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Financial Development and Economic Growth

Financial Development and Economic Growth »

Source: Financial Development and Economic Growth : An Overview

Volume/Issue: 2000/209

Series: IMF Working Papers

Author(s): Mohsin Khan , and Abdelhak Senhadji

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

ISBN: 9781451874747

Keywords: financial development, financial markets, growth, equation, statistics, stock market, stock market capitalization

In recent years there has been substantial theoretical and empirical work on the role that financial markets play in fostering economic growth and development. This paper provides a selective review of the literatu...

Financial Crises and the Composition of Cross-Border Lending*

Financial Crises and the Composition of Cross-Border Lending* »

Source: Financial Crises and the Composition of Cross-Border Lending

Volume/Issue: 2014/185

Series: IMF Working Papers

Author(s): Eugenio Cerutti , Galina Hale , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 October 2014

ISBN: 9781484361443

Keywords: syndicated loans, global financial crisis, BIS international banking statistics, Dealogic Loan Analytics, banking, bank assets, financial crisis, bank capital, General, Globalization: Finance,

We examine the composition and drivers of cross-border bank lending between 1995 and 2012, distinguishing between syndicated and non-syndicated loans. We show that on-balance sheet syndicated loan exposures account...

Foreign Currency Credit Ratings for Emerging Market Economies

Foreign Currency Credit Ratings for Emerging Market Economies »

Source: Foreign Currency Credit Ratings for Emerging Market Economies

Volume/Issue: 2001/191

Series: IMF Working Papers

Author(s): Roberto Perrelli , and Christian Mulder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

ISBN: 9781451859713

Keywords: foreign currency credit ratings, economic crises., statistics, autocorrelation, equation, short-term debt, covariance, International Lending and Debt Problems, General Financial Markets: Government Policy and Regulation, Economic Crises,

This paper examines how ratings for emerging market economies have been set. Given the high degree of autocorrelation in ratings, we use estimators that yield consistent parameters in the presence of such correlati...

The Impact of Changes in Stock Prices and House Priceson Consumption in OECD Countries

The Impact of Changes in Stock Prices and House Priceson Consumption in OECD Countries »

Source: The Impact of Changes in Stock Prices and House Priceson Consumption in OECD Countries

Volume/Issue: 2002/1

Series: IMF Working Papers

Author(s): Alexander Ludwig , and Torsten Sloek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

ISBN: 9781451841640

Keywords: wealth effect, panel cointegration, stock market, statistics, financial systems, stock prices, equation, Macroeconomics: Consumption, Saving, Production

This paper quantifies the different impact of stock and house prices on consumption using data for 16 OECD countries. The analysis finds that the long-run impact of an increase in stock prices and house prices is i...

Stock Market Liquidity and the Macroeconomy

Stock Market Liquidity and the Macroeconomy »

Source: Stock Market Liquidity and the Macroeconomy : Evidence from Japan

Volume/Issue: 2005/6

Series: IMF Working Papers

Author(s): Woon Choi , and David Cook

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2005

ISBN: 9781451860252

Keywords: Stock market liquidity, Liquidity shocks, standard deviation, stock market, statistics, Monetary Policy, Central Banking, and the Supply of Money and Credit: General, General Financial Markets: General (includes Measurement and Data),

In a liquid financial market, investors are able to sell large blocks of assets without substantially changing the price. We document a steep drop in the liquidity of the Japanese stock market in the post-bubble pe...

Consistent Quantitative Operational Risk Measurement and Regulation

Consistent Quantitative Operational Risk Measurement and Regulation »

Source: Consistent Quantitative Operational Risk Measurement and Regulation : Challenges of Model Specification, Data Collection and Loss Reporting

Volume/Issue: 2007/254

Series: IMF Working Papers

Author(s): Andreas Jobst

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 November 2007

ISBN: 9781451868173

Keywords: financial regulation, bank regulation, Basel Committee, Basel II, New Basel Capital Accord, fat tail behavior, extreme tail behavior, extreme value theory, g-and-h distribution, AMA

Amid increased size and complexity of the banking industry, operational risk has a greater potential to transpire in more harmful ways than many other sources of risk. This paper provides a succinct overview of the...

Financial Development and Economic Growth
			: An Overview

Financial Development and Economic Growth : An Overview »

Volume/Issue: 2000/209

Series: IMF Working Papers

Author(s): Mohsin Khan , and Abdelhak Senhadji

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2000

DOI: http://dx.doi.org/10.5089/9781451874747.001

ISBN: 9781451874747

Keywords: financial development, financial markets, growth, equation, statistics, stock market, stock market capitalization

In recent years there has been substantial theoretical and empirical work on the role that financial markets play in fostering economic growth and development. This paper provides a selective review of the literatu...

Financial Crises and the Composition of Cross-Border Lending

Financial Crises and the Composition of Cross-Border Lending »

Volume/Issue: 2014/185

Series: IMF Working Papers

Author(s): Eugenio Cerutti , Galina Hale , and Camelia Minoiu

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 16 October 2014

DOI: http://dx.doi.org/10.5089/9781484361443.001

ISBN: 9781484361443

Keywords: syndicated loans, global financial crisis, BIS international banking statistics, Dealogic Loan Analytics, banking, bank assets, financial crisis, bank capital, General, Globalization: Finance,

We examine the composition and drivers of cross-border bank lending between 1995 and 2012, distinguishing between syndicated and non-syndicated loans. We show that on-balance sheet syndicated loan exposures account...

Foreign Currency Credit Ratings for Emerging Market Economies

Foreign Currency Credit Ratings for Emerging Market Economies »

Volume/Issue: 2001/191

Series: IMF Working Papers

Author(s): Roberto Perrelli , and Christian Mulder

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2001

DOI: http://dx.doi.org/10.5089/9781451859713.001

ISBN: 9781451859713

Keywords: foreign currency credit ratings, economic crises., statistics, autocorrelation, equation, short-term debt, covariance, International Lending and Debt Problems, General Financial Markets: Government Policy and Regulation, Economic Crises,

This paper examines how ratings for emerging market economies have been set. Given the high degree of autocorrelation in ratings, we use estimators that yield consistent parameters in the presence of such correlati...

The Impact of Changes in Stock Prices and House Priceson Consumption in OECD Countries

The Impact of Changes in Stock Prices and House Priceson Consumption in OECD Countries »

Volume/Issue: 2002/1

Series: IMF Working Papers

Author(s): Alexander Ludwig , and Torsten Sloek

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2002

DOI: http://dx.doi.org/10.5089/9781451841640.001

ISBN: 9781451841640

Keywords: wealth effect, panel cointegration, stock market, statistics, financial systems, stock prices, equation, Macroeconomics: Consumption, Saving, Production

This paper quantifies the different impact of stock and house prices on consumption using data for 16 OECD countries. The analysis finds that the long-run impact of an increase in stock prices and house prices is i...