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Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes
Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes
Autore Berger Helge
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 24 p. : ill
Altri autori (Persone) HarjesThomas
Collana IMF Working Papers
Soggetto topico Liquidity (Economics)
Monetary policy - Europe
Finance: General
Inflation
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
Forecasting and Other Model Applications
Price Level
Deflation
Monetary Policy
International Policy Coordination and Transmission
Portfolio Choice
Investment Decisions
Finance
Macroeconomics
Excess liquidity
International liquidity
Liquidity
Liquidity indicators
Asset and liability management
Prices
Liquidity management
Economics
International finance
ISBN 1-4623-9109-5
1-4518-7164-3
1-282-84239-0
9786612842399
1-4527-4402-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788348403321
Berger Helge  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes
Does Global Liquidity Matter for Monetary Policy in the Euro Area? / / Helge Berger, Thomas Harjes
Autore Berger Helge
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 24 p. : ill
Altri autori (Persone) HarjesThomas
Collana IMF Working Papers
Soggetto topico Liquidity (Economics)
Monetary policy - Europe
Asset and liability management
Deflation
Diffusion Processes
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Economics
Excess liquidity
Finance
Finance: General
Forecasting and Other Model Applications
Inflation
International finance
International liquidity
International Policy Coordination and Transmission
Investment Decisions
Liquidity indicators
Liquidity management
Liquidity
Macroeconomics
Monetary Policy
Portfolio Choice
Price Level
Prices
Time-Series Models
ISBN 9786612842399
9781462391097
1462391095
9781451871647
1451871643
9781282842397
1282842390
9781452744025
1452744025
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. How to Identify Movements in Liquidity Relevant for Monetary Policy? -- III. Some Stylized Facts -- IV. Global Excess Liquidity and EA Inflation -- A. Within Sample -- B. Out-of Sample -- V. A Glimpse at the Link between Global Liquidity and Monetary Policy Effectiveness -- VI. Conclusion -- References -- Table 1. The Impact of EA, US, and JP Excess Liquidity on Future Inflation -- Figures -- 1. Excess Liquidity, 1970Q1-2008Q2 -- 2. Dynamic Correlation Coefficients of Excess Liquidity -- 3. RMSEs for Alternative Models of Euro Area Inflation for the Forecasting Period 1991Q1 to 2007 Q1 -- 4. Results from an Uncionditioanl VAR for th Euro Area 1991Q1 to 2007Q1 -- 5. Results from a VAR for the Euro Area 1991Q1 to 2007Q1, Conditional on the US Excess Liquidity Regime -- Appendix.
Record Nr. UNINA-9910957410703321
Berger Helge  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Autore De Nicolo Gianni
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (45 p.)
Disciplina 332.1
332.10688
Altri autori (Persone) IvaschenkoIryna
Collana IMF Working Papers
Soggetto topico Liquidity (Economics)
Risk management
Economic development
Finance: General
Financial Aspects of Economic Integration
International Financial Markets
Portfolio Choice
Investment Decisions
General Financial Markets: General (includes Measurement and Data)
Finance
Liquidity indicators
Liquidity
Stock markets
Securities markets
International liquidity
Liquidity management
Asset and liability management
Financial markets
Economics
Stock exchanges
Capital market
International finance
ISBN 1-4623-4266-3
1-4527-5512-4
1-282-84274-9
9786612842740
1-4518-7200-3
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Liquidity Indicators: Theory and Measurement; A. A simple model of liquidity; B. Measurement; III. Liquidity Indicators: Evidence; A. Data; B. Descriptive Statistics; 1. Global Liquidity Indicators; 2. G-7 Equity and Bond Liquidity Indicators; 3. Emerging Markets Liquidity Indicators: Latin America; 4. Emerging Markets Liquidity Indicators: Asia; 5. Emerging Markets Liquidity Indicators: Europe; 6. Liquidity Indicators: Mean and Standard Deviation; C. Dynamics and Co-Movements; 7. Liquidity Indicators: Trend Coefficients
1. Fixed Effect Panel Regressions 2. Liquidity Indicators: Dynamics of Cross Sectional Variances; 8. Liquidity Indicators: Correlations; D. Systemic Liquidity Shocks; 9. Indicators of Global Systemic Liquidity Shocks; 3. Bi-variate VAR of Global Equity and Bond Systemic Liquidity Shocks; IV. Liquidity and bond premiums; A. Advanced Economies; 4. Government Bond Spreads and Liquidity: Advanced Economies; B. Emerging Economies; 5. EMBI Spreads and Liquidity: Emerging Economies; V. Liquidity and growth opportunities; 6. Price-Earning (PE) Ratios and Liquidity; VI. Conclusion; References
Footnotes
Record Nr. UNINA-9910788346903321
De Nicolo Gianni  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Global Liquidity, Risk Premiums and Growth Opportunities / / Gianni De Nicolo, Iryna Ivaschenko
Autore De Nicolo Gianni
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (45 p.)
