Info
An appraisal of the CHAPS payments mechanism [[electronic resource] /] / by Allen B. Frankel
| An appraisal of the CHAPS payments mechanism [[electronic resource] /] / by Allen B. Frankel |
| Autore | Frankel Allen B |
| Pubbl/distr/stampa | [Washington, D.C.] : , : [Board of Governors of the Federal Reserve System], , [1983] |
| Descrizione fisica | 1 online resource (14 pages) : illustrations |
| Collana | International finance discussion papers |
| Soggetto topico |
Clearinghouses (Banking)
Electronic funds transfers Money market |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910702197703321 |
Frankel Allen B
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| [Washington, D.C.] : , : [Board of Governors of the Federal Reserve System], , [1983] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The best of Wilmott / edited by Paul Wilmott
| The best of Wilmott / edited by Paul Wilmott |
| Pubbl/distr/stampa | Chichester : Wiley, 2004 |
| Descrizione fisica | v. : ill. ; 26 cm |
| Disciplina | 332.64 |
| Altri autori (Persone) | Wilmott, Paul |
| Soggetto topico |
Money market
Risk management |
| ISBN | 0470023511 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1: Incorporating the quantitative finance review |
| Record Nr. | UNISALENTO-991000839759707536 |
| Chichester : Wiley, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
The bond and money markets [[electronic resource] ] : strategy, trading, analysis / / Moorad Choudhry
| The bond and money markets [[electronic resource] ] : strategy, trading, analysis / / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boston, : Butterworth-Heinemann, 2001 |
| Descrizione fisica | 1 online resource (1151 p.) |
| Disciplina |
332.63/23 21
332.6323 |
| Collana | Securities Institution Professional Reference Series |
| Soggetto topico |
Bonds
Money market |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-05135-7
9786611051358 0-08-047618-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910480794003321 |
|
Choudhry Moorad
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| Boston, : Butterworth-Heinemann, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The bond and money markets [[electronic resource] ] : strategy, trading, analysis / / Moorad Choudhry
| The bond and money markets [[electronic resource] ] : strategy, trading, analysis / / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boston, : Butterworth-Heinemann, 2001 |
| Descrizione fisica | 1 online resource (1151 p.) |
| Disciplina |
332.63/23 21
332.6323 |
| Collana | Securities Institution Professional Reference Series |
| Soggetto topico |
Bonds
Money market |
| ISBN |
1-281-05135-7
9786611051358 0-08-047618-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910784332603321 |
|
Choudhry Moorad
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||
| Boston, : Butterworth-Heinemann, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The bond and money markets : strategy, trading, analysis / / Moorad Choudhry
| The bond and money markets : strategy, trading, analysis / / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Boston, : Butterworth-Heinemann, 2001 |
| Descrizione fisica | 1 online resource (1151 p.) |
| Disciplina |
332.63/23 21
332.6323 |
| Collana | Securities Institution Professional Reference Series |
| Soggetto topico |
Bonds
Money market |
| ISBN |
9786611051358
9781281051356 1281051357 9780080476186 008047618X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover -- The Bond and Money Markets: Strategy, Trading, Analysis -- Copyright -- Dedication -- Contents -- Foreword -- Preface -- About the author -- Part I Introduction to the Bond Markets -- Chapter 1 The Debt Capital Markets -- 1.1 Description -- 1.2 Bond issuers -- 1.3 Capital market participants -- 1.4 World bond markets -- 1.5 Overview of the main bond markets -- 1.6 Financial engineering in the bond markets -- Appendices -- Selected bibliography and references -- Questions and exercises -- Chapter 2 Financial Markets Arithmetic -- 2.1 Simple and compound interest -- 2.2 The time value of money -- 2.3 Multiple cash flows -- 2.4 Corporate finance project appraisal -- 2.5 Interpolation and extrapolation -- 2.6 Measuring the rate of return -- 2.7 Indices -- Appendices -- References -- Questions and exercises -- Chapter 3 Traditional Bond Pricing -- 3.1 Pricing a conventional bond -- 3.2 Pricing zero-coupon bonds -- 3.3 Clean and dirty bond prices -- 3.4 Bond price and yield relationship -- Selected bibliography and references -- Questions and exercises -- Chapter 4 Bond Yield Measurement -- 4.1 Current yield -- 4.2 Simple yield to maturity -- 4.3 Yield to maturity -- 4.4 Yield on a zero-coupon bond -- 4.5 Modifying bond yields -- 4.6 Converting bond yields -- 4.7 Assumptions of the redemption yield calculation -- 4.8 Holding-period yield -- 4.9 Bonds with embedded options -- 4.10 Index-linked bonds -- 4.11 Yields on floating-rate bonds -- 4.12 Measuring yield for a bond portfolio -- 4.13 The price/yield relationship -- 4.14 Summary -- Appendices -- Selected bibliography and references -- Questions and exercises -- Chapter 5 Review of Bond Market Instruments -- 5.1 Floating Rate Notes -- 5.2 Inverse/Reverse floating-rate bonds -- 5.3 Asset-backed bonds -- 5.4 PIBS -- 5.5 Callable bonds -- 5.6 Index-linked bonds -- Appendices.
Selected bibliography and references -- Questions and exercises -- Chapter 6 The Yield Curve -- 6.1 Using the yield curve -- 6.2 Yield-to-maturity yield curve -- 6.3 The coupon yield curve -- 6.4 The par yield curve -- 6.5 The zero-coupon (or spot) yield curve -- 6.6 The forward yield curve -- 6.7 The annuity yield curve -- 6.8 Analysing and interpreting the yield curve -- 6.9 Interpreting the yield curve -- 6.10 Fitting the yield curve -- 6.11 Spot and forward rates in the market -- 6.12 Examples, exercises and calculations -- 6.13 Case Study: Deriving a discount function28 -- 6.14 Case Study exercise: Deriving the theoretical zero-coupon (spot) rate curve -- Appendices -- Selected bibliography and references -- Questions and exercises -- Chapter 7 Price, Yield and Interest Rate Risk I -- 7.1 Revisiting the bond price/yield relationship -- 7.2 Duration -- 7.3 A summary of the duration measure -- 7.4 Duration for other securities -- Appendices -- Selected bibliography -- Questions and exercises -- Chapter 8 Price, Yield and Interest Rate Risk II -- 8.1 Basis point value -- 8.2 Yield value of price change -- 8.3 Hedging using basis point value -- 8.4 Volatility weighting for hedging -- Selected bibliography and references -- Questions and exercises -- Chapter 9 Price, Yield and Interest Rate Risk III -- 9.1 Convexity -- 9.2 Summarising the properties of convexity -- 9.3 Dispersion -- Appendices -- Selected bibliography -- Questions and exercises -- Chapter 10 Price, Yield and Interest Rate Risk IV -- 10.1 Yield curve changes -- 10.2 Portfolio duration and changes in the yield curve -- 10.3 Hedging strategy and duration -- Appendices -- Selected bibliography -- Questions and exercises -- Part II Government Bond Markets -- Chapter 11 The United Kingdom Gilt Market -- 11.1 Introduction and history -- 11.2 Market instruments -- 11.3 Taxation. 11.4 Market structure -- 11.5 Market makers and brokers -- 11.6 Issuing gilts -- 11.7 The DMO and secondary market trading -- 11.8 Settlement -- 11.9 Index-linked gilts analytics -- 11.10 Gilt strips -- 11.11 Zero-coupon bond trading and strategy -- 11.12 Strips market anomalies -- 11.13 Trading strategy -- 11.14 Illustration: Yield and cash flow analysis -- 11.15 Future developments in strips -- 11.16 HM Treasury and the remit of the Debt Management Office -- 11.17 Gilt derivatives and repo markets -- 11.18 The Minimum Funding Requirement -- 11.19 Developments in electronic trading -- Appendices -- Selected bibliography -- Questions and exercises -- Chapter 12 The US Treasury Bond Market -- 12.1 The US Treasury -- 12.2 The Federal Reserve -- 12.3 Market convention -- 12.4 The Primary Market -- 12.5 The Secondary Market -- 12.6 Treasury strips -- 12.7 Inflation-protected Treasury bonds -- 12.8 Treasury repo market -- 12.9 Federal Agency bonds -- 12.10 Derivatives markets -- 12.11 Historical long-bond yields -- Appendices -- Selected bibliography -- Questions and exercises -- Chapter 13 International Bond Markets -- 13.1 Overview of government markets -- 13.2 Germany -- 13.3 Italy -- 13.4 France -- 13.5 Japan -- 13.6 Australia -- 13.7 New Zealand -- 13.8 Canada -- 13.9 Hungary -- 13.10 South Africa -- 13.11 Egypt -- Appendices -- Selected bibliography -- Part III Corporate Debt Markets -- Chapter 14 Corporate Debt Markets -- 14.1 Introduction -- 14.2 Determinants of the development of a corporate market -- 14.3 The primary market -- 14.4 The secondary market -- 14.5 Fundamentals of corporate bonds -- 14.6 Bond security -- 14.7 Redemption provisions -- 14.8 Corporate bond risks -- 14.9 High-yield corporate bonds -- 14.10 Corporate bond offering circular -- Selected bibliography -- Questions and exercises. Chapter 15 Analysis of Bonds With Embedded Options -- 15.1 Understanding embedded option elements in a bond -- 15.2 The Binomial tree of short-term interest rates -- 15.3 Pricing callable bonds -- 15.4 Price and yield sensitivity -- 15.5 Price volatility of bonds with embedded options -- 15.6 Sinking funds -- Appendices -- Selected bibliography -- Questions and exercises -- Chapter 16 Convertible Bonds I -- 16.1 Basic description -- 16.2 Advantages of issuing and holding convertibles -- Selected bibliography and references -- Chapter 17 Convertible Bonds