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1. |
Title:
Risk Exposures and Financial Spillovers in Tranquil and Crisis Times: Bank-Level Evidence
Author/Editor: Poirson, Hélène ; Schmittmann, Jochen M.
Series: Working Paper No. 13/142
Published: June 5, 2013
Subject(s): Banks | Financial institutions | United States | United Kingdom | Germany | France | Europe | Financial risk | Stock prices | Spillovers | Financial crisis | Cross country analysis
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2. |
Title:
How Risky Are Banks’ Risk Weighted Assets? Evidence from the Financial Crisis
Author/Editor: Das, Sonali ; Sy, Amadou N. R.
Series: Working Paper No. 12/36
Published: January 1, 2012
Subject(s): Asset management | Bank supervision | Banks | Credit risk | Financial crisis | Global Financial Crisis 2008-2009 | Investment | Stock prices
Author's keyword(s):
Banks
| capital
| crisis
| liquidity
| regulation
| risk weighted assets
| Basel III
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3. |
Title:
Did the Euro Crisis Affect Non-financial Firm Stock Prices through a Financial or Trade Channel?
Author/Editor: Claessens, Stijn ; Tong, Hui ; Zuccardi, Igor
Series: Working Paper No. 11/227
Published: September 1, 2011
Subject(s): Capital markets | Corporate sector | Euro Area | Europe | Financial crisis | Sovereign debt | Spillovers | Stock prices | Trade
Author's keyword(s):
Euro crisis; non-financial firms; financial channel; trade channel
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4. |
Title:
New Shocks and Asset Price Volatility in General Equilibrium
Author/Editor: Matsumoto, Akito ; Cova, Pietro ; Pisani, Massimiliano ; Rebucci, Alessandro
Series: Working Paper No. 11/110
Published: May 1, 2011
Subject(s): Asset prices | Business cycles | Economic models | External shocks | Monetary policy | Productivity | Stock prices
Author's keyword(s):
New shocks
| Equity Prices
| Productivity
| Monetary Policy
| Asset Price; volatility
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5. |
Title:
Financial Cycles: What? How? When?
Author/Editor: Claessens, Stijn ; Kose, M. Ayhan ; Terrones, Marco
Series: Working Paper No. 11/76
Published: April 1, 2011
Subject(s): Business cycles | Capital markets | Credit | Demand | Developed countries | Housing prices | Stock prices
Author's keyword(s):
Credit booms; credit cycles; asset busts; crunches; house prices; equity prices.
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6. |
Title:
Additions to Market Indices and the Comovement of Stock Returns Around the World
Author/Editor: Claessens, Stijn ; Yafeh, Yishay
Series: Working Paper No. 11/47
Published: March 1, 2011
Subject(s): Cross country analysis | Demand | International capital markets | Investment | Stock markets | Stock prices
Author's keyword(s):
Index inclusion; stock price comovements; category
| habitat and information theories; index-based investment
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7. |
Title:
Rebalancing in Japan: The Role of Private Consumption
Author/Editor: Tokuoka, Kiichi
Series: Working Paper No. 10/293
Published: December 1, 2010
Subject(s): Balance of trade | Demand | Housing prices | Income | Japan | Private consumption | Private investment | Private savings | Private sector | Stock prices | Wages
Author's keyword(s):
Rebalancing
| Private consumption
| Disposable income
| Property income
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8. |
Title:
U.S. Monetary Shocks and Global Stock Prices
Author/Editor: Laeven, Luc ; Tong, Hui
Series: Working Paper No. 10/278
Published: December 1, 2010
Subject(s): Corporate sector | Cross country analysis | Economic models | Interest rate policy | International capital markets | Monetary policy | Monetary transmission mechanism | Stock prices | United States
Author's keyword(s):
Monetary policy; asset prices; monetary transmission; financial constraints
| asset allocation
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9. |
Title:
Sudden Stops, Output Drops, and Credit Collapses
Author/Editor: Dagher, Jihad
Series: Working Paper No. 10/176
Published: July 1, 2010
Subject(s): Stock prices | Southeast Asia | Borrowing | Financial crisis | External shocks | Capital flows | Credit | Current account
Author's keyword(s):
Financial liberalization
| welfare gain
| financial deepening
| economic growth
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10. |
Title:
Macroeconomic Patterns and Monetary Policy in the Run-up to Asset Price Busts
Author/Editor: Kannan, Prakash ; Rabanal, Pau ; Scott, Alasdair
Series: Working Paper No. 09/252
Published: November 1, 2009
Subject(s): Asset prices | Credit expansion | Housing prices | Monetary policy | Price increases | Stock prices
Author's keyword(s):
Asset Prices; Credit; Monetary Policy
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11. |
Title:
The Stock of Intangible Capital in Canada: Evidence from the Aggregate Value of Securities
Author/Editor: Belhocine, Nazim
Series: Working Paper No. 09/250
Published: November 1, 2009
Subject(s): Accounting | Canada | Capital | Capital goods | Corporate sector | Economic models | Investment | National income accounts | Stock markets | Stock prices
Author's keyword(s):
q-Theory
| Unrecorded Capital
| Intangible Capital.
