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An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
| An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza |
| Autore | Terrones Marco |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (52 pages) : illustrations (some color) |
| Disciplina | 332.7 |
| Altri autori (Persone) | MendozaEnrique |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - Econometric models
Business cycles - Econometric models Exports and Imports Financial Risk Management Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General International Investment Long-term Capital Movements Financial Crises Monetary economics International economics Economic & financial crises & disasters Credit booms Credit Sudden stops Financial crises Capital inflows Capital movements |
| ISBN |
1-4623-2753-2
1-282-84177-7 1-4518-7084-1 9786612841774 1-4527-1578-5 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910788231203321 |
Terrones Marco
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza
| An Anatomy of Credit Booms : : Evidence From Macro Aggregates and Micro Data / / Marco Terrones, Enrique Mendoza |
| Autore | Terrones Marco |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (52 pages) : illustrations (some color) |
| Disciplina | 332.7 |
| Altri autori (Persone) | MendozaEnrique |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Credit - Econometric models
Business cycles - Econometric models Exports and Imports Financial Risk Management Money and Monetary Policy Monetary Policy, Central Banking, and the Supply of Money and Credit: General International Investment Long-term Capital Movements Financial Crises Monetary economics International economics Economic & financial crises & disasters Credit booms Credit Sudden stops Financial crises Capital inflows Capital movements |
| ISBN |
1-4623-2753-2
1-282-84177-7 1-4518-7084-1 9786612841774 1-4527-1578-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Intro -- Contents -- I. Introduction -- II. Credit Booms: Methodology and Key Features -- A. Methodology -- B. Credit Boom Episodes and Their Main Features -- C. Differences with the Method of Gourinchas, Valdes and Landerretche -- III. Credit Booms and Macroeconomic Dynamics -- A. Event Analysis -- B. Frequency Analysis -- IV. Credit Booms and Firm Level Data -- A. Firm-level Indicators -- B. Bank-level Indicators -- V. Conclusions -- Tables -- 1. Credit Booms: Duration -- 2. Coincidence of Credit Booms with Output and Demand Booms -- 3. Credit Booms: Statistical Significance of Event-Window Coefficients -- 4. Credit Booms: Regional Features -- 5. Credit Booms and Crises -- 6. Credit Booms: Potential Triggering Factors -- 7. Credit Booms and Exchange Rate Regimes -- Figures -- 1. Credit Booms: Seven-Year Event Windows -- 2. Relative Credit Booms -- 3. Frequent of Credit Booms -- 4. Credit Booms in Chile: The Mendoza-Terrones Method -- 5. Credit Booms in Chile: The Gourinchas, Valdes, and Landeretche (CVL) Method -- 6. Credit Booms in Chile: Expanding vs. Conventional Trend -- 7. Credit Booms and Economic Activity -- 8. Credit Booms and Domestic Demand -- 9. Credit Booms and The Non-Tradables Sector -- 10. Credit Booms, Current Account, and Capital Inflows -- 11. Credit Booms and Prices -- 12. Credit Booms: Corporate Leverage -- 13. Credit Booms: Tobin's Q, Interest Rate, and Profitability -- 14. Credit Booms: Corporate External Financing -- 15. Credit Booms: Financial Indicators -- 16. Credit Booms: Corporate Leverage and External Financing in Emerging Market Countries -- 17. Credit Booms: Bank Level Data Emerging Market Economies -- Appendix -- I. Sample of Countries -- II. Data Definitions and Sources -- III. The Gourinchas-Valdes-Landerretche Thresholds Method -- References. |
| Record Nr. | UNINA-9910810968203321 |
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Terrones Marco
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| Washington, D.C. : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis
| Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis |
| Pubbl/distr/stampa | Washington, D.C. : , : The World Bank, , 2011 |
| Descrizione fisica | 1 online resource (374 pages) |
| Disciplina | 330.91724 |
| Altri autori (Persone) |
JustinYifu Lin
PleskovicBoris |
| Collana | Annual World Bank Conference on Development Economics (Global) |
| Soggetto topico |
Finance - East Asia
Global Financial Crisis, 2008-2009 Financial crises |
| ISBN |
1-283-12617-6
9786613126177 0-8213-8402-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; ABOUT THIS BOOK; INTRODUCTION; OPENING ADDRESS; OPENING ADDRESS Learning from the Past to Reinvent the Future; KEYNOTE ADDRESS The Global Financial Crisis: Causes and Policy Responses; KEYNOTE ADDRESS Development Prospects in Light of the Global Financial Crisis; KEYNOTE ADDRESS The Global Crisis: Is It Over Yet?; Industrial Policy and Development; Social Capital, Institutions, and Development; Financial Crisis and Regulation; The Road Ahead to a Sustainable Global Economic System; Innovation and Competition; CLOSING SUMMARY; CLOSING REMARKS |
| Record Nr. | UNINA-9910781342903321 |
| Washington, D.C. : , : The World Bank, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis
| Annual World Bank Conference on Development Economics 2010, Global : Lessons from East Asia and the Global Financial Crisis |
| Pubbl/distr/stampa | Washington, D.C. : , : The World Bank, , 2011 |
| Descrizione fisica | 1 online resource (374 pages) |
| Disciplina | 330.91724 |
| Altri autori (Persone) |
JustinYifu Lin
PleskovicBoris |
| Collana | Annual World Bank Conference on Development Economics (Global) |
| Soggetto topico |
Finance - East Asia
Global Financial Crisis, 2008-2009 Financial crises |
| ISBN |
1-283-12617-6
9786613126177 0-8213-8402-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; ABOUT THIS BOOK; INTRODUCTION; OPENING ADDRESS; OPENING ADDRESS Learning from the Past to Reinvent the Future; KEYNOTE ADDRESS The Global Financial Crisis: Causes and Policy Responses; KEYNOTE ADDRESS Development Prospects in Light of the Global Financial Crisis; KEYNOTE ADDRESS The Global Crisis: Is It Over Yet?; Industrial Policy and Development; Social Capital, Institutions, and Development; Financial Crisis and Regulation; The Road Ahead to a Sustainable Global Economic System; Innovation and Competition; CLOSING SUMMARY; CLOSING REMARKS |
| Record Nr. | UNINA-9910811886703321 |
| Washington, D.C. : , : The World Bank, , 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck
| Are More Competitive Banking Systems More Stable? / / Martin Cihak, Simon Wolfe, Klaus Schaeck |
| Autore | Cihak Martin |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2006 |
| Descrizione fisica | 1 online resource (37 p.) |
| Altri autori (Persone) |
WolfeSimon
SchaeckKlaus |
| Collana | IMF Working Papers |
| Soggetto topico |
Banks and banking
Bank management Banks and Banking Econometrics Finance: General Macroeconomics Banks Depository Institutions Micro Finance Institutions Mortgages General Financial Markets: General (includes Measurement and Data) Discrete Regression and Qualitative Choice Models Discrete Regressors Proportions Financial Crises Banking Finance Econometrics & economic statistics Economic & financial crises & disasters Competition Commercial banks Logit models Systemic crises Econometric models Financial crises |
| ISBN |
1-4623-0036-7
1-4527-8848-0 1-283-51897-X 1-4527-0150-4 9786613831422 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Contents""; ""I. INTRODUCTION""; ""II. LITERATURE REVIEW""; ""A. Competition and Concentration""; ""B. Concentration and Stability""; ""C. Competition and Stability""; ""D. Regulation, Supervision and Stability""; ""III. METHODOLOGY""; ""A. Duration Analysis""; ""B. Logistic Probability Analysis""; ""C. Panzar and Rosse (1987) H-Statistic""; ""IV. DATA AND SUMMARY STATISTICS""; ""V. REGRESSION RESULTS""; ""A. Main Results""; ""B. Robustness Tests""; ""C. Competitiveness, Regulation and Systemic Crises""; ""VI. CONCLUDING REMARKS""; ""DEFINITIONS OF VARIABLES AND DATA SOURCES""