II -- 17.1 Traditional valuation methodology -- 17.2 Fair value of a convertible bond -- 17.3 Further issues in valuing convertible bonds -- 17.4 Convertible bond default risk -- Appendices -- Selected bibliography -- Questions and exercises -- Chapter 18 The Eurobond Market I -- 18.1 Eurobonds -- 18.2 Foreign bonds -- 18.3 Eurobond instruments -- 18.4 The issuing process: market participants -- 18.5 Fees, expenses and pricing -- 18.6 Issuing the bond -- 18.7 Covenants -- 18.8 Trust services -- 18.9 Form of the bond -- 18.10 Clearing systems -- 18.11 Market associations -- 18.12 Secondary market -- 18.13 Settlement -- Selected bibliography -- Chapter 19 Eurobonds II -- 19.1 Legal and tax issues -- 19.2 The secondary market -- 19.3 Eurobonds and swap transactions -- Chapter 20 Warrants -- 20.1 Introduction -- 20.2 Analysis -- 20.3 Bond warrants -- 20.4 Comparison of warrants and convertibles -- Selected bibliography and references -- Chapter 21 Medium-term Notes -- 21.1 Introduction -- 21.2 The primary market -- 21.3 MTNs and corporate bonds -- 21.4 Issue mechanism -- 21.5 The secondary market -- 21.6 The Euro-MTN market -- 21.7 Structured MTNs -- Selected bibliography and references -- Questions and exercises -- Chapter 22 Commercial Paper -- 22.1 Commercial Paper programmes. 22.2 Commercial paper yields -- Selected bibliography -- Questions and exercises -- Chapter 23 Preference Shares and Preferred Stock -- 23.1 The size of the market -- 23.2 Description and definition of preference shares -- 23.3 Cost of preference share capital -- 23.4 The preference share market -- 23.5 Auction market preferred stock (Amps) -- Selected bibliography -- Chapter 24 The US Municipal Bond Market -- 24.1 Description of municipal bonds -- 24.2 The municipal bond market -- 24.3 Municipal bonds credit ratings -- 24.4 Bond insurance -- 24.5 Taxation issues -- 24.6 Exotic municipal bonds -- 24.7 Municipal money market instruments -- Appendices -- Selected bibliography and references -- Chapter 25 Asset-Backed Bonds I: Mortgage-backed Securities -- 25.1 Mortgage-backed securities -- 25.2 Cash flow patterns -- 25.3 Evaluation and analysis of mortgage-backed bonds -- Selected bibliography and references -- Questions and exercises -- Chapter 26 Mortgage-backed Bonds II -- 26.1 Basic concepts -- 26.2 Pricing and modelling techniques -- 26.3 Interest rate risk -- 26.4 Portfolio performance -- Selected bibliography and references -- Chapter 27 Asset-backed Securities III -- 27.1 Collateralised mortgage securities -- 27.2 Non-agency CMO bonds -- 27.3 Commercial mortgage-backed securities -- 27.4 Motor-car-backed securities -- 27.5 Credit card asset-backed securities -- 27.6 Static spread analysis of asset-backed bonds -- 27.7 Conclusion -- Selected bibliography and references -- Questions and exercises -- Chapter 28 Collateralised Debt Obligations -- 28.1 An overview of CDOs -- 28.2 Relative value analysis -- 28.3 Credit derivatives6 -- Selected bibliography -- Chapter 29 High-yield Bonds -- 29.1 Growth of the market -- 29.2 High-yield securities -- 29.3 High-yield bond performance -- Selected bibliography and references. Chapter 30 Corporate Bonds and Credit Analysis. |
| Record Nr. | UNINA-9910970610703321 |
|
Choudhry Moorad
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||
| Boston, : Butterworth-Heinemann, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Economics for financial markets [[electronic resource] /] / Brian Kettell
| Economics for financial markets [[electronic resource] /] / Brian Kettell |
| Autore | Kettell Brian |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2002 |
| Descrizione fisica | 1 online resource (375 p.) |
| Disciplina | 332.4 |
| Collana | Quantitative finance series |
| Soggetto topico | Money market |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-01383-8
9786611013837 0-08-049463-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Economics for Financial Markets; Copyright Page; Contents; Preface; Chapter 1. What do you need to know about macroeconomics to make sense of financial market volatility?; The big picture; Financial markets and the economy; Gross national product and gross domestic product; Monetarism and financial markets; The quantity theory of money - the basis of monetarism; How money affects the economy - the transmission mechanism; The modern quantity theory - modern monetarism; Monetarism and Federal Reserve operating targets from 1970 to the present
