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Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse
| Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina |
334.22
334.220681 |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Cooperative
Economic stabilization Banks and Banking Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Interest Rates: Determination, Term Structure, and Effects Banking Finance Cooperative banks Commercial banks Personal income Long term interest rates Banks and banking Income Interest rates |
| ISBN |
1-4623-9519-8
1-4527-3499-2 1-282-55817-X 1-4519-1019-3 9786613822314 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Motivation and Literature Overview; 1. Cooperative Banks: Retail Market Shares in Selected Countries; II. Data and Methodology; A. Data; B. Measuring Bank Stability; C. Methodology; 1. Summary Statistics of Bank-Specific Variables in the Sample, 1994-2004; III. Results; A. Decomposition of Z-Scores and Correlation Analysis; 2. Decomposition of Z-Scores for the Full Sample, 1994-2004; 3. Decomposition of Z-Scores for Selected Countries, 1994-2004; 4. Sensitivity of the Z-score Decomposition
5. Fitch: Long-Term Ratings: Distribution of the Banks in Sample6. Correlation Coefficients between the Z-Score and Selected Key Variables, 1994-2004; B. Regression Analysis; 7. Regression Results (Full Sample); 8. OECD Regressions with Governance Variable; 9. Regression Results (Large Banks); 10. Regression Results (Small Banks); 11. Robust Regressions; 12. Quantile Regressions (Full Sample); IV. Conclusions and Topics for Further Research; I. Data Issues; References; Footnotes |
| Record Nr. | UNINA-9910788518303321 |
Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse
| Cooperative Banks and Financial Stability / / Martin Cihak, Heiko Hesse |
| Autore | Cihak Martin |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2007 |
| Descrizione fisica | 1 online resource (50 p.) |
| Disciplina |
334.22
334.220681 |
| Altri autori (Persone) | HesseHeiko |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Cooperative
Economic stabilization Banks and Banking Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages Personal Income, Wealth, and Their Distributions Interest Rates: Determination, Term Structure, and Effects Banking Finance Cooperative banks Commercial banks Personal income Long term interest rates Banks and banking Income Interest rates |
| ISBN |
1-4623-9519-8
1-4527-3499-2 1-282-55817-X 1-4519-1019-3 9786613822314 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover Page; Title Page; Copyright Page; Contents; I. Motivation and Literature Overview; 1. Cooperative Banks: Retail Market Shares in Selected Countries; II. Data and Methodology; A. Data; B. Measuring Bank Stability; C. Methodology; 1. Summary Statistics of Bank-Specific Variables in the Sample, 1994-2004; III. Results; A. Decomposition of Z-Scores and Correlation Analysis; 2. Decomposition of Z-Scores for the Full Sample, 1994-2004; 3. Decomposition of Z-Scores for Selected Countries, 1994-2004; 4. Sensitivity of the Z-score Decomposition
5. Fitch: Long-Term Ratings: Distribution of the Banks in Sample6. Correlation Coefficients between the Z-Score and Selected Key Variables, 1994-2004; B. Regression Analysis; 7. Regression Results (Full Sample); 8. OECD Regressions with Governance Variable; 9. Regression Results (Large Banks); 10. Regression Results (Small Banks); 11. Robust Regressions; 12. Quantile Regressions (Full Sample); IV. Conclusions and Topics for Further Research; I. Data Issues; References; Footnotes |
| Record Nr. | UNINA-9910820340203321 |
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Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2007 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal
| The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal |
| Autore | Jain-Chandra Sonali |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Altri autori (Persone) | UnsalFiliz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Asia
Capital movements - Asia Banks and Banking Exports and Imports Interest Rates: Determination, Term Structure, and Effects Monetary Policy Open Economy Macroeconomics International Investment Long-term Capital Movements Finance Banking International economics Long term interest rates Yield curve Central bank policy rate Short term interest rates Capital inflows Financial services Balance of payments Interest rates Capital movements |
| ISBN |
1-4755-1660-6
1-4755-7971-3 1-283-86686-2 1-4755-2195-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Methodological Considerations; A. Generalized Dynamic Factor Model; Figures; 1. Secondary Market Yield of 10-Year Government Bond; B. Structural Vector Autoregression; III. Are Local Bond Yields in Asia Driven by External or Domestic Factors?--Empirical Results; 2. The Estimated Common Factor and U.S. 10-Year Bond Yield and the VIX; 3. Contributions of U.S. 10-Year Yield and VIX to Estimated Common Factor; 4. Variance Decomposition of Domestic 10-Year Yield by Sources During 2005-10
5. Contribution of U.S. Long-Term Interest Rates to Variance of Domestic Yields by Maturity 6. Importance of U.S. Interest Rate and Capital Account Openness; IV. Which Interest Rates Matter More for Monetary Transmission Mechanism?; 7. Variance Decomposition of Industrial Production in Response to Shocks to Domestic Interest Rates; V. The Monetary Transmission Mechanism Under Large Capital Flows; 8. Short-Term Corporate Debt; VI. Conclusion; 9. Effect of Capital Flows on Monetary Transmission Mechanism; References |
| Record Nr. | UNINA-9910779331203321 |
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Jain-Chandra Sonali
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal
| The Effectiveness of Monetary Policy Transmission Under Capital Inflows : : Evidence from Asia / / Sonali Jain-Chandra, Filiz Unsal |
| Autore | Jain-Chandra Sonali |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (20 p.) |
| Disciplina | 332.095 |
| Altri autori (Persone) | UnsalFiliz |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Monetary policy - Asia
Capital movements - Asia Banks and Banking Exports and Imports Interest Rates: Determination, Term Structure, and Effects Monetary Policy Open Economy Macroeconomics International Investment Long-term Capital Movements Finance Banking International economics Long term interest rates Yield curve Central bank policy rate Short term interest rates Capital inflows Financial services Balance of payments Interest rates Capital movements |
| ISBN |
1-4755-1660-6
1-4755-7971-3 1-283-86686-2 1-4755-2195-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; I. Introduction; II. Methodological Considerations; A. Generalized Dynamic Factor Model; Figures; 1. Secondary Market Yield of 10-Year Government Bond; B. Structural Vector Autoregression; III. Are Local Bond Yields in Asia Driven by External or Domestic Factors?--Empirical Results; 2. The Estimated Common Factor and U.S. 10-Year Bond Yield and the VIX; 3. Contributions of U.S. 10-Year Yield and VIX to Estimated Common Factor; 4. Variance Decomposition of Domestic 10-Year Yield by Sources During 2005-10
5. Contribution of U.S. Long-Term Interest Rates to Variance of Domestic Yields by Maturity 6. Importance of U.S. Interest Rate and Capital Account Openness; IV. Which Interest Rates Matter More for Monetary Transmission Mechanism?; 7. Variance Decomposition of Industrial Production in Response to Shocks to Domestic Interest Rates; V. The Monetary Transmission Mechanism Under Large Capital Flows; 8. Short-Term Corporate Debt; VI. Conclusion; 9. Effect of Capital Flows on Monetary Transmission Mechanism; References |
| Record Nr. | UNINA-9910816523103321 |
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Jain-Chandra Sonali
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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 Sector Debt Bias / / Oana Luca, Alexander Tieman
| Financial Sector Debt Bias / / Oana Luca, Alexander Tieman |
| Autore | Luca Oana |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2016 |
| Descrizione fisica | 1 online resource (29 pages) |
| Altri autori (Persone) | TiemanAlexander |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and Banking
Investments: Energy Investments: Stocks Macroeconomics Industries: Energy Time-Series Models Dynamic Quantile Regressions Dynamic Treatment Effect Models Diffusion Processes State Space Models General Aggregative Models: Forecasting and Simulation Business Fluctuations Cycles International Business Cycles Macroeconomic Aspects of International Trade and Finance: Forecasting and Simulation Economywide Country Studies: U.S Canada Energy and the Macroeconomy Energy: Demand and Supply Prices Energy: General Macroeconomics: Production Pension Funds Non-bank Financial Institutions Financial Instruments Institutional Investors Interest Rates: Determination, Term Structure, and Effects Investment & securities Petroleum, oil & gas industries Finance Oil prices Oil Oil production Stocks Long term interest rates Commodities Production Financial institutions Financial services Petroleum industry and trade Interest rates |
| ISBN | 1-4755-5420-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Cover -- Contents -- I. Introduction -- II. Analyzing the oil market using a multi-country model -- A. The GVAR-Oil model -- B. Effects of a fall in oil prices -- III. Analyzing oil price changes using monthly data -- A. Has the relationship between real oil and equity prices been stable over time? -- B. Are lower oil prices beneficial for the U.S. and the world economy? -- IV. How do global oil supplies respond to lower oil prices? -- V. Concluding Remarks -- References -- Figures -- 1. Nominal and Real (2015 U.S. dollars) WTI Oil Prices -- 2. Effects of Lower Oil Prices on Global Real Equity Prices, Long-Term Interest Rates, and Real GDP -- 3. Effects of Lower Oil Prices on Long-Term Interest Rates in Various Countries -- 4. Effects of Lower Oil Prices on Inflation in Various Countries -- 5. Effects of Lower Oil Prices on Real GDP in Various Countries -- 6. U.S. Oil Production (1000 barrels/day) -- 7. Real Oil Prices and Real US Equity Prices (S& -- P 500), 1946M1-2016M3 -- 8. Rolling Estimates of the Effects of Changes in Oil Prices on Equity Prices -- 9. Real Oil Prices and Real Dividends (S& -- P 500), 1946M1-2016M3 -- 10. Rolling Estimates of the Effects of Changes in Oil Prices on Real Dividends -- 11. Monthly Oil Production for Iran, Iraq, Russia, Saudi Arabia, and the US (1000 barrels/day) -- Tables -- 1. Countries and Regions in the GVAR-Oil Model -- 2. Correlations between Changes in Real Oil Prices, Equity Prices and Dividends -- 3. Estimates of the Long-run Coefficients of Real Oil Prices based on Various ARDL Regressions and Sub-samples, 1970M1-2016M4. |
| Record Nr. | UNINA-9910155013703321 |
| Luca Oana | ||
| Washington, D.C. : , : International Monetary Fund, , 2016 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal and Monetary Nexus in Emerging Market Economies : : How Does Debt Matter? / / Garima Vasishtha, Taimur Baig, Manmohan Kumar, Edda Zoli
| Fiscal and Monetary Nexus in Emerging Market Economies : : How Does Debt Matter? / / Garima Vasishtha, Taimur Baig, Manmohan Kumar, Edda Zoli |
| Autore | Vasishtha Garima |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (43 p.) |
| Altri autori (Persone) |
BaigTaimur
KumarManmohan ZoliEdda |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, Public
Fiscal policy Banks and Banking Foreign Exchange Macroeconomics Public Finance Fiscal Policy Interest Rates: Determination, Term Structure, and Effects Debt Debt Management Sovereign Debt Currency Foreign exchange Finance Public finance & taxation Exchange rates Fiscal stance Long term interest rates Public debt Interest rates |
| ISBN |
1-4623-3466-0
1-4527-9958-X 1-283-51648-9 9786613828934 1-4519-8905-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. FISCAL-MONETARY NEXUS: ANALYTICAL AND EMPIRICAL STUDIES""; ""III. CROSS-COUNTRY ANALYSIS""; ""IV. NEWS ANALYSIS""; ""V. CONCLUDING REMARKS""; ""APPENDIXES"" |
| Record Nr. | UNINA-9910788698903321 |
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Vasishtha Garima
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||
| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal and Monetary Nexus in Emerging Market Economies : : How Does Debt Matter? / / Garima Vasishtha, Taimur Baig, Manmohan Kumar, Edda Zoli
| Fiscal and Monetary Nexus in Emerging Market Economies : : How Does Debt Matter? / / Garima Vasishtha, Taimur Baig, Manmohan Kumar, Edda Zoli |
| Autore | Vasishtha Garima |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (43 p.) |
| Altri autori (Persone) |
BaigTaimur
KumarManmohan ZoliEdda |
| Collana | IMF Working Papers |
| Soggetto topico |
Debts, Public
Fiscal policy Banks and Banking Foreign Exchange Macroeconomics Public Finance Fiscal Policy Interest Rates: Determination, Term Structure, and Effects Debt Debt Management Sovereign Debt Currency Foreign exchange Finance Public finance & taxation Exchange rates Fiscal stance Long term interest rates Public debt Interest rates |
| ISBN |
1-4623-3466-0
1-4527-9958-X 1-283-51648-9 9786613828934 1-4519-8905-9 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. FISCAL-MONETARY NEXUS: ANALYTICAL AND EMPIRICAL STUDIES""; ""III. CROSS-COUNTRY ANALYSIS""; ""IV. NEWS ANALYSIS""; ""V. CONCLUDING REMARKS""; ""APPENDIXES"" |
| Record Nr. | UNINA-9910810744703321 |
|
Vasishtha Garima
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal Policy and Interest Rates : : How Sustainable Is The “New Economy”? / / Manmohan Kumar, David Hauner
| Fiscal Policy and Interest Rates : : How Sustainable Is The “New Economy”? / / Manmohan Kumar, David Hauner |
| Autore | Kumar Manmohan |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | HaunerDavid |
| Collana | IMF Working Papers |
| Soggetto topico |
Interest rates
