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  • 1
    Book
    Book
    Testing for output convergence : a re-examination (2000)
    Munich :CESifo,
    Details
    UID:
    almafu_BV026956102
    Format: 29 S.
    Series Statement: CESifo working paper series 319
    Note: Literaturverz. S. 20 - 23
    Language: English
    Subjects: Economics
    RVK:
    QB 910
    Keywords: Produktivität ; Internationaler Vergleich
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    Book
  • 2
    Book
    Book
    The Greek crisis : causes and consequences (2011)
    München :CESifo,
    Details
    UID:
    almafu_BV039940776
    Format: ca. 13 S. : , graph. Darst.
    Series Statement: CESifo working papers 3663 : Category 6, Fiscal policy, macroeconomics and growth
    Language: English
    Subjects: Economics
    RVK:
    QB 910
    URL: Volltext  (kostenfrei)
    URL: Volltext  (kostenfrei)
    URL: Volltext  (kostenfrei)
    URL: Volltext  (kostenfrei)
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    Book
    Fulltext
    Fulltext
    Fulltext
    Fulltext
  • 3
    Book
    Book
    What do we know about recent exchange models? : In-sample fit and out-of-sample performance evaluated ; presented at Venice Summer Institute, July 2002 (2002)
    Munich :CESifo,
    Details
    UID:
    almafu_BV026956510
    Format: 38 S. : , graph. Darst.
    Series Statement: CESifo working papers 902 : Category 6, Monetary policy and international finance
    Note: Auch im Internet unter den Adressen www.SSRN.com und www.CESifo.de verfügbar. - Literaturverz. S. 19 - 22
    Language: English
    Subjects: Economics
    RVK:
    QB 910
    Keywords: Wechselkurs ; Prognose ; Modell
    Author information: Chinn, Menzie David
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    Book
  • 4
    Book
    Book
    Market structure, technology spillovers, and persistence in productivity differentials (2001)
    Munich : CES | Munich : Ifo
    Details
    UID:
    b3kat_BV013948367
    Format: 33 S.
    Series Statement: CESifo working papers 517
    Note: Auch im Internet unter der Adresse www.SSRN.com oder www.CESifo.de verfügbar
    Language: English
    Subjects: Economics
    RVK:
    QB 910
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    Book
  • 5
    Book
    Book
    Productivity differences in OECD countries / (2000)
    Munich :CESifo,
    Details
    UID:
    almafu_BV026956104
    Format: 26 S. : , graph. Darst.
    Series Statement: CESifo working paper series 318
    Language: English
    Subjects: Economics
    RVK:
    QB 910
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    Book
  • 6
    Online Resource
    Online Resource
    The use of mortgage covered bonds / (2007)
    [Washington, D.C.] :International Monetary Fund,
    Details
    UID:
    edoccha_9958123905102883
    Format: 1 online resource (23 p.)
    ISBN: 1-4623-1548-8 , 1-4527-1279-4 , 1-283-51767-1 , 9786613830128 , 1-4519-1037-1
    Series Statement: IMF working paper ;
    Content: The rapid mortgage credit growth experienced in recent years in mature and emerging countries has raised some stability concerns. Many European credit institutions in mature markets have reacted by increasing securitization, particularly via mortgage covered bonds. From the issuer's perspective, these instruments have become an attractive funding source and a tool for assetliability management; from the investor's perspective, covered bonds enjoy a favorable risk-return profile and a very liquid market. In this paper, we examine the two largest "jumbo" covered bond markets, Germany and Spain. We show how movements in covered bond prices can be used to analyze the credit developments of the underlying issuer and the quality of its mortgage portfolio. Our analysis also suggests that mortgage covered bonds could be of interest to other mature and emerging markets facing similar risks related to mortgage credit.
    Note: Description based upon print version of record. , Contents; I. Introduction; II. The European Mortgage Covered Bond Market; Figures; 1. Outstanding Volume of German Jumbo Mortgage Pfandbriefe and; 2. Covered Bond Legislation Across European Markets; III. Assessing the Credit Risk of Covered Bonds via Asset Swap Spreads; 3. Different Measures of Credit Risk; IV. The Jumbo Covered Bond Market: The German Pfandbriefe and the Spanish Cédulas Hipotecarias; A. The German Mortgage Pfandbriefe; B. The Spanish Cédulas Hipotecarias; 4. Asset Swap Spreads of Jumbo Mortgage Pfandbriefe , 5. Cédulas Hipotecarias: Overcollateralization of the Largest Four Credit Institutions6. Club Funding with Cédulas Hipotecarias; 7: Asset Swap Spreads of Jumbo Cédulas Hipotecarias; V. Conclusions; References; References; Appendixes; I: Asset Swap Calculation: an Application to Spanish Covered Bonds; II: Regulatory Framework for Pfandbriefe and Cédulas Hipotecarias , English
    Additional Edition: ISBN 1-4518-6584-8
    Language: English
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    Online Resource
  • 7
    Online Resource
    Online Resource
    Financial Sector Projections and Stress Testing in Financial Programming : A New Framework (2006)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    almafu_9958123900102883
    Format: 1 online resource (29 p.)