The Non-Accelerating Inflation Rate of Unemployment (NAIRU)Chapter 2. The time value of money: the key to the valuation of financial markets; Future values - compounding; Present values - discounting; Bond and stock valuation; Simple interest and compound interest; Nominal and effective rates of interest; Chapter 3. The term structure of interest rates and financial markets; Functions of interest rates; Determination of interest rates, demand and supply of funds; International factors affecting interest rates; Price and yield - a key relationship; The term structure of interest rates Determination of forward interest ratesThe yield curve; Unbiased expectations theory; Liquidity preference theory; The market segmentation theory; The preferred habitat theory; Chapter 4. How can investors forecast the behaviour of financial markets? The role of business cycles; The cyclical behaviour of economic variables: direction and timing; The stages of the business cycle; The role of inventories in recessions; The business cycle and monetary policy; How does monetary policy affect the economy?; Fundamental analysis, the business cycle, and financial markets The NBER and business cyclesHow do you identify a recession?; The American business cycle: the historical record; The Non-Accelerating Inflation Rate of Unemployment (NAIRU) - a new target for the Federal Reserve; What is the future of the business cycle?; Chapter 5. Which US economic indicators really move the financial markets?; Gross national product and gross domestic product; GDP deflator; Producer price index (PPI); The index of industrial production; Capacity utilization rate; Commodity prices; Crude oil prices; Food prices; Commodity price indicators: a checklist Consumer price index (CPI)Average hourly earnings; The employment cost index (ECI); Index of leading indicators (LEI); Vendor deliveries index; Chapter 6. Consumer expenditure, investment, government spending and foreign trade: the big picture; Car sales; The employment report; The quit rate; Retail sales; Personal income and consumer expenditure; Consumer instalment credit; Investment spending, government spending and foreign trade; Residential fixed investment; Non-residential fixed investment; Inventory investment; Government spending and taxation; Budget deficits and financial markets Foreign trade |
| Record Nr. | UNINA-9910457300103321 |
|
Kettell Brian
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||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Economics for financial markets [[electronic resource] /] / Brian Kettell
| Economics for financial markets [[electronic resource] /] / Brian Kettell |
| Autore | Kettell Brian |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2002 |
| Descrizione fisica | 1 online resource (375 p.) |
| Disciplina | 332.4 |
| Collana | Quantitative finance series |
| Soggetto topico | Money market |
| ISBN |
1-281-01383-8
9786611013837 0-08-049463-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Economics for Financial Markets; Copyright Page; Contents; Preface; Chapter 1. What do you need to know about macroeconomics to make sense of financial market volatility?; The big picture; Financial markets and the economy; Gross national product and gross domestic product; Monetarism and financial markets; The quantity theory of money - the basis of monetarism; How money affects the economy - the transmission mechanism; The modern quantity theory - modern monetarism; Monetarism and Federal Reserve operating targets from 1970 to the present
The Non-Accelerating Inflation Rate of Unemployment (NAIRU)Chapter 2. The time value of money: the key to the valuation of financial markets; Future values - compounding; Present values - discounting; Bond and stock valuation; Simple interest and compound interest; Nominal and effective rates of interest; Chapter 3. The term structure of interest rates and financial markets; Functions of interest rates; Determination of interest rates, demand and supply of funds; International factors affecting interest rates; Price and yield - a key relationship; The term structure of interest rates Determination of forward interest ratesThe yield curve; Unbiased expectations theory; Liquidity preference theory; The market segmentation theory; The preferred habitat theory; Chapter 4. How can investors forecast the behaviour of financial markets? The role of business cycles; The cyclical behaviour of economic variables: direction and timing; The stages of the business cycle; The role of inventories in recessions; The business cycle and monetary policy; How does monetary policy affect the economy?; Fundamental analysis, the business cycle, and financial markets The NBER and business cyclesHow do you identify a recession?; The American business cycle: the historical record; The Non-Accelerating Inflation Rate of Unemployment (NAIRU) - a new target for the Federal Reserve; What is the future of the business cycle?; Chapter 5. Which US economic indicators really move the financial markets?; Gross national product and gross domestic product; GDP deflator; Producer price index (PPI); The index of industrial production; Capacity utilization rate; Commodity prices; Crude oil prices; Food prices; Commodity price indicators: a checklist Consumer price index (CPI)Average hourly earnings; The employment cost index (ECI); Index of leading indicators (LEI); Vendor deliveries index; Chapter 6. Consumer expenditure, investment, government spending and foreign trade: the big picture; Car sales; The employment report; The quit rate; Retail sales; Personal income and consumer expenditure; Consumer instalment credit; Investment spending, government spending and foreign trade; Residential fixed investment; Non-residential fixed investment; Inventory investment; Government spending and taxation; Budget deficits and financial markets Foreign trade |
| Record Nr. | UNINA-9910784338303321 |
|
Kettell Brian
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Economics for financial markets / / Brian Kettell
| Economics for financial markets / / Brian Kettell |
| Autore | Kettell Brian |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2002 |
| Descrizione fisica | 1 online resource (375 p.) |
| Disciplina | 332.4 |
| Collana | Quantitative finance series |
| Soggetto topico | Money market |
| ISBN |
9786611013837
9781281013835 1281013838 9780080494630 0080494633 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Economics for Financial Markets; Copyright Page; Contents; Preface; Chapter 1. What do you need to know about macroeconomics to make sense of financial market volatility?; The big picture; Financial markets and the economy; Gross national product and gross domestic product; Monetarism and financial markets; The quantity theory of money - the basis of monetarism; How money affects the economy - the transmission mechanism; The modern quantity theory - modern monetarism; Monetarism and Federal Reserve operating targets from 1970 to the present
The Non-Accelerating Inflation Rate of Unemployment (NAIRU)Chapter 2. The time value of money: the key to the valuation of financial markets; Future values - compounding; Present values - discounting; Bond and stock valuation; Simple interest and compound interest; Nominal and effective rates of interest; Chapter 3. The term structure of interest rates and financial markets; Functions of interest rates; Determination of interest rates, demand and supply of funds; International factors affecting interest rates; Price and yield - a key relationship; The term structure of interest rates Determination of forward interest ratesThe yield curve; Unbiased expectations theory; Liquidity preference theory; The market segmentation theory; The preferred habitat theory; Chapter 4. How can investors forecast the behaviour of financial markets? The role of business cycles; The cyclical behaviour of economic variables: direction and timing; The stages of the business cycle; The role of inventories in recessions; The business cycle and monetary policy; How does monetary policy affect the economy?; Fundamental analysis, the business cycle, and financial markets The NBER and business cyclesHow do you identify a recession?; The American business cycle: the historical record; The Non-Accelerating Inflation Rate of Unemployment (NAIRU) - a new target for the Federal Reserve; What is the future of the business cycle?; Chapter 5. Which US economic indicators really move the financial markets?; Gross national product and gross domestic product; GDP deflator; Producer price index (PPI); The index of industrial production; Capacity utilization rate; Commodity prices; Crude oil prices; Food prices; Commodity price indicators: a checklist Consumer price index (CPI)Average hourly earnings; The employment cost index (ECI); Index of leading indicators (LEI); Vendor deliveries index; Chapter 6. Consumer expenditure, investment, government spending and foreign trade: the big picture; Car sales; The employment report; The quit rate; Retail sales; Personal income and consumer expenditure; Consumer instalment credit; Investment spending, government spending and foreign trade; Residential fixed investment; Non-residential fixed investment; Inventory investment; Government spending and taxation; Budget deficits and financial markets Foreign trade |
| Record Nr. | UNINA-9910968062903321 |
|
Kettell Brian
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank
| The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank |
| Autore | Hesse Heiko |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 28 p. : ill |
| Altri autori (Persone) | FrankNathaniel |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Central
Global Financial Crisis, 2008-2009 Subprime mortgage loans Liquidity (Economics) Monetary policy Banks and Banking Finance: General General Financial Markets: General (includes Measurement and Data) Interest Rates: Determination, Term Structure, and Effects Banks Depository Institutions Micro Finance Institutions Mortgages Portfolio Choice Investment Decisions Finance Banking Money markets Interbank rates Interbank markets Liquidity Money market Interest rates International finance Banks and banking Economics |
| ISBN |
1-4623-3457-1
9786612844126 1-282-84412-1 1-4518-7353-0 1-4527-3694-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788226403321 |
|
Hesse Heiko
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank
| The Effectiveness of Central Bank Interventions During the First Phase of the Subprime Crisis / / Heiko Hesse, Nathaniel Frank |
| Autore | Hesse Heiko |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2009 |
| Descrizione fisica | 28 p. : ill |
| Disciplina | 332.1;332.11 |
| Altri autori (Persone) | FrankNathaniel |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking, Central
Global Financial Crisis, 2008-2009 Subprime mortgage loans Liquidity (Economics) Monetary policy Banking Banks and Banking Banks and banking Banks Depository Institutions Economics Finance Finance: General General Financial Markets: General (includes Measurement and Data) Interbank markets Interbank rates Interest rates Interest Rates: Determination, Term Structure, and Effects International finance Investment Decisions Liquidity Micro Finance Institutions Money market Money markets Mortgages Portfolio Choice |
| ISBN |
9786612844126
9781462334575 1462334571 9781282844124 1282844121 9781451873535 1451873530 9781452736945 1452736944 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Review of Developments and Policy Interventions -- III. Empirical Analysis -- IV. Bivariate GARCH Framework -- V. Policy Implications and Conclusions -- References -- Figures -- 1. U.S., U.K., and Euro Area Libor-OIS Spreads -- 2. Decomposition of U.S. and Euro Area Libor-OIS Spreads -- 3. Decomposition of Libor-OIS Spreads -- 4. Markov Switching Mean-Variance Model for Euro Area and U.S. Libor-OIS Spreads -- 5. Markov Switching ARCH Model for Euro Area and U.S. Libor-OIS Spreads -- 6. Impulse Response Functions of Bivariate VAR Model -- Tables -- 1. Markov Switching Parameters for Levels and Volatility Models -- 2. Bivariate VAR Model -- 3. Impact of Central Bank Interventions on LIBOR-OIS Spreads. |
| Record Nr. | UNINA-9910962132803321 |
|
Hesse Heiko
|
||
| Washington, D.C. : , : International Monetary Fund, , 2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Soggetto topico
-
Money market
(37)
- Finance (15)
- Banks and Banking (9)
- Banks and banking (9)
- Finance: General (9)