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Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones
| Asset bubbles : re-thinking policy for the age of asset management / / Bradley Jones |
| Autore | Jones Bradley |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2015 |
| Descrizione fisica | 1 online resource (60 pages) |
| Disciplina | 332.10681 |
| Collana | IMF Working Papers |
| Soggetto topico |
Asset-liability management
Financial risk management Monetary policy Economic policy Finance: General Financial Risk Management Macroeconomics Financial Markets and the Macroeconomy Central Banks and Their Policies Financial Crises Information and Market Efficiency Event Studies International Financial Markets General Financial Markets: Government Policy and Regulation Price Level Inflation Deflation General Financial Markets: General (includes Measurement and Data) Economic & financial crises & disasters Finance Asset prices Asset bubbles Asset management Financial sector stability Stock markets Prices Financial crises Asset and liability management Financial sector policy and analysis Financial markets Financial services industry Stock exchanges |
| ISBN |
1-4983-9762-X
1-4983-0415-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Abstract; Contents; I. Introduction; Figures; Figure 1. Worldwide Financial Assets and Institutional Assets; Figure 2. Bank Assets vs. Investment Firm Assets under Management; II. The 'Clean vs. Lean' Debate: A Survey; Tables; Table 1. Dimensions of the Traditional 'Clean vs. Lean' Debate; III. Theories of (In)Efficient Markets and Speculative Bubbles; A. Bubbles and the (In)Efficiency of Markets - A Review; B. Competing Models of Bubble Formation and Persistence; Table 2. Stylized Summary of Asset Pricing/Bubble Models; Figure 3. Benchmark Decomposition of Hedge Fund Returns
Figure 4. Subjective vs. Objective Expected Returns IV. Policy Implications; Table 3. Mapping Policy Responses to Bubble Models; Figure 5. Relative 10-year Annualized Out performance of Fundamental-based Indices; V. Concluding Remarks and Future Research |
| Record Nr. | UNINA-9910796903403321 |
Jones Bradley
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| Washington, D.C. : , : International Monetary Fund, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Banks During the Argentine Crisis : : Were they All Hurt Equally? Did they All Behave Equally? / / V. Juan-Ramon, Emiliano Basco, Carlos Quarracino, Adolfo Barajas
| Banks During the Argentine Crisis : : Were they All Hurt Equally? Did they All Behave Equally? / / V. Juan-Ramon, Emiliano Basco, Carlos Quarracino, Adolfo Barajas |
| Autore | Juan-Ramon V |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) |
BascoEmiliano
QuarracinoCarlos BarajasAdolfo |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking - Argentina
Bank failures - Argentina Financial crises - Argentina Banks and Banking Money and Monetary Policy Exports and Imports International Finance: General Open Economy Macroeconomics Information and Market Efficiency Event Studies Banks Depository Institutions Micro Finance Institutions Mortgages Monetary Systems Standards Regimes Government and the Monetary System Payment Systems International Lending and Debt Problems Banking Monetary economics International economics Bank deposits Currencies Commercial banks Foreign currency exposure Money Financial services Financial institutions External debt Banks and banking Foreign exchange market Debts, External |
| ISBN |
1-4623-5788-1
1-4527-7336-X 1-283-51813-9 1-4519-0838-5 9786613830586 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. OVERVIEW OF THE ARGENTINE BANKS IN THE RUN-UP TO THE CRISIS""; ""III. DESCRIPTIVE LOOK AT ARGENTINE BANKS IN THE 1995�2001 PERIOD""; ""IV. ECONOMETRIC ANALYSIS""; ""V. CONCLUSIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788694803321 |
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Juan-Ramon V
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis / / Jorge Chan-Lau, Estelle Liu, Jochen M. Schmittmann
| Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis / / Jorge Chan-Lau, Estelle Liu, Jochen M. Schmittmann |
| Autore | Chan-Lau Jorge |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (23 p.) |
| Altri autori (Persone) |
LiuEstelle
SchmittmannJochen M |
| Collana | IMF Working Papers |
| Soggetto topico |
Capital market