""REFERENCES"" |
| Record Nr. | UNINA-9910788688903321 |
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Cihak Martin
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| Washington, D.C. : , : International Monetary Fund, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Aspectos jurídicos e institucionales de las políticas monetarias de los principales bancos centrales ante la actual crisis financiera / / Juan Calvo Vérgez
| Aspectos jurídicos e institucionales de las políticas monetarias de los principales bancos centrales ante la actual crisis financiera / / Juan Calvo Vérgez |
| Autore | Calvo Vérgez Juan |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Madrid : , : Dykinson, , 2015 |
| Descrizione fisica | 1 online resource (341 p.) |
| Disciplina | 332.46 |
| Soggetto topico |
Monetary policy
Debts, Public Financial crises Política monetaria Deuda pública |
| Soggetto genere / forma | Libros electronicos. |
| ISBN | 84-9085-430-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | spa |
| Nota di contenuto |
ASPECTOS JURÍDICOS E (...); PÁGINA LEGAL; ÍNDICE; ABREVIATURAS; I. INTRODUCCIÓN; II. EL MERCADO DE LA DEUDA PÚBLICAEN ESTADOS UNIDOS Y LAS DISTINTASACTUACIONES DE POLÍTICA MONETARIAACOMETIDAS POR LA RESERVA FEDERALNORTEAMERICANA; 1. INTRODUCCIÓN; 2. ANÁLISIS DE LOS PRINCIPALES INSTRUMENTOS QUEINTEGRAN LA POLÍTICA MONETARIA CONVENCIONALDE LA FED; 2.A. Consideraciones previas; 2.B. Alcance de las reservas exigidas; 2.C. Las operaciones de descuento; 2.D. Las denominadas operaciones de mercado abierto; 2.E. Recapitulación
3. LA IMPLEMENTACIÓN DE MEDIDAS DE POLÍTICA MONETARIANO CONVENCIONAL POR PARTE DE LA FED3.A. Introducción; 3.B. Alcance de las políticas de credit easing; 3.B.1. Alcance de los préstamos efectuados a bancos y otras institucionesfi nancieras; 3.B.2. El suministro de liquidez a los mercados de crédito; 3.B.3. La adquisición de títulos a largo plazo; 3.C. Principales cuestiones confl ictivas derivadas de la implementaciónde políticas monetarias no convencionales; 4. EFECTOS DERIVADOS DE LAS POLÍTICAS FINANCIERASDE LA FED EN LA EVOLUCIÓN DE LOS MERCADOS 5. PRINCIPALES LÍNEAS DE ACTUACIÓN DE LOS PROGRAMASQUANTITATIVE EASING I Y II ARTICULADOSPOR LA FED6. LA ELEVACIÓN DEL TECHO DE DEUDA EN ESTADOSUNIDOS APROBADA EN AGOSTO DE 2011; 7. EL MANTENIMIENTO DE LOS TIPOS DE INTERÉS ENRANGOS OBJETIVOS DE ENTRE EL 0% Y EL 0,25% Y LAIMPLEMENTACIÓN DE LA OPERACIÓN TWIST; 8. LA APROBACIÓN DEL PROGRAMA QE 3; 9. LA ANTESALA DE LA RETIRADA PROGRESIVA DEL QE3:PROS Y CONTRAS; 10. LA RETIRADA PROGRESIVA DE ESTÍMULOS DEL PROGRAMAQE3 EFECTUADQ POR LA FED Y SUS EVENTUALESCONSECUENCIAS III. LÍNEAS DE ACTUACIÓN ACOMETIDASPOR EL BANCO CENTRAL EUROPEODESTINADAS A GARANTIZAR LAESTABILIDAD FINANCIERA EN LA ZONAEURO1. UNA CONSIDERACIÓN PRELIMINAR. ANÁLISIS DE LASPRINCIPALES DIFERENCIAS EXISTENTES ENTRE LASPOLÍTICAS MONETARIAS DE LA FED Y DEL BCE; 2. LA ADOPCIÓN POR EL BCE DEL SECURITIES MARKETSPROGRAMME; 3. PRINCIPALES CONSECUENCIAS DERIVADAS DE LAADQUISICIÓN DE DEUDA SOBERANA DE LOS PAÍSESPERIFÉRICOS POR EL BCE; 4. EL ALCANCE DE LAS OPERACIONES DE CARRY TRADE; 5. RECAPITULACIÓN; 6. LA BAJADA DE TIPOS DE INTERÉS DEL 1% AL 0,75% 7. LA IMPLEMENTACIÓN POR EL BCE DEL PROGRAMADENOMINADO "OPERACIONES MONETARIAS DE COMPRAVENTA"(OUTRIGHT MONETARY TRANSACTIONS)"Y SUS CONSECUENCIAS7.A. Introducción; 7.B. Principales rasgos configuradores del programa OutrightMonetary Transactions; 7.C. Consecuencias derivadas de la implementación del ProgramaOMT; 8. LA BAJADA DE TIPOS DE INTERÉS DEL 0,75% AL 0,5%; 9. ANÁLISIS DE LAS DISTINTAS ALTERNATIVAS PLANTEADASANTE EL BCE PARA INTENSIFICAR LA OBTENCIÓNDE CRÉDITO POR LAS PYMES; 10. LA FLEXIBILIZACIÓN EFECTUADA POR EL BCE DE SUPROGRAMA ASSET-BACKED SECURITIES 11. LA BAJADA DE TIPOS DE INTERÉS DESDE EL 0,5% AL0,25% |
| Record Nr. | UNINA-9910672125603321 |
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Calvo Vérgez Juan
