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Habit Formation and Persistence in Individual Asset Portfolio Holdings

Habit Formation and Persistence in Individual Asset Portfolio Holdings »

Source: Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy

Volume/Issue: 2006/29

Series: IMF Working Papers

Author(s): Sònia Muñoz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

ISBN: 9781451862898

Keywords: Portfolio Allocations, Incomplete Markets, Habits, Multiperiod Multinomial Probit, bonds, financial assets, correlation, probability, probabilities, Personal Income

This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the dynamics of asset portfolio ownership. The household asset portfolio decision is a choice among discrete alternat...

Bank Risk-Taking and Competition Revisited

Bank Risk-Taking and Competition Revisited »

Source: Bank Risk-Taking and Competition Revisited : New Theory and New Evidence

Volume/Issue: 2006/297

Series: IMF Working Papers

Author(s): Gianni De Nicolo , Abu M. Jalal , and John Boyd

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

ISBN: 9781451865578

Keywords: Bank Competition, Concentration, Risk, Asset Allocations, banking, predictions, instrumental variables, probability, bank profits, Oligopoly and Other Imperfect Markets,

This paper studies two new models in which banks face a non-trivial asset allocation decision. The first model (CVH) predicts a negative relationship between banks' risk of failure and concentration, indicating a t...

Habit Formation and Persistence in Individual Asset Portfolio Holdings
			: The Case of Italy

Habit Formation and Persistence in Individual Asset Portfolio Holdings : The Case of Italy »

Volume/Issue: 2006/29

Series: IMF Working Papers

Author(s): Sònia Muñoz

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2006

DOI: http://dx.doi.org/10.5089/9781451862898.001

ISBN: 9781451862898

Keywords: Portfolio Allocations, Incomplete Markets, Habits, Multiperiod Multinomial Probit, bonds, financial assets, correlation, probability, probabilities, Personal Income

This paper uses six waves of the Bank of Italy Survey of Households Income and Wealth to explore the dynamics of asset portfolio ownership. The household asset portfolio decision is a choice among discrete alternat...

Bank Risk-Taking and Competition Revisited
			: New Theory and New Evidence

Bank Risk-Taking and Competition Revisited : New Theory and New Evidence »

Volume/Issue: 2006/297

Series: IMF Working Papers

Author(s): Gianni De Nicolo , Abu M. Jalal , and John Boyd

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 December 2006

DOI: http://dx.doi.org/10.5089/9781451865578.001

ISBN: 9781451865578

Keywords: Bank Competition, Concentration, Risk, Asset Allocations, banking, predictions, instrumental variables, probability, bank profits, Oligopoly and Other Imperfect Markets,

This paper studies two new models in which banks face a non-trivial asset allocation decision. The first model (CVH) predicts a negative relationship between banks' risk of failure and concentration, indicating a t...