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Financial Assets, Debt and Liquidity Crises, Charpe



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Цена: 6687р.
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Автор: Charpe
Название:  Financial Assets, Debt and Liquidity Crises
Перевод названия: Чарп: Финансовые активы, долги и кризис ликвидности
ISBN: 9781107546660
Издательство: Cambridge Academ
Классификация:
ISBN-10: 1107546664
Обложка/Формат: Paperback
Страницы: 458
Вес: 0.073 кг.
Дата издания: 06.08.2015
Серия: Law & Criminology
Язык: English
Иллюстрации: 46 tables, black and white; 94 line drawings, unspecified
Размер: 245 x 172 x 24
Читательская аудитория: Professional and scholarly
Ключевые слова: Macroeconomics,Economic & financial crises & disasters,Financial services industry,Bankruptcy & insolvency, BUSINESS & ECONOMICS / Economics / Macroeconomics
Основная тема: Economics, business studies
Подзаголовок: A Keynesian Approach
Ссылка на Издательство: Link
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Поставляется из: Англии



Market Liquidity: Theory, Evidence, and Policy

Автор: Foucault, Thierry
Название: Market Liquidity: Theory, Evidence, and Policy
ISBN: 0199936242 ISBN-13(EAN): 9780199936243
Издательство: Oxford Academ
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Цена: 8856 р.
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Описание: The way in which securities are traded is very different from the idealized picture of a frictionless and self-equilibrating market offered by the typical finance textbook. Market Liquidity offers a more accurate and authoritative take on liquidity and price discovery.

Financial Crises, Liquidity, and the International Monetary System

Автор: Tirole Jean
Название: Financial Crises, Liquidity, and the International Monetary System
ISBN: 0691167044 ISBN-13(EAN): 9780691167046
Издательство: Wiley
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Цена: 3447 р.
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Описание:

Once upon a time, economists saw capital account liberalization--the free and unrestricted flow of capital in and out of countries--as unambiguously good. Good for debtor states, good for the world economy. No longer. Spectacular banking and currency crises in recent decades have shattered the consensus. In this remarkably clear and pithy volume, one of Europe's leading economists examines these crises, the reforms being undertaken to prevent them, and how global financial institutions might be restructured to this end.

Jean Tirole first analyzes the current views on the crises and on the reform of the international financial architecture. Reform proposals often treat the symptoms rather than the fundamentals, he argues, and sometimes fail to reconcile the objectives of setting effective financing conditions while ensuring that a country "owns" its reform program. A proper identification of market failures is essential to reformulating the mission of an institution such as the IMF, he emphasizes. Next he adapts the basic principles of corporate governance, liquidity provision, and risk management of corporations to the particulars of country borrowing. Building on a "dual- and common-agency perspective," he revisits commonly advocated policies and considers how multilateral organizations can help debtor countries reap enhanced benefits while liberalizing their capital accounts.

Based on the Paolo Baffi Lecture the author delivered at the Bank of Italy, this refreshingly accessible book is teeming with rich insights that researchers, policymakers, and students at all levels will find indispensable.

Interest Rates, Prices and Liquidity

Автор: Chadha
Название: Interest Rates, Prices and Liquidity
ISBN: 1107480035 ISBN-13(EAN): 9781107480032
Издательство: Cambridge Academ
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Цена: 6145 р.
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Описание: Many of the assumptions that underpin mainstream macroeconomic models have been challenged as a result of the traumatic events of the recent financial crisis. Thus, until recently, it was widely agreed that although the stock of money had a role to play, in practice it could be ignored as long as we used short-term nominal interest rates as the instrument of policy because money and other credit markets would clear at the given policy rate. However, very early on in the financial crisis interest rates effectively hit zero percent and so central banks had to resort to a wholly new set of largely untested instruments to restore order, including quantitative easing and the purchase of toxic financial assets. This book brings together contributions from economists working in academia, financial markets and central banks to assess the effectiveness of these policy instruments and explore what lessons have so far been learned.

Liquidity Risk, Efficiency and New Bank Business Models

Название: Liquidity Risk, Efficiency and New Bank Business Models
ISBN: 3319308181 ISBN-13(EAN): 9783319308180
Издательство: Springer
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Цена: 17076 р.
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Описание: This book provides insight into current research topics in finance and banking in the aftermath of the financial crisis. In this volume, authors present empirical research on liquidity risk discussed in the context of Basel III and its implications. Chapters also investigate topics such as bank efficiency and new bank business models from a business diversification perspective, the effects on financial exclusion and how liquidity mismatches are related with the bank business model. This book will be of value to those with an interest in how Basel III has had a tangible impact upon banking processes, particularly with regard to maintaining liquidity, and the latest research in financial business models.

Financial Assets, Debt and Liquidity Crises

Автор: Charpe
Название: Financial Assets, Debt and Liquidity Crises
ISBN: 1107004934 ISBN-13(EAN): 9781107004931
Издательство: Cambridge Academ
Рейтинг:
Цена: 16812 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: The macroeconomic development of most major industrial economies is characterised by boom-bust cycles. Normally such boom-bust cycles are driven by specific sectors of the economy. In the financial meltdown of the years 2007–2009 it was the credit sector and the real-estate sector that were the main driving forces. This book takes on the challenge of interpreting and modelling this meltdown. In doing so it revives the traditional Keynesian approach to the financial-real economy interaction and the business cycle, extending it in several important ways. In particular, it adopts the Keynesian view of a hierarchy of markets and introduces a detailed financial sector into the traditional Keynesian framework. The approach of the book goes beyond the currently dominant paradigm based on the representative agent, market clearing and rational economic