Disciplina 332.1
332.10688
Altri autori (Persone) IvaschenkoIryna
Collana IMF Working Papers
Soggetto topico Liquidity (Economics)
Risk management
Economic development
Asset and liability management
Capital market
Economics
Finance
Finance: General
Financial Aspects of Economic Integration
Financial markets
General Financial Markets: General (includes Measurement and Data)
International finance
International Financial Markets
International liquidity
Investment Decisions
Liquidity indicators
Liquidity management
Liquidity
Portfolio Choice
Securities markets
Stock exchanges
Stock markets
ISBN 9786612842740
9781462342662
1462342663
9781452755120
1452755124
9781282842748
1282842749
9781451872002
1451872003
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Liquidity Indicators: Theory and Measurement; A. A simple model of liquidity; B. Measurement; III. Liquidity Indicators: Evidence; A. Data; B. Descriptive Statistics; 1. Global Liquidity Indicators; 2. G-7 Equity and Bond Liquidity Indicators; 3. Emerging Markets Liquidity Indicators: Latin America; 4. Emerging Markets Liquidity Indicators: Asia; 5. Emerging Markets Liquidity Indicators: Europe; 6. Liquidity Indicators: Mean and Standard Deviation; C. Dynamics and Co-Movements; 7. Liquidity Indicators: Trend Coefficients
1. Fixed Effect Panel Regressions 2. Liquidity Indicators: Dynamics of Cross Sectional Variances; 8. Liquidity Indicators: Correlations; D. Systemic Liquidity Shocks; 9. Indicators of Global Systemic Liquidity Shocks; 3. Bi-variate VAR of Global Equity and Bond Systemic Liquidity Shocks; IV. Liquidity and bond premiums; A. Advanced Economies; 4. Government Bond Spreads and Liquidity: Advanced Economies; B. Emerging Economies; 5. EMBI Spreads and Liquidity: Emerging Economies; V. Liquidity and growth opportunities; 6. Price-Earning (PE) Ratios and Liquidity; VI. Conclusion; References
Footnotes
Record Nr. UNINA-9910961808803321
De Nicolo Gianni  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Stock Market Liquidity in Chile / / Luis Brandão-Marques
Stock Market Liquidity in Chile / / Luis Brandão-Marques
Autore Brandão-Marques Luis
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2016
Descrizione fisica 1 online resource (29 pages) : illustrations (some color), tables
Disciplina 332.642
Collana IMF Working Papers
Soggetto topico Stock exchanges - Chile
Finance: General
Investments: Stocks
Corporate Governance
International Financial Markets
Pension Funds
Non-bank Financial Institutions
Financial Instruments
Institutional Investors
Portfolio Choice
Investment Decisions
General Financial Markets: General (includes Measurement and Data)
Corporate Finance and Governance: Government Policy and Regulation
Finance
Investment & securities
Corporate governance
role & responsibilities of boards & directors
Liquidity
Stock markets
Stocks
Liquidity indicators
Asset and liability management
Financial markets
Financial institutions
Economic sectors
Liquidity management
Economics
Stock exchanges
Role & responsibilities of boards & directors
ISBN 9781475554694
1475554699
9781475554779
147555477X
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910155014103321
Brandão-Marques Luis  
Washington, D.C. : , : International Monetary Fund, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura
Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura
Autore Chailloux Alexandre
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 30 p. : ill
Altri autori (Persone) HakuraDalia
Collana IMF Working Papers
Soggetto topico Liquidity
Finance - United Arab Emirates
Banks and Banking
Finance: General
Portfolio Choice
Investment Decisions
Banks
Depository Institutions
Micro Finance Institutions
Mortgages
Financing Policy
Financial Risk and Risk Management
Capital and Ownership Structure
Value of Firms
Goodwill
Finance
Banking
Financial services law & regulation
Liquidity management
Liquidity risk
Commercial banks
Economics
Banks and banking
Financial risk management
ISBN 1-4623-0732-9
9786612844546
1-4527-2584-5
1-4518-7406-5
1-282-84454-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910788222903321
Chailloux Alexandre  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura
Systemic Liquidity Management in the U.A.E. : : Issues and Options / / Alexandre Chailloux, Dalia Hakura
Autore Chailloux Alexandre
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 30 p. : ill
Disciplina 332.1068;332.1068/1
Altri autori (Persone) HakuraDalia
Collana IMF Working Papers
Soggetto topico Liquidity
Finance - United Arab Emirates
Banking
Banks and Banking
Banks and banking
Banks
Capital and Ownership Structure
Commercial banks
Depository Institutions
Economics
Finance
Finance: General
Financial Risk and Risk Management
Financial risk management
Financial services law & regulation
Financing Policy
Goodwill
Investment Decisions
Liquidity management
Liquidity risk
Micro Finance Institutions
Mortgages
Portfolio Choice
Value of Firms
ISBN 9786612844546
9781462307326
1462307329
9781452725840
1452725845
9781451874068
1451874065
9781282844544
1282844547
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Intro -- Contents -- I. Introduction -- II. Recent Economic Developments -- III. The Global Financial Crisis and the Initial Response -- IV. An Analysis of the U.A.E.'s Liquidity Management Framework -- A. Analyzing Systemic Liquidity Management -- B. Analyzing the Systemic Liquidity Management Framework: the Case of the U.A.E. -- V. Assessment of the CBU and MOF Contingency Liquidity Instruments and Liquidity Risk Monitoring -- VI. The Link Between U.A.E. Banks' Lending Rates and Liquidity Indicators -- VII. Managing Liquidity Smoothly Across The Cycle While Supporting Market Developments: Amending The CBU Monetary Policy Implementation Framework -- A. Supporting the Operation of the Money Market: Changing the Features of Sterilization Instruments -- B. Consistency of the Proposed Changes with the Prospects for Future Regional Financial Integration -- References -- Tables -- 1. Trends in U.A.E. Banking Indicators -- 2. Effects of the liquidity Indicators on Bank Lending Rates -- Figures -- 1. Consumer Price Index -- 2. Growth in Credit to the Private Sector -- 3. GCC: Bank Claims on the Private Sector, 2007 -- 4. Banking System Loans-to-Deposits Ratio 2003-2008 -- 5. Three-month Interbank Rates, January 1, 2007-March 4, 2009 -- 6. Selected U.A.E. Banks Loan to Deposit Ratios, 2007 and 2008 -- 7. Certificates of Deposit -- 8. Banking System Liquid Assets to Total Assets -- Appendix -- 1. Data Appendix.
Record Nr. UNINA-9910973989903321
Chailloux Alexandre  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui