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 BEIRand 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. 214 Oct. 2010 p. 1-3 0 ... between thebreak-even and future inﬂations. We showed that the break-even inﬂation isinformative about future inﬂation over horizons of 3, 6, 24 and 30 months.For the 3- and 6-month horizons,...

Tài liệu WORKING PAPER SERIES: TRADING EUROPEAN SOVEREIGN BONDS THE MICROSTRUCTURE OF THE MTS TRADING PLATFORMS docx

... absence of trades re°ects no-news creatinga safer environment for a market maker to lower its spread.18ECB Working Paper Series No. 432January 2005 WORKING PAPER SERIES NO. 432 / JANUARY ... the28ECB Working Paper Series No. 432January 2005In 2005 all ECB publications will feature a motif taken from the €50 banknote.W ORKING PAPER SERIES NO. 432 / JANUARY 2005This paper can be downloaded ... record.13ECB Working Paper Series No. 432January 2005The latter platform o®ers trading only in the running benchmark bonds while the local platformso®ers trading in non-benchmark bonds as well....

WORKING PAPER SERIES NO 1487 / OCTOBER 2012: ASYMMETRIC INFORMATION IN CREDIT MARKETS, BANK LEVERAGE CYCLES AND MACROECONOMIC DYNAMICS doc

... maximize14 WORKING PAPER SERIES NO 1487 / OCTOBER 2012ASYMMETRIC INFORMATION IN CREDIT MARKETS, BANK LEVERAGE CYCLES AND MACROECONOMIC DYNAMICSAnsgar RannenbergNOTE: 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/scientic/wps/date/html/index.en.htmlMacroprudential Research NetworkThis paper ... authors.This paper can be downloaded without charge from http://www.ecb.europa.eu or from the Social Science Research Network electronic library at http://ssrn.com/abstract_id=203 4214. Information...

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 ... growthECB Working Paper Series No 1150January 201027Table 5 - ContnuedPanel B: IV panel regression of GDP growth on loans growth and changes in credit standards28ECB Working Paper Series No ... historical highduring the …rst qu arter of 2008.18ECB Working Paper Series No 1150January 2010 Working PaPer SerieS no 1150 / January 2010 Do bank loanS anD creDit StanDarDS have an effect...

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 2011by Yener Altunbas, Simone Manganelli and David Marques-IbanezBANK RISK DURING THE FINANCIAL CRISIS DO BUSINESS MODELS MATTER?MACROPRUDENTIAL ... based on stock market information. 21ECB Working Paper Series No 1394November 2011iii. Central bank liquidity demand (bid) – Our third measure of bank risk is based on information on liquidity...

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WORKING PAPER SERIES NO. 548 / NOVEMBER 2005: THE LINK BETWEEN INTEREST RATES AND EXCHANGE RATES DO CONTRACTIONARY DEPRECIATIONS MAKE A DIFFERENCE? doc

... looking,28ECB Working Paper Series No. 548November 2005In 2005 all ECB publications will feature a motif taken from the €50 banknote. WORKING PAPER SERIES NO. 548 / NOVEMBER 2005This paper can be downloaded ... specialises in the18ECB Working Paper Series No. 548November 2005 WORKING PAPER SERIES NO. 548 / NOVEMBER 2005THE LINK BETWEENINTEREST RATES ANDEXCHANGE RATES DO CONTRACTIONARYDEPRECIATIONS ... contemporaneously.9ECB Working Paper Series No. 548November 2005framework. As in the original speci…cation, I use backward-looking in‡ation-ary expectations6and forward-looking …nancial markets....

WORKING PAPER SERIES 141 - FORECASTING BONDS YIELDS IN THE BRAZILIAN FIXED INCOME MARKET ppt

... Benjamin M. TabakAugust, 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-00Figure 1: 1, 2, 3, 6 and 12-months yields for the Brazilian ... 3-months 6-months 12-monthsDM p-value DM p-value DM p-value DM p-valuey1DL -2 .33 0.99 -0 .13 0.55 0.50 0.31 3.26 0.00y2DL -1 .84 0.97 0.34 0.37 0.64 0.26 5.27 0.00y3DL -1 .38 0.92 0.47 0.32 ... 0.01y6DL -0 .84 0.80 0.042 0.48 0.43 0.33 -0 .11 0.54y12DL -1 .88 0.97 -0 .69 0.75 -0 .51 0.70 -0 .63 0.74y1Aﬃne -0 .26 0.60 0.81 0.21 0.72 0.24 0.07 0.47y2Aﬃne -0 .47 0.68 0.78 0.22 0.54 0.29 -0 .06...

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) 0.000Denmark 198 3-0 2 7.14 2.09 -0 .268 -1 .381 0.741 5.092(0.112) (0.552) (0.065) 0.035Finland 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) 0.000Germany 197 3-0 2 7.10 3.18 -0 .350 -0 .592 0.630 9.471(0.129) (0.173) (0.035) 0.000Greece 198 3-0 2 9.06 4.50 -0 .739 -2 .074 ... 0.000Spain 197 7-0 2 17.65 9.45 -0 .243 -0 .847 0.942 17.880(0.053) (0.167) (0.013) 0.000Sweden 197 1-0 2 4.33 0.93 -0 .475 -0 .653 0.659 3.160(0.079) (0.104) (0.084) 0.085UK 197 3-0 2 8.39 3.32 -1 .045 -2 .587...

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 ofRichmond 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 Department of Economics Department ... their e ndowments and make default d ecisions.2.b Non-defaulting households repay their loans.10In an earlier version of the paper, we treated the risk-free contract symmetrically. This does not...

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 Europeanbanks, Vander Vennet (1996) finds that domestic mergers of similar-sized partners are profitability-enhancing.10ECB 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) (0.0358)Efficiency -0 .057* -0 .044*(0.0057) ... path-dependence andthe evolution of post-acquisition practices in the U.S. banking industry,University of Pennsylvania, The Wharton School Working Paper Series 10.30ECB Working Paper Series...

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