Investments Banks and Banking Financial Risk Management Investments: Stocks Financial Crises Information and Market Efficiency Event Studies Banks Depository Institutions Micro Finance Institutions Mortgages Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Financial Institutions and Services: Government Policy and Regulation Interest Rates: Determination, Term Structure, and Effects Banking Economic & financial crises & disasters Investment & securities Financial services law & regulation Finance Financial crises Stocks Capital adequacy requirements Yield curve Financial institutions Financial regulation and supervision Financial services Commercial banks Banks and banking Asset requirements Interest rates |
| ISBN |
1-4755-7793-1
1-4755-2545-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Bank Equity Performance during the Recent Crisis; Figures; 1. U.S. and European Banks Price Indices; 2. European Banking Sector Indices, January 2006=100; II. Literature Review; III. Data and Variable Definitions; 3. Excess Equity Returns in the Banking Sector; 4. Sovereign Risk vs. PMI, monthly changes; IV. What Explains Equity Returns in the Banking Sector?; Tables; 1. Banks' Equity Returns: Model Specifications; 2. Banks' Equity Returns: Different Sample Periods; 3. Banks' Equity Returns: United Kingdom, United States, and Japan
4. Banks' Equity Returns: Euro Area CountriesV. Do Bank Characteristics Matter for Explaining Equity Returns?; 5. Banks' Equity Returns and Bank Characteristics; 6. Banks' Equity Returns and Standard Vulnerability Indicators; VI. Conclusions; References; Appendix: I. List of Banks |
| Record Nr. | UNINA-9910786480003321 |
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Chan-Lau Jorge
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood
| Financial Integration : : A New Methodology and An Illustration / / Andrew Rose, Robert Flood |
| Autore | Rose Andrew |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2004 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.6322 |
| Altri autori (Persone) | FloodRobert |
| Collana | IMF Working Papers |
| Soggetto topico |
Stocks -- Prices -- Econometric models
Stocks -- Rate of return -- Econometric models Econometrics Finance: General Investments: Stocks Macroeconomics Information and Market Efficiency Event Studies Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors General Financial Markets: General (includes Measurement and Data) Classification Methods Cluster Analysis Principal Components Factor Models Price Level Inflation Deflation Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models Econometrics & economic statistics Investment & securities Finance Stocks Stock markets Factor models Asset prices Time series analysis Financial institutions Financial markets Econometric analysis Prices Stock exchanges Econometric models |
| ISBN |
1-4623-4387-2
1-4527-2097-5 1-282-05112-1 9786613798572 1-4518-9890-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. DEFINING THE PROBLEM""; ""II. METHODOLOGY""; ""III. RELATIONSHIP TO THE LITERATURE""; ""IV. EMPIRICAL IMPLEMENTATION""; ""V. RESULTS""; ""VI. SENSITIVITY ANALYSIS""; ""VII. SUMMARY AND CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910788521803321 |
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Rose Andrew
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| Washington, D.C. : , : International Monetary Fund, , 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Forecasting ECB Monetary Policy : : Accuracy is (Still) a Matter of Geography / / Michael Ehrmann, Marcel Fratzscher, Helge Berger
| Forecasting ECB Monetary Policy : : Accuracy is (Still) a Matter of Geography / / Michael Ehrmann, Marcel Fratzscher, Helge Berger |
| Autore | Ehrmann Michael |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (42 p.) |
| Altri autori (Persone) |
FratzscherMarcel
BergerHelge |
| Collana | IMF Working Papers |
| Soggetto topico |
Monetary policy - European Union countries
Banks and Banking Inflation Industries: General Labor Monetary Policy Central Banks and Their Policies Information and Market Efficiency Event Studies Interest Rates: Determination, Term Structure, and Effects Price Level Deflation Banks Depository Institutions Micro Finance Institutions Mortgages Macroeconomics: Production Unemployment: Models, Duration, Incidence, and Job Search Banking Macroeconomics Labour income economics Central bank policy rate Central bank autonomy Industrial production Financial services Central banks Prices Production Unemployment Interest rates Banks and banking Industries |
| ISBN |
1-4623-3064-9
1-4527-0172-5 1-283-51757-4 9786613830029 1-4519-0837-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. DATA AND SOME STYLIZED FACTS""; ""III. THE ROLE OF GEOGRAPHY, MACRO CONDITIONS, AND HISTORY""; ""IV. DECOMPOSITION OF THE FORECASTING ERRORS""; ""V. CONCLUSIONS""; ""References"" |