Fiscal policy Banks and Banking Inflation Public Finance Interest Rates: Determination, Term Structure, and Effects Price Level Deflation Debt Debt Management Sovereign Debt Fiscal Policy Finance Macroeconomics Public finance & taxation Long term interest rates Real interest rates Government debt management Prices Debts, Public |
| ISBN |
1-4623-3265-X
1-4527-1180-1 1-283-51491-5 1-4519-0906-3 9786613827364 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. LOW GLOBAL INTEREST RATES: POSSIBLE EXPLANATIONS""; ""III. A MODEL OF INTEREST RATE DETERMINATION""; ""IV. EMPIRICAL EVIDENCE""; ""A. Data and Methodology""; ""B. Empirical Results""; ""C. A New Economy of Interest Rates?""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910788403403321 |
|
Kumar Manmohan
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fiscal Policy and Interest Rates : : How Sustainable Is The “New Economy”? / / Manmohan Kumar, David Hauner
| Fiscal Policy and Interest Rates : : How Sustainable Is The “New Economy”? / / Manmohan Kumar, David Hauner |
| Autore | Kumar Manmohan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (34 p.) |
| Altri autori (Persone) | HaunerDavid |
| Collana | IMF Working Papers |
| Soggetto topico |
Interest rates
Fiscal policy Banks and Banking Inflation Public Finance Interest Rates: Determination, Term Structure, and Effects Price Level Deflation Debt Debt Management Sovereign Debt Fiscal Policy Finance Macroeconomics Public finance & taxation Long term interest rates Real interest rates Government debt management Prices Debts, Public |
| ISBN |
1-4623-3265-X
1-4527-1180-1 1-283-51491-5 1-4519-0906-3 9786613827364 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | ""Contents""; ""I. INTRODUCTION""; ""II. LOW GLOBAL INTEREST RATES: POSSIBLE EXPLANATIONS""; ""III. A MODEL OF INTEREST RATE DETERMINATION""; ""IV. EMPIRICAL EVIDENCE""; ""A. Data and Methodology""; ""B. Empirical Results""; ""C. A New Economy of Interest Rates?""; ""V. CONCLUSIONS AND POLICY IMPLICATIONS""; ""REFERENCES"" |
| Record Nr. | UNINA-9910811446903321 |
|
Kumar Manmohan
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Fiscal Stimulus with Spending Reversals / / Gernot Müller, Giancarlo Corsetti, Andre Meier
| Fiscal Stimulus with Spending Reversals / / Gernot Müller, Giancarlo Corsetti, Andre Meier |
| Autore | Müller Gernot |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 1 online resource (41 p.) |
| Altri autori (Persone) |
CorsettiGiancarlo
MeierAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Expenditures, Public
Fiscal policy Banks and Banking Foreign Exchange Public Finance National Government Expenditures and Related Policies: General Interest Rates: Determination, Term Structure, and Effects Fiscal Policy Public finance & taxation Finance Currency Foreign exchange Macroeconomics Expenditure Real exchange rates Real interest rates Long term interest rates Interest rates |
| ISBN |
1-4623-2954-3
1-4527-8336-5 9786612843211 1-282-84321-4 1-4518-7253-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; I. Introduction; II. Model; A. Final Good Firms; B. Intermediate Good Firms; C. Households; D. Government; E. Equilibrium; III. Fiscal Policy Transmission with Spending Reversals; A. Parameterization; Tables; 1. Parameterization of the Model; B. Quantitative Analysis; Figures; 1. Effect of Government Spending Shocks: Sticky Price vs. Flexible Price Allocation; 2. Effect of Government Spending Shocks: Debt-Stabilizing vs. Debt- Insensitive Spending Rule; 3. Effect of Government Spending Shocks: Model with Limited Participation in Asset Markets; IV. Time Series Evidence
A. VAR SpecificationB. Results; 4. Fiscal Policy Transmission According to VAR Model: Effects of VAR Shock; 5. Fiscal Policy Transmission According to VAR Model: Effects of Military Event; V. Conclusion; References; Appendices; I. More Simulation Results; Appendix Figures; A.1. Effect of Government Spending Shocks: Debt-Stabilizing vs. Debt- Insensitive Government Spending under Complete Markets; A.2. Effects of Government Spending Shocks: High Debt Elasticity of Interest Rates vs. Baseline; II. Data; III. Sensitivity Analysis of VAR Results A.3. Fiscal Policy Transmission According to VAR Model: Effects of VAR Shock. Sensitivity AnalysisA.4. Fiscal Policy Transmission According to VAR Model: Effects of Military Event. Sensitivity Analysis; A.5. Fiscal Policy Transmission According to VAR Model: Effects of VAR Shock in Nominal VAR; A.6. Fiscal Policy Transmission According to VAR Model: Effects of Military Event in Nominal VAR |
| Record Nr. | UNINA-9910788335603321 |
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Müller Gernot
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| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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