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Denmark

Denmark »

Source: Denmark : Financial Sector Assessment Program: Technical Note: The Danish Mortgage Market: A Comparative Analysis

Volume/Issue: 2007/123

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2007

ISBN: 9781451811209

Keywords: mortgage, bonds, mortgage bonds, bond

This technical note presents a comparative analysis of the Danish Mortgage Market. It discusses the particularities of the regulatory framework of the Danish mortgage system. The note compares and contrasts mortgag...

Denmark

Denmark »

Source: Denmark : Financial Sector Assessment Program-Technical Note-Review of Danish Capital Market

Volume/Issue: 2007/121

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2007

ISBN: 9781451811186

Keywords: stock exchange, bonds, mortgage bonds, bond

This technical note discusses the structure of the Danish capital market and related issues. The focus is on the organization and functioning of domestic securities markets. The note provides a regional perspective...

Denmark: Systemic Issues in Mortgage Loans and Covered Bond Finance

Denmark: Systemic Issues in Mortgage Loans and Covered Bond Finance »

Source: Denmark : Systemic Issues in Mortgage Loans and Covered Bond Finance: Technical Note

Volume/Issue: 2014/349

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 December 2014

ISBN: 9781498327572

Keywords: mortgage, mortgage loans, bond

This technical note analyzes systemic issues in mortgage loans and covered bond finance in Denmark. Mortgage lending has seen significant product innovation in recent years. Loans with adjustable interest rates and...

The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality

The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality »

Source: The Equity Premium Puzzle, Ambiguity Aversion, and Institutional Quality

Volume/Issue: 2007/230

Series: IMF Working Papers

Author(s): Abbas Mirakhor , and S. Erbas

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 2007

ISBN: 9781451867947

Keywords: Equity Premium, Risk and Knightian Uncertainty, Ambiguity Aversion, bond, probability, correlation, stock market, bond market,

With cross-section data from 53 emerging and mature markets, we provide evidence that equity premium puzzle is a global phenomenon. In addition to risk aversion, equity premium may reflect ambiguity aversion. We ex...

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions »

Source: The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

Volume/Issue: 2010/153

Series: IMF Working Papers

Author(s): Jiri Podpiera , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

ISBN: 9781455201365

Keywords: Large Complex Financial Institutions, dynamic panel data, CAMELS, vulnerability analysis, bond, autocorrelation, corporate bond, statistics, standard errors, Financial Institutions and Services: Government Policy and Regulation

This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly d...

Denmark
			: Financial Sector Assessment Program-Technical Note-Review of Danish Capital Market

Denmark : Financial Sector Assessment Program-Technical Note-Review of Danish Capital Market »

Volume/Issue: 2007/121

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2007

DOI: http://dx.doi.org/10.5089/9781451811186.002

ISBN: 9781451811186

Keywords: stock exchange, bonds, mortgage bonds, bond

This technical note discusses the structure of the Danish capital market and related issues. The focus is on the organization and functioning of domestic securities markets. The note provides a regional perspective...

Denmark
			: Financial Sector Assessment Program:  Technical Note:  The Danish Mortgage Market:  A Comparative Analysis

Denmark : Financial Sector Assessment Program: Technical Note: The Danish Mortgage Market: A Comparative Analysis »

Volume/Issue: 2007/123

Series: IMF Staff Country Reports

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 23 March 2007

DOI: http://dx.doi.org/10.5089/9781451811209.002

ISBN: 9781451811209

Keywords: mortgage, bonds, mortgage bonds, bond

This technical note presents a comparative analysis of the Danish Mortgage Market. It discusses the particularities of the regulatory framework of the Danish mortgage system. The note compares and contrasts mortgag...

Denmark
			: Systemic Issues in Mortgage Loans and Covered Bond Finance:  Technical Note

Denmark : Systemic Issues in Mortgage Loans and Covered Bond Finance: Technical Note »

Volume/Issue: 2014/349

Series: IMF Staff Country Reports

Author(s): International Monetary Fund. Monetary and Capital Markets Department

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 18 December 2014

DOI: http://dx.doi.org/10.5089/9781498327572.002

ISBN: 9781498327572

Keywords: mortgage, mortgage loans, bond

This technical note analyzes systemic issues in mortgage loans and covered bond finance in Denmark. Mortgage lending has seen significant product innovation in recent years. Loans with adjustable interest rates and...

Spillovers to and from the Nordic Economies
			: A Macroeconometric Model Based Analysis

Spillovers to and from the Nordic Economies : A Macroeconometric Model Based Analysis »

Volume/Issue: 2013/225

Series: IMF Working Papers

Author(s): Francis Vitek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 05 November 2013

DOI: http://dx.doi.org/10.5089/9781475514667.001

ISBN: 9781475514667

Keywords: Spillover analysis, Trade linkages, Financial linkages, External risks, Policy coordination, bond, domestic demand, world economy, stock market, financial market

This paper analyzes the transmission of shocks and policies among and across the Nordic economies and the rest of the world. This spillover analysis is based on a pair of estimated structural macroeconometric model...

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions

The Fundamental Determinants of Credit Default Risk for European Large Complex Financial Institutions »

Volume/Issue: 2010/153

Series: IMF Working Papers

Author(s): Jiri Podpiera , and Inci Ötker

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2010

DOI: http://dx.doi.org/10.5089/9781455201365.001

ISBN: 9781455201365

Keywords: Large Complex Financial Institutions, dynamic panel data, CAMELS, vulnerability analysis, bond, autocorrelation, corporate bond, statistics, standard errors, Financial Institutions and Services: Government Policy and Regulation

This paper attempts to identify the fundamental variables that drive the credit default swaps during the initial phase of distress in selected European Large Complex Financial Institutions (LCFIs). It uses yearly d...