| Record Nr. | UNINA-9910788404003321 |
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Ehrmann Michael
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Interest Rate Liberalization in China / / Tarhan Feyzioglu, Nathan Porter, Elöd Takáts
| Interest Rate Liberalization in China / / Tarhan Feyzioglu, Nathan Porter, Elöd Takáts |
| Autore | Feyzioglu Tarhan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (30 p.) |
| Altri autori (Persone) |
PorterNathan
TakátsElöd |
| Collana | IMF Working Papers |
| Soggetto topico |
Interest rates - Government policy - China
Monetary policy - China Banks and Banking Industries: Financial Services Money and Monetary Policy Market Structure and Pricing: Oligopoly and Other Forms of Market Imperfection Interest Rates: Determination, Term Structure, and Effects Central Banks and Their Policies Information and Market Efficiency Event Studies General Financial Markets: Government Policy and Regulation Banks Depository Institutions Micro Finance Institutions Mortgages Finance Banking Monetary economics Deposit rates Interbank rates Loans Commercial banks Financial services Financial institutions Interest rate policy Monetary policy Interest rates Banks and banking |
| ISBN |
1-4623-2751-6
1-4527-0264-0 1-4518-7318-2 9786612843846 1-282-84384-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. A Model of China's Banking Sector; A. Baseline Oligopoly Model; B. Calibration; III. How May Interest Rate Liberalization Change Chinese Banking?; A. The Impact of Liberalization; B. Robustness; IV. What Has Been the Experience with Liberalization Elsewhere?; Box: Key Dates in Interest Rate liberalization in China; A. Nordic Countries; B. Savings and Loan in the U.S.; C. Turkey; D. Korea; E. Lessons; V. Conclusion; Technical Appendix; References |
| Record Nr. | UNINA-9910788229203321 |
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Feyzioglu Tarhan
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets
| Macroeconomic Fundamentals, Price Discovery and Volatility Dynamics in Emerging Markets |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (32 p.) |
| Collana | IMF Working Papers |
| Soggetto topico |
Bonds - Prices - Developing countries
Macroeconomics Finance: General Financial Risk Management Investments: Bonds Financial Markets and the Macroeconomy Information and Market Efficiency Event Studies General Financial Markets: General (includes Measurement and Data) Financial Crises Price Level Inflation Deflation Finance Investment & securities Economic & financial crises & disasters Emerging and frontier financial markets Securities markets Bonds Financial crises Consumer price indexes Financial markets Financial institutions Prices Financial services industry Capital market Price indexes |
| ISBN |
1-4623-7191-4
1-4518-7294-1 9786612843617 1-4519-9735-3 1-282-84361-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Literature Review; III.Intraday Price Data and Announcements; Tables; Table 1. Summary Statistics for 1- and 10-Minute Bond Returns; IV.Two-Stage Modeling of Returns and Volatility; Table 2. Macroeconomic News Announcements; V. Price Dynamics in Emerging Markets; Figures; Figure 1. Intraday Volatility Patterns Before and During The Subprime Crisis; VI.News Effects in Emerging Bond Markets; Table 3. AR-ARCH Specification; Figure 2. Autocorrelation of Ten-Minute Return Volatility and Volatility Innovations; A. Repricing and Repositioning
Table 4. Impact of Surprises in U.S. Macroeconomic News on 1-Minute ReturnsFigure 3. Price Response to Surprises in U.S. Macroeconomic News; Figure 4. Volatility Response to Local News Arrival; Figure 5. Volatility Response to U.S. News Arrival; Table 5. Impact of News Arrival on 10-Minute Return Volatility; B. Asymmetries and Nonlinearities; Table 6. Impact of Positive and Negative News Arrival on 10-Minute Return Volatility; Table 7. Impact of Surprise News in the Upper and Lower 0.70 Quantile on 10-Minute Return Volatility Table 8. Impact of News Arrival on 10-Minute Return Volatility Before and During the Subprime CrisisVII.Conclusion; References |
| Record Nr. | UNINA-9910788331803321 |
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan
| Private Information, Capital Flows, and Exchange Rates / / Jacob Gyntelberg, Subhanij Tientip, Mico Loretan |
| Autore | Gyntelberg Jacob |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (29 p.) |
| Altri autori (Persone) |
TientipSubhanij