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| Madrid : , : Dykinson, , 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Assessing Risk Assessment : Towards Alternative Risk Measures for Complex Financial Systems / / by Christian Hugo Hoffmann
| Assessing Risk Assessment : Towards Alternative Risk Measures for Complex Financial Systems / / by Christian Hugo Hoffmann |
| Autore | Hoffmann Christian Hugo |
| Edizione | [1st ed. 2017.] |
| Pubbl/distr/stampa | Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2017 |
| Descrizione fisica | 1 online resource (XIV, 377 p. 36 illus.) |
| Disciplina | 330.1 |
| Soggetto topico |
Economic theory
Financial crises Risk management Economic Theory/Quantitative Economics/Mathematical Methods Financial Crises Risk Management |
| ISBN | 3-658-20032-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910255037803321 |
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Hoffmann Christian Hugo
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| Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Gabler, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
| Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos |
| Autore | Elliott Douglas |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (83 p.) |
| Disciplina | 346.436082 |
| Altri autori (Persone) | SantosAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial institutions - Law and legislation
Bank capital - Law and legislation Bank loans Banks and Banking Finance: General Money and Monetary Policy Financial Risk Management Banks Depository Institutions Micro Finance Institutions Mortgages Investment Banking Venture Capital Brokerage Ratings and Ratings Agencies Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Financial services law & regulation Banking Monetary economics Economic & financial crises & disasters Liquidity requirements Basel III Credit Capital adequacy requirements Financial regulation and supervision Money Financial crises Banks and banking State supervision Asset requirements |
| ISBN |
1-4755-1198-1
1-4755-1197-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Executive Summary; Introduction; I. Literature Review; II. Qualitative Assessments of the Cost Impact of Regulatory Changes; Tables; 1. Basel III Impact on Credit and GDP Growth; 2. Major Regulatory Initiatives; 3. Impact of Major Regulatory Initiatives on U.S. Financial Institutions; III. Quantitative Analysis of Stand-Alone Reforms; A. Choice of Baseline Scenario; B. Translating Cost Changes to Credit Impacts; C. Estimating Changes to Lending rates; D. Capital Requirements; 4. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Region, End-2010; Figures
1. Effect of Basel III Changes on Common Equity Tier 1 Capital Ratios 5. Planned Mitigating Actions by U.S., European, and Japanese Banks; 6. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Bank Business; 2. Effect of Basel 2.5 and III on Common Equity Tier Capital Ratios; 7. Effects of Higher Capital Levels on Lending Rates; E. Liquidity Requirements; 8. Pro-forma Basel III Liquidity Ratios, End-2010; 9. Estimated Effects of Liquidity Changes on Lending Rates; F. Derivatives Requirements; 10. Effects of Derivatives Reforms on Banks per Year; G. Securitization Requirements 11. Estimated Effects of Derivatives Changes on Lending RatesH. Taxes and Fees; I. Integrated Effects on Credit Provision; 12. Annual Fees and Taxes on European and U.S. Banks; 13. Estimated Effects of Tax and Fee Changes on Lending Rates; 14. Cumulative Impact of Regulatory Reforms on Lending rates; 3. Effects of Changes in Key Parameter Assumptions on Lending Rates; IV. Uncertainties and Areas for Further Research; V. Conclusion; Appendix I. Supplementary Tables; Appendixes; I. Supplementary Tables; 16. European, Japanese, and U.S. Banks in the Sample 17. Planned De-Risking Measures, End-2010 Appendix II. Assumptions for the Credit Pricing Equation; II. Assumptions for the Credit Pricing Equation; References |
| Record Nr. | UNINA-9910786295603321 |
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Elliott Douglas
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos
| Assessing the Cost of Financial Regulation / / Douglas Elliott, Andre Santos |
| Autore | Elliott Douglas |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C. : , : International Monetary Fund, , 2012 |
| Descrizione fisica | 1 online resource (83 p.) |
| Disciplina | 346.436082 |
| Altri autori (Persone) | SantosAndre |
| Collana | IMF Working Papers |
| Soggetto topico |
Financial institutions - Law and legislation
Bank capital - Law and legislation Bank loans Banks and Banking Finance: General Money and Monetary Policy Financial Risk Management Banks Depository Institutions Micro Finance Institutions Mortgages Investment Banking Venture Capital Brokerage Ratings and Ratings Agencies Financial Institutions and Services: Government Policy and Regulation Financing Policy Financial Risk and Risk Management Capital and Ownership Structure Value of Firms Goodwill General Financial Markets: Government Policy and Regulation Monetary Policy, Central Banking, and the Supply of Money and Credit: General Financial Crises Financial services law & regulation Banking Monetary economics Economic & financial crises & disasters Liquidity requirements Basel III Credit Capital adequacy requirements Financial regulation and supervision Money Financial crises Banks and banking State supervision Asset requirements |
| ISBN |
1-4755-1198-1
1-4755-1197-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Contents; Executive Summary; Introduction; I. Literature Review; II. Qualitative Assessments of the Cost Impact of Regulatory Changes; Tables; 1. Basel III Impact on Credit and GDP Growth; 2. Major Regulatory Initiatives; 3. Impact of Major Regulatory Initiatives on U.S. Financial Institutions; III. Quantitative Analysis of Stand-Alone Reforms; A. Choice of Baseline Scenario; B. Translating Cost Changes to Credit Impacts; C. Estimating Changes to Lending rates; D. Capital Requirements; 4. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Region, End-2010; Figures
1. Effect of Basel III Changes on Common Equity Tier 1 Capital Ratios 5. Planned Mitigating Actions by U.S., European, and Japanese Banks; 6. Pro-forma Basel III Common Equity Tier 1 Capital Ratios by Bank Business; 2. Effect of Basel 2.5 and III on Common Equity Tier Capital Ratios; 7. Effects of Higher Capital Levels on Lending Rates; E. Liquidity Requirements; 8. Pro-forma Basel III Liquidity Ratios, End-2010; 9. Estimated Effects of Liquidity Changes on Lending Rates; F. Derivatives Requirements; 10. Effects of Derivatives Reforms on Banks per Year; G. Securitization Requirements 11. Estimated Effects of Derivatives Changes on Lending RatesH. Taxes and Fees; I. Integrated Effects on Credit Provision; 12. Annual Fees and Taxes on European and U.S. Banks; 13. Estimated Effects of Tax and Fee Changes on Lending Rates; 14. Cumulative Impact of Regulatory Reforms on Lending rates; 3. Effects of Changes in Key Parameter Assumptions on Lending Rates; IV. Uncertainties and Areas for Further Research; V. Conclusion; Appendix I. Supplementary Tables; Appendixes; I. Supplementary Tables; 16. European, Japanese, and U.S. Banks in the Sample 17. Planned De-Risking Measures, End-2010 Appendix II. Assumptions for the Credit Pricing Equation; II. Assumptions for the Credit Pricing Equation; References |
| Record Nr. | UNINA-9910809092103321 |
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Elliott Douglas
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| Washington, D.C. : , : International Monetary Fund, , 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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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 |
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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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Soggetto topico
-
Financial crises
(776)
- Financial Crises (190)
- Economic & financial crises & disasters (163)
- Finance (147)
- Banks and banking (134)