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Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis1

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis1 »

Source: Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis

Volume/Issue: 2012/174

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , Estelle Liu , and Jochen M. Schmittmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2012

ISBN: 9781475505221

Keywords: equity returns, sovereign debt crisis, regulatory capital, panel data econometrics, banking, tier 1 capital, bank bond, General Financial Markets,

This study finds that equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis have been driven mainly by weak growth prospects and heightened sovereign risk an...

Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions

Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions »

Source: Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions

Volume/Issue: 1999/128

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1999

ISBN: 9781451855036

Keywords: Saving behavior, OECD, cross-country studies, panel data models, slope heterogeneity, dynamics, Ricardian effect, time series, mean group, correlation

This paper examines the extent to which conclusions of cross-country studies of private savings are robust to allowing for the possible heterogeneity of savings behavior across countries and the inclusion of dynami...

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis

Equity Returns in the Banking Sector in the Wake of the Great Recession and the European Sovereign Debt Crisis »

Volume/Issue: 2012/174

Series: IMF Working Papers

Author(s): Jorge Chan-Lau , Estelle Liu , and Jochen M. Schmittmann

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 July 2012

DOI: http://dx.doi.org/10.5089/9781475505221.001

ISBN: 9781475505221

Keywords: equity returns, sovereign debt crisis, regulatory capital, panel data econometrics, banking, tier 1 capital, bank bond, General Financial Markets,

This study finds that equity returns in the banking sector in the wake of the Great Recession and the European sovereign debt crisis have been driven mainly by weak growth prospects and heightened sovereign risk an...

Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions

Neglected Heterogeneity and Dynamics in Cross-Country Savings Regressions »

Volume/Issue: 1999/128

Series: IMF Working Papers

Author(s): International Monetary Fund

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1999

DOI: http://dx.doi.org/10.5089/9781451855036.001

ISBN: 9781451855036

Keywords: Saving behavior, OECD, cross-country studies, panel data models, slope heterogeneity, dynamics, Ricardian effect, time series, mean group, correlation

This paper examines the extent to which conclusions of cross-country studies of private savings are robust to allowing for the possible heterogeneity of savings behavior across countries and the inclusion of dynami...