LoretanMico |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Foreign exchange rates
Foreign exchange Finance: General Foreign Exchange Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes Central Banks and Their Policies International Finance Forecasting and Simulation Information and Market Efficiency Event Studies General Financial Markets: General (includes Measurement and Data) International Financial Markets Finance Currency Stock markets Securities markets Currency markets Exchange rates Financial markets Stock exchanges Capital market Foreign exchange market |
| ISBN |
1-4755-1956-7
1-4755-4777-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. The Markets and the Data; A. Sample Period and Foreign Investor Definition; B. The Onshore FX Market; C. The Equity Market; D. The Bond Market; III. Private Information and FX Markets; Tables; 1. Autocorrelations in foreign investors' net daily order flow; IV. Empirical Results; 2. Variable mnemonics and descriptions; A. FX Order Flow Induced by Stock and Bond Market Transactions; 3. Influence of stock and bond market variables on FX flows; B. Order Flow Regression; 4. FX order flow regression
C. Longer-Run Impact of Portions of FX Order Flow on the Exchange Rate Figure; 1. Short and longer-term THB/USD exchange rate responses to FX order flow shocks; D. Possible Alternative Explanations; 1. Hedging Activity; 5. Determinants of FX swap order flow; 2. Carry Trade Activity; V. Concluding Remarks; References |
| Record Nr. | UNINA-9910786474503321 |
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Gyntelberg Jacob
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Seasonalities in China's Stock Markets : : Cultural or Structural? / / Jason Mitchell, Li Ong
| Seasonalities in China's Stock Markets : : Cultural or Structural? / / Jason Mitchell, Li Ong |
| Autore | Mitchell Jason |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (46 p.) |
| Altri autori (Persone) | OngLi |
| Collana | IMF Working Papers |
| Soggetto topico |
Stocks - China - Rate of return
Exports and Imports Finance: General Investments: Stocks Portfolio Choice Investment Decisions Information and Market Efficiency Event Studies International Financial Markets General Financial Markets: General (includes Measurement and Data) Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Current Account Adjustment Short-term Capital Movements Finance Investment & securities Stock markets Liquidity Stocks Portfolio investment Financial markets Asset and liability management Financial institutions Balance of payments Stock exchanges Economics Portfolio management |
| ISBN |
1-4623-9522-8
1-4527-1786-9 1-283-51315-3 9786613825605 1-4519-0800-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE ON SEASONALITIES""; ""III. INSTITUTIONAL ASPECTS OF CHINESE STOCK MARKET""; ""IV. DATA AND RESEARCH METHOD""; ""V. RESULTS""; ""VI. EXTENSION: HOLIDAY EFFECT""; ""VII. FURTHER EXTENSIONS: INVESTMENT STRATEGIES BASED ON SEASONALITIES""; ""VIII. CONCLUSION""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788409303321 |
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Mitchell Jason
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Strategic Corporate Layoffs / / Ruchir Agarwal, Julian Kolev
| Strategic Corporate Layoffs / / Ruchir Agarwal, Julian Kolev |
| Autore | Agarwal Ruchir |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (78 pages) : illustrations (some color), graphs, tables |
| Disciplina | 331.137 |
| Altri autori (Persone) | KolevJulian |
| Collana | IMF Working Papers |
| Soggetto topico |
Layoff systems
Chief executive officers Finance: General Labor Macroeconomics Labor Turnover Vacancies Layoffs Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill Information and Market Efficiency Event Studies Business Fluctuations Cycles Prices, Business Fluctuations, and Cycles: General (includes Measurement and Data) Labor Force and Employment, Size, and Structure General Financial Markets: General (includes Measurement and Data) Labor Economics: General Wages, Compensation, and Labor Costs: General Economic growth Labour income economics Finance Business cycles Labor force Stock markets Wages Financial markets Labor market Stock exchanges Labor economics Income economics |
| ISBN |
1-4755-6772-3
1-4755-6775-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910162944103321 |
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Agarwal Ruchir
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| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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