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12. |
Title:
Valuation of Unlisted Direct Investment Equity
Author/Editor: Kumah, Emmanuel ; Damgaard, Jannick ; Elkjaer, Thomas
Series: Working Paper No. 09/242
Published: November 1, 2009
Subject(s): Corporate sector | Economic models | Foreign direct investment | Pricing policy | Stock markets | Stock prices
Author's keyword(s):
Valuation methods
| FDI
| international investment position
| macroeconomic statistical methodology
| estimation techniques
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13. |
Title:
Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets
Author/Editor: Sun, Tao ; Zhang, Xiaojing
Series: Working Paper No. 09/166
Published: August 1, 2009
Subject(s): Asset prices | Capital markets | China, People's Republic of | Credit risk | Economic integration | Economic models | External shocks | Financial crisis | Financial sector | Hong Kong Special Administrative Region of China | Spillovers | Stock markets | Stock prices | United States
Author's keyword(s):
subprime crisis; spillovers; GARCH
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14. |
Title:
The Composition Matters: Capital Inflows and Liquidity Crunch during a Global Economic Crisis
Author/Editor: Tong, Hui ; Wei, Shang-Jin
Series: Working Paper No. 09/164
Published: August 1, 2009
Subject(s): Banking crisis | Banking sector | Capital flows | Capital inflows | Credit restraint | Cross country analysis | Emerging markets | Financial crisis | Liquidity controls | Manufacturing sector | Spillovers | Stock prices | Transition economies
Author's keyword(s):
financial globalization
| financial crisis
| spillover
| liquidity constraints
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15. |
Title:
International Risk Sharing: Through Equity Diversification or Exchange Rate Hedging?
Author/Editor: Engel, Charles ; Matsumoto, Akito
Series: Working Paper No. 09/138
Published: July 1, 2009
Subject(s): Asset prices | Bonds | Consumer goods | Domestic investment | Economic models | Exchange rates | Financial risk | Flexible pricing policy | Foreign exchange | Hedge funds | Price elasticity | Prices | Private investment | Stock prices
Author's keyword(s):
International portfolio choice
| international risk sharing
| international diversification
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16. |
Title:
The impact of the regional cross-listing of stocks on firm value in sub-Saharan Africa
Author/Editor: Adelegan, Olatundun Janet
Series: Working Paper No. 09/99
Published: May 1, 2009
Subject(s): Capital markets | Sub-Saharan Africa | Stock markets | Stock prices | Nonbank financial sector | Corporate sector | Economic integration | Cross country analysis
Author's keyword(s):
Regional cross-listing; stock markets; event study
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17. |
Title:
Spillovers to Emerging Equity Markets: An Econometric Assessment
Author/Editor: Psalida, L. Effie ; Sun, Tao
Series: Working Paper No. 09/111
Published: May 1, 2009
Subject(s): Asset prices | Capital inflows | Capital markets | Economic models | Emerging markets | Spillovers | Stock prices
Author's keyword(s):
Emerging markets
| equity markets
| spillovers
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18. |
Title:
New Shocks, Exchange Rates and EquityPrices
Author/Editor: Matsumoto, Akito ; Cova, Pietro ; Pisani, Massimiliano ; Rebucci, Alessandro
Series: Working Paper No. 08/284
Published: December 1, 2008
Subject(s): External shocks | Exchange rates | Stock prices | Productivity | Monetary policy | Asset prices | Floating exchange rates | Economic models
Author's keyword(s):
News Shocks
| Exchange Rates
| Equity Prices
| Productivity
| Monetary Policy
| Persistence
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19. |
Title:
What Happens During Recessions, Crunches, and Busts?
Author/Editor: Claessens, Stijn ; Kose, M. Ayhan ; Terrones, Marco
Series: Working Paper No. 08/274
Published: December 1, 2008
Subject(s): Economic recession | Business cycles | Financial crisis | Credit | Housing prices | Stock prices | Oil prices | Databases | Economic models
Author's keyword(s):
Business cycles
| recessions
| credit crunches
| house prices
| equity prices
| busts
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20. |
Title:
Real Effects of the Subprime Mortgage Crisis: Is it a Demand or a Finance Shock?
Author/Editor: Tong, Hui ; Wei, Shang-Jin
Series: Working Paper No. 08/186
Published: July 1, 2008
Subject(s): United States | Consumer credit | Borrowing | Demand | External shocks | Liquidity controls | Financial crisis | Spillovers | Stock prices
Author's keyword(s):
liquidity constraint
| demand contraction
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