WORKING PAPER SERIES 214 - DO INFLATION-LINKED BONDS CONTAIN INFORMATION ABOUT FUTURE INFLATION? pptx
WORKING PAPER SERIES 214 - DO INFLATION-LINKED BONDS CONTAIN INFORMATION ABOUT FUTURE INFLATION? pptx
... exhibit no trend. Figure 1: BEIR and IPCA. This figure contains time series of the 3-, 6-, 1 2-, 1 8-, 2 4-, 3 0- month BEIR and the rate of change of the IPCA from April 2005 to July ... delinquency Ricardo Schechtman Oct/2009 ISSN 151 8-3 548 CGC 00.038.166/000 1-0 5 Working Paper Series Brasília n. 21...
Ngày tải lên: 29/03/2014, 06:21
Tài liệu WORKING PAPER SERIES: TRADING EUROPEAN SOVEREIGN BONDS THE MICROSTRUCTURE OF THE MTS TRADING PLATFORMS docx
... absence of trades re°ects no-news creating a safer environment for a market maker to lower its spread. 18 ECB Working Paper Series No. 432 January 2005 WORKING PAPER SERIES NO. 432 / JANUARY ... the 28 ECB Working Paper Series No. 432 January 2005 In 2005 all ECB publications will feature a motif taken from the €50 banknote. W ORKING PAPER SERIES NO. 432 / JANUARY...
Ngày tải lên: 16/02/2014, 02:20
WORKING PAPER SERIES NO 1487 / OCTOBER 2012: ASYMMETRIC INFORMATION IN CREDIT MARKETS, BANK LEVERAGE CYCLES AND MACROECONOMIC DYNAMICS doc
... maximize 14 WORKING PAPER SERIES NO 1487 / OCTOBER 2012 ASYMMETRIC INFORMATION IN CREDIT MARKETS, BANK LEVERAGE CYCLES AND MACROECONOMIC DYNAMICS Ansgar Rannenberg NOTE: This Working Paper should ... papers published in the ECB Working Paper Series can be found on the ECB’s website, http://www.ecb.europa.eu/pub/scientic/wps/date/html/index.en.html Macroprudential Resear...
Ngày tải lên: 22/03/2014, 21:20
Working PaPer SerieS no 1150 / January 2010: Do bank loanS anD creDit StanDarDS have an effect on outPut? a Panel aPProach for the euro area doc
... views expressed in this paper do not necessarily refl ect those of the European Central Bank. Information on all of the working papers published in the ECB’s Working Paper Series can be found ... growth ECB Working Paper Series No 1150 January 2010 27 Table 5 - Contnued Panel B: IV panel regression of GDP growth on loans growth and changes in credit standards 28 ECB...
Ngày tải lên: 15/03/2014, 10:20
WORKING PAPER SERIES NO 1394 / NOVEMBER 2011: BANK RISK DURING THE FINANCIAL CRISIS DO BUSINESS MODELS MATTER? pot
... combining ex-ante information on banks’ market-to-book values with data on their ex-post realization of risk. We hypothesize that those banks which created high levels of market-to-book value ... Capital ,,2,10, __ ___ _*_ (1) WORKING PAPER SERIES NO 1394 / NOVEMBER 2011 by Yener Altunbas, Simone Manganelli and David Marques-Ibanez BANK RISK DURING THE FINANCIAL CRISIS DO B...
Ngày tải lên: 15/03/2014, 10:20
WORKING PAPER SERIES NO. 548 / NOVEMBER 2005: THE LINK BETWEEN INTEREST RATES AND EXCHANGE RATES DO CONTRACTIONARY DEPRECIATIONS MAKE A DIFFERENCE? doc
... looking, 28 ECB Working Paper Series No. 548 November 2005 In 2005 all ECB publications will feature a motif taken from the €50 banknote. WORKING PAPER SERIES NO. 548 / NOVEMBER 2005 This paper can be downloaded ... specialises in the 18 ECB Working Paper Series No. 548 November 2005 WORKING PAPER SERIES NO. 548 / NOVEMBER 2005 THE LINK BETWEEN INTEREST RATES AN...
Ngày tải lên: 22/03/2014, 23:20
WORKING PAPER SERIES 141 - FORECASTING BONDS YIELDS IN THE BRAZILIAN FIXED INCOME MARKET ppt
... Benjamin M. Tabak August, 2007 Working Paper Series 0% 5% 10% 15% 20% 25% 30% May-96 Nov-96 May-97 Nov-97 May-98 Nov-98 May-99 Nov-99 May-00 Nov-00 Figure 1: 1, 2, 3, 6 and 12-months yields for the Brazilian ... 3-months 6-months 12-months DM p-value DM p-value DM p-value DM p-value y 1 DL -2 .33 0.99 -0 .13 0.55 0.50 0.31 3.26 0.00 y 2 DL -1 .84 0.97 0.34 0.37 0.64 0.26 5.27 0...
Ngày tải lên: 29/03/2014, 06:21
Working paper series the phillips curve and long-term unemployment
... 197 3-0 2 11.06 6.89 -0 .643 -1 .015 0.733 7.962 (0.124) (0.182) (0.060) 0.000 Denmark 198 3-0 2 7.14 2.09 -0 .268 -1 .381 0.741 5.092 (0.112) (0.552) (0.065) 0.035 Finland 197 8-0 2 8.40 2.23 -1 .168 -0 .743 ... 196 9-0 2 9.91 4.48 -0 .232 -0 .620 0.768 8.136 (0.051) (0.116) (0.108) 0.000 Germany 197 3-0 2 7.10 3.18 -0 .350 -0 .592 0.630 9.471 (0.129)...
Ngày tải lên: 24/10/2012, 09:11
Economic Policy Research Institute EPRI Working Paper Series pot
... Eric R. Young. 2008. “A Quantitative Theory of Information and Unsecured Credit.” Working Paper 0 8-0 6, Federal Reserve Bank of Richmond Working Paper Series. Ausubel, Lawrence. 1991. “The Failure ... Igor Livshits, James MacGee and Michèle Tertilt Working Paper # 201 1-1 June 2011 Economic Policy Research Institute EPRI Working Paper Series Departme...
Ngày tải lên: 06/03/2014, 08:20
WORKING PAPER SERIES NO. 398 / OCTOBER 2004: MERGERS AND ACQUISITIONS AND BANK PERFORMANCE IN EUROPE THE ROLE OF STRATEGIC SIMILARITIES potx
... Comparing ex- and post-merger performance among European banks, Vander Vennet (1996) finds that domestic mergers of similar-sized partners are profitability- enhancing. 10 ECB Working Paper Series ... size -0 .443 * -0 .335 * 0.325 * 0.327 * (0.0516) (0.0495) (0.0607) (0.0587) Bidder performance level -0 .538 * -0 .540 * -0 .468 * -0 .494 * (0.0153) (0.0148) (0.0358) (...
Ngày tải lên: 06/03/2014, 09:22