Browse

You are looking at 1 - 6 of 6 items :

Clear All
Sovereign Rating News and Financial Markets Spillovers
			: Evidence from the European Debt Crisis

Sovereign Rating News and Financial Markets Spillovers : Evidence from the European Debt Crisis »

Volume/Issue: 2011/68

Series: IMF Working Papers

Author(s): Bertrand Candelon , Amadou Sy , and Rabah Arezki

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

DOI: http://dx.doi.org/10.5089/9781455227112.001

ISBN: 9781455227112

Keywords: News, stock market, credit rating, credit rating agencies, bond, Financial Aspects of Economic Integration,

This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our main finding is that sovereign rating downgrades have statistically and economically...

Resolving Residential Mortgage Distress
			: Time to Modify?

Resolving Residential Mortgage Distress : Time to Modify? »

Volume/Issue: 2014/226

Series: IMF Working Papers

Author(s): Jochen Andritzky

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 December 2014

DOI: http://dx.doi.org/10.5089/9781484395745.001

ISBN: 9781484395745

Keywords: Debt overhang, foreclosure, housing crisis, mortgage distress, loan restructuring, mortgage, household debt, loan, Government Policy and Regulation,

In housing crises, high mortgage debt can feed a vicious circle of falling housing prices and declining consumption and incomes, leading to higher mortgage defaults and deeper recessions. In such situations, resolu...

Systemic Banking Crises Database
			: An Update

Systemic Banking Crises Database : An Update »

Volume/Issue: 2012/163

Series: IMF Working Papers

Author(s): Fabian Valencia , and Luc Laeven

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

DOI: http://dx.doi.org/10.5089/9781475505054.001

ISBN: 9781475505054

Keywords: banking, banking crises, recapitalization, bank claims, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General

We update the widely used banking crises database by Laeven and Valencia (2008, 2010) with new information on recent and ongoing crises, including updated information on policy responses and outcomes (i.e. fiscal c...

Resolving Residential Mortgage Distress

Resolving Residential Mortgage Distress »

Source: Resolving Residential Mortgage Distress : Time to Modify?

Volume/Issue: 2014/226

Series: IMF Working Papers

Author(s): Jochen Andritzky

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 17 December 2014

ISBN: 9781484395745

Keywords: Debt overhang, foreclosure, housing crisis, mortgage distress, loan restructuring, mortgage, household debt, loan, Government Policy and Regulation,

In housing crises, high mortgage debt can feed a vicious circle of falling housing prices and declining consumption and incomes, leading to higher mortgage defaults and deeper recessions. In such situations, resolu...

Sovereign Rating News and Financial Markets Spillovers

Sovereign Rating News and Financial Markets Spillovers »

Source: Sovereign Rating News and Financial Markets Spillovers : Evidence from the European Debt Crisis

Volume/Issue: 2011/68

Series: IMF Working Papers

Author(s): Bertrand Candelon , Amadou Sy , and Rabah Arezki

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2011

ISBN: 9781455227112

Keywords: News, stock market, credit rating, credit rating agencies, bond, Financial Aspects of Economic Integration,

This paper examines the spillover effects of sovereign rating news on European financial markets during the period 2007-2010. Our main finding is that sovereign rating downgrades have statistically and economically...

Systemic Banking Crises Database: An Update

Systemic Banking Crises Database: An Update »

Source: Systemic Banking Crises Database : An Update

Volume/Issue: 2012/163

Series: IMF Working Papers

Author(s): Fabian Valencia , and Luc Laeven

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 June 2012

ISBN: 9781475505054

Keywords: banking, banking crises, recapitalization, bank claims, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook: General

We update the widely used banking crises database by Laeven and Valencia (2008, 2010) with new information on recent and ongoing crises, including updated information on policy responses and outcomes (i.e. fiscal c...