial System Credit Analysis -- 3.2.7. India: Financial System Credit Analysis -- 3.2.8. Italy: Financial System Credit Analysis -- 3.2.9. Japan: Financial System Credit Analysis -- 3.2.10. Russia: Financial System Credit Analysis -- 3.2.11. United Kingdom: Financial System Credit Analysis -- 3.2.12. United States: Financial System Credit Analysis -- 3.3. Summary and Interpretations -- 3.3.1. Financial System Leverage: During 2008 Crisis -- 3.3.2. Financial System Leverage: Current Scenario 2016-2017 -- 3.3.3. Financial Market Bubble Multiplier -- Chapter 4 Dynamics of Financial and Economic Systems -- 4.1. Introduction -- 4.2. Data Analysis and Technical Discussion -- 4.2.3. Australia: Causality Patterns and Multivariate Analysis -- 4.2.3.1. Linear Causal Patterns -- 4.2.3.2. Multivariate Analysis -- 4.2.4. Brazil: Causal Patterns and Multivariate Analysis -- 4.2.4.1. Linear Causal Patterns: Brazil. 4.2.4.2. Multivariate Patterns -- 4.2.5. Canada: Causal Patterns and Multivariate Analysis -- 4.2.5.1. Linear Causal Patterns -- 4.2.5.2. Multivariate Patterns -- 4.2.6. China: Causal Patterns and Multivariate Analysis -- 4.2.6.1. Multivariate Patterns -- 4.2.7. France: Causal Patterns and Multivariate Analysis -- 4.2.7.1. Linear Causal Patterns -- 4.2.7.2. Multivariate Patterns -- 4.2.8. Germany: Causal Patterns and Multivariate Analysis -- 4.2.8.1. Linear Causal Patterns -- 4.2.8.2. Multivariate Patterns -- 4.2.9. India: Causal Patterns and Multivariate Analysis -- 4.2.9.1. Linear Causal Patterns -- 4.2.9.2. Multivariate Patterns -- 4.2.10. Italy: Causal Patterns and Multivariate Analysis -- 4.2.10.1. Multivariate Patterns -- 4.2.11. Japan: Causal Patterns and Multivariate Analysis -- 4.2.11.1. Linear Causal Patterns -- 4.2.11.2. Multivariate Patterns -- 4.2.12. Russia: Causal Patterns and Multivariate Analysis -- 4.2.12.1. Linear Causal Patterns -- 4.2.12.2. Multivariate Patterns -- 4.2.13. United Kingdom: Causal Patterns and Multivariate Analysis -- 4.2.13.1. Linear Causal Patterns -- 4.2.13.2. Multivariate Patterns -- 4.2.14. United States: Causal Patterns and Multivariate Analysis -- 4.2.14.1. Linear Causal Patterns -- 4.2.14.2. Multivariate Patterns -- 4.3. Summary and Interpretations -- 4.3.1. Sovereign Economic Model Risk Score -- 4.3.2. Financial Shocks and Feedback Variables -- 4.3.3. Financial Shock Penetration and Recovery Control -- Chapter 5 Interpretations and Global Outlook -- 5.1. Introduction -- 5.2. Asset Bubble Growth: Global Stock Markets -- 5.3. Asset Bubble Growth: Global Banking System -- 5.4. Asset Bubble Growth: Global Bond Markets -- 5.5. Global Economic Demand, Price Stability and Monetary Analytics -- 5.6. Global Money Supply, Economic Growth, and Fiscal Management. 5.7. External Finances, Household Debt, and Fixed Investments Growth -- 5.8. Global Economic Growth and Social Spending Paradox -- 5.9. Money as Numeraire and Cryptocurrency Dilemma -- 5.10. Dynamics of Financial Stress and Its Implications on Trading Economic Agents -- 5.11. Important Insights and Economic Fundamentals -- Bibliography -- Index. |
| Record Nr. | UNINA-9910819190503321 |
|
Thimmaraya Ramesh Babu
|
||
| Bingley, UK : , : Emerald Publishing, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Real effects of the subprime mortgage crisis : is it a demand or finance shock? / / Hui Tong and Shang-Jin Wei
| Real effects of the subprime mortgage crisis : is it a demand or finance shock? / / Hui Tong and Shang-Jin Wei |
| Autore | Tong Hui |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) | WeiShang-Jin |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
| 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. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
| Record Nr. | UNINA-9910463622203321 |
|
Tong Hui
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei
| Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei |
| Autore | Tong Hui |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) | WeiShang-Jin |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States Finance: General Investments: Stocks Macroeconomics Price Level Inflation Deflation Portfolio Choice Investment Decisions Commodity Markets Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Asset prices Liquidity Commodity prices Stocks Liquidity indicators Prices Economics |
| ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
| 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. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
| Record Nr. | UNINA-9910788233203321 |
|
Tong Hui
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei
| Real Effects of the Subprime Mortgage Crisis : : Is it a Demand or a Finance Shock? / / Hui Tong, Shang-Jin Wei |
| Autore | Tong Hui |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (39 p.) |
| Disciplina | 338.542 |
| Altri autori (Persone) | WeiShang-Jin |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Financial crises - Economic aspects
Liquidity (Economics) Subprime mortgage loans - Economic aspects - United States Finance: General Investments: Stocks Macroeconomics Price Level Inflation Deflation Portfolio Choice Investment Decisions Commodity Markets Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Finance Investment & securities Asset prices Liquidity Commodity prices Stocks Liquidity indicators Prices Economics |
| ISBN |
1-4623-3258-7
1-4527-6219-8 9786612841378 1-4518-7044-2 1-282-84137-8 |
| 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. Basic Results; B. Evolving Roles of Liquidity Constraint and Demand Contractions; C. Alternative Measure of Financial Dependence; D. Placebo Tests; E. Exposures to Exchange Rate and Commodity Price Movement; F. Additional Robustness Checks and Extensions; IV. Conclusion; References; Tables; 1a. Summary Statistics; 1b. Correlation Among Variables; 2. Change in Stock Price during the Subprime Crisis; 3. Alternative Measure of Financial Dependence
4. Does Liquidity Constraint Explain Changes in Stock Prices During September 10-28, 2001?5. Placebo Tests: Stock Price Changes Before the Subprime Crises; 6. Adding Exposures to Exchange Rate and Commodity Price Movement; Figures; 1. The Log of Stock Index during Subprime Crisis; 2. News Count of "Subprime" and "Crisis"; 3. Consensus Forecast of U.S. Real GDP Growth; 4. Consumer Confidence around Sept. 11th and Subprime Crisis; 5. TED (Euro-dollar bond over Treasury Bond) spread around September 11th and Subprime Crisis; 6. Cumulative Stock Returns Since August 2007 7. Key Regression Coefficients from Successively Expanding Samples |
| Record Nr. | UNINA-9910813692103321 |
|
Tong Hui
|
||
| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