    ISBN: 1-4623-7100-0 , 1-283-51649-7 , 9786613828941 , 1-4519-0829-6
    Series Statement: IMF Working Papers
    Content: This paper proposes a framework to check for consistency between the IMF's standard country surveillance tool, namely medium-term projections of the macroeconomic framework (including the real, fiscal, external, and monetary sectors), and the financial sector. Consistency here entails that the financial sector remain solvent in the medium term under the assumptions of the macroeconomic framework and that the macroeconomic framework is fine-tuned should threats to financial sector solvency arise as a result of assumptions underlying the medium-term macroeconomic framework projections. The proposed framework can also be used to conduct sensitivity analysis of the aggregated financial sector to various types of risks, including foreign exchange, interest rate, and credit risk. For surveillance purposes, this framework can easily be integrated into one of the standard sectoral files so that any update to the macroeconomic framework automatically feeds into the financial sector medium-term projections. We anticipate the proposed framework to be of interest to IMF economists as well as outside analysts.
    Note: Bibliographic Level Mode of Issuance: Monograph , English
    Additional Edition: ISBN 1-4527-8345-4
    Additional Edition: ISBN 1-4518-6293-8
    Language: English
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    Online Resource
  • 8
    Online Resource
    Online Resource
    Usability of Bank Capital Buffers: The Role of Market Expectations / (2022)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    almafu_9960178744202883
    Format: 1 online resource (61 pages)
    ISBN: 979-84-00-20264-3
    Series Statement: IMF Working Papers
    Content: Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value creation from a larger loan book offsets the costs associated with a capital shortfall. Using market expectations, we calibrate a framework for assessing the usability of buffers. Our results suggest that the cases in which the use of buffers make economic sense are rare in practice.
    Additional Edition: ISBN 1-61635-893-9
    Language: English
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    Online Resource
  • 9
    Online Resource
    Online Resource
    Empirical Exchange Rate Models of the Nineties : Are Any Fit to Survive? (2004)
    Washington, D.C. :International Monetary Fund,
    Details
    UID:
    almafu_9958096574102883
    Format: 1 online resource (37 p.)
    ISBN: 1-4623-0054-5 , 1-4519-9048-0 , 1-281-60164-0 , 9786613782335 , 1-4518-9594-1
    Series Statement: IMF Working Papers
    Content: We reassess exchange rate prediction using a wider set of models that have been proposed in the last decade. The performance of these models is compared against two reference specifications-purchasing power parity and the sticky-price monetary model. The models are estimated in first-difference and error-correction specifications, and model performance is evaluated at forecast horizons of 1, 4, and 20 quarters, using the mean squared error, direction of change metrics, and the "consistency" test of Cheung and Chinn (1998). Overall, model/specification/currency combinations that work well in one period do not necessarily work well in another period.
    Note: Description based upon print version of record. , ""Contents""; ""I. INTRODUCTION""; ""II. THEORETICAL MODELS""; ""III. DATA, ESTIMATION, AND FORECASTING COMPARISON""; ""IV. COMPARING THE FORECAST PERFORMANCE""; ""V. CONCLUDING REMARKS""; ""ACKNOWLEDGMENTS""; ""DATA""; ""EVALUATING FORECAST ACCURACY""; ""References"" , English
    Additional Edition: ISBN 1-4518-4949-4
    Language: English
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    Online Resource
  • 10
    Online Resource
    Online Resource
    Usability of bank capital buffers : the role of market expectations (2022)
    [Washington, D.C.] : International Monetary Fund
    Details
    UID:
    gbv_1797756540
    Format: 1 Online-Ressource (circa 61 Seiten) , Illustrationen
    ISBN: 9781616358938
    Series Statement: Working paper / International Monetary Fund WP/22, 21
    Content: Following the COVID shock, supervisors encouraged banks to use capital buffers to support the recovery. However, banks have been reluctant to do so. Provided the market expects a bank to rebuild its buffers, any draw-down will open up a capital shortfall that will weigh on its share price. Therefore, a bank will only decide to use its buffers if the value creation from a larger loan book offsets the costs associated with a capital shortfall. Using market expectations, we calibrate a framework for assessing the usability of buffers. Our results suggest that the cases in which the use of buffers make economic sense are rare in practice
    Additional Edition: Erscheint auch als Druck-Ausgabe Abad, José Usability of Bank Capital Buffers: The Role of Market Expectations Washington, D.C. : International Monetary Fund, 2022 ISBN 9781616358938
    Language: English
    Keywords: Graue Literatur
    DOI: 10.5089/9781616358938.001
    URL: kostenfrei
    URL: kostenfrei
    URL: kostenfrei
    URL: kostenfrei
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    Online Resource
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