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The effectiveness of central bank interventions during the first phase of the subprime crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse
The effectiveness of central bank interventions during the first phase of the subprime crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse
Autore Frank Nathaniel
Pubbl/distr/stampa [Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009
Descrizione fisica 28 p. : ill
Altri autori (Persone) HesseHeiko
Collana IMF working paper
Soggetto topico Banks and banking, Central
Global Financial Crisis, 2008-2009
Subprime mortgage loans
Liquidity (Economics)
Monetary policy
Soggetto genere / forma Electronic books.
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-9910464018203321
Frank Nathaniel  
[Washington, D.C.], : International Monetary Fund, Middle East and Central Asia Dept., 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial spillovers to emerging markets during the global financial crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse
Financial spillovers to emerging markets during the global financial crisis [[electronic resource] /] / prepared by Nathaniel Frank and Heiko Hesse
Autore Frank Nathaniel
Pubbl/distr/stampa [Washington D.C.], : International Monetary Fund, 2009
Descrizione fisica 1 online resource (22 p.)
Altri autori (Persone) HesseHeiko
Collana IMF working paper
Soggetto topico Financial crises
Global Financial Crisis, 2008-2009
Soggetto genere / forma Electronic books.
ISBN 1-4623-1339-6
1-4527-9951-2
1-282-84319-2
1-4518-7251-8
9786612843198
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References
Record Nr. UNINA-9910464013603321
Frank Nathaniel  
[Washington D.C.], : International Monetary Fund, 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Autore Frank Nathaniel
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Altri autori (Persone) HesseHeiko
Collana IMF Working Papers
Soggetto topico Financial crises
Global Financial Crisis, 2008-2009
Banks and Banking
Finance: General
Financial Risk Management
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Financial Markets and the Macroeconomy
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Interest Rates: Determination, Term Structure, and Effects
Finance
Economic & financial crises & disasters
Stock markets
Emerging and frontier financial markets
Securities markets
Yield curve
Financial markets
Financial services
Stock exchanges
Financial services industry
Capital market
Interest rates
ISBN 1-4623-1339-6
1-4527-9951-2
1-282-84319-2
1-4518-7251-8
9786612843198
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References
Record Nr. UNINA-9910788335203321
Frank Nathaniel  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Financial Spillovers to Emerging Markets During the Global Financial Crisis / / Nathaniel Frank, Heiko Hesse
Autore Frank Nathaniel
Edizione [1st ed.]
Pubbl/distr/stampa Washington, D.C. : , : International Monetary Fund, , 2009
Descrizione fisica 1 online resource (22 p.)
Disciplina 332.152
Altri autori (Persone) HesseHeiko
Collana IMF Working Papers
Soggetto topico Financial crises
Global Financial Crisis, 2008-2009
Banks and Banking
Finance: General
Financial Risk Management
Time-Series Models
Dynamic Quantile Regressions
Dynamic Treatment Effect Models
Diffusion Processes
State Space Models
Financial Markets and the Macroeconomy
General Financial Markets: General (includes Measurement and Data)
Financial Crises
Interest Rates: Determination, Term Structure, and Effects
Finance
Economic & financial crises & disasters
Stock markets
Emerging and frontier financial markets
Securities markets
Yield curve
Financial markets
Financial services
Stock exchanges
Financial services industry
Capital market
Interest rates
ISBN 1-4623-1339-6
1-4527-9951-2
1-282-84319-2
1-4518-7251-8
9786612843198
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References
Record Nr. UNINA-9910825975803321
Frank Nathaniel  
Washington, D.C. : , : International Monetary Fund, , 2009
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Transmission of liquidity shocks : evidence from the 2007 subprime crisis / / Nathaniel Frank, Brenda González-Hermosillo, and Heiko Hesse
Transmission of liquidity shocks : evidence from the 2007 subprime crisis / / Nathaniel Frank, Brenda González-Hermosillo, and Heiko Hesse
Autore Frank Nathaniel
Pubbl/distr/stampa [Washington, District of Columbia] : , : International Monetary Fund, , 2008
Descrizione fisica 1 online resource (23 p.)
Disciplina 332
Altri autori (Persone) González-HermosilloBrenda
HesseHeiko
Collana IMF Working Papers
IMF working paper
Soggetto topico Liquidity (Economics) - Econometric models
Subprime mortgage loans - United States - Econometric models
Credit - United States - Econometric models
Financial crises - United States
Soggetto genere / forma Electronic books.
ISBN 1-4623-9615-1
1-4527-3394-5
1-4518-7058-2
1-282-84151-3
9786612841514
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; I. Introduction; II. Transmission of Spillovers during the Subprime Crisis; III. Data; IV. Methodology; V. Results; Figures; 1. Selected Conditional Correlations; 2. Conditional Correlations from Modified DCC Model; VI. Conclusion; References; Appendix Figures; 1. Aggregate Bank Credit Default Swap Rate and Selected Spreads; 2. On-the-Run/Off-the-Run Five-Year U.S. Treasury Bond Spread; 3. United States: Selected Spreads; 4. United States: S&P 500 Stock Market Returns and Credit Default Swap
Record Nr. UNINA-9910463606203321
Frank Nathaniel  
[Washington, District of Columbia] : , : International Monetary Fund, , 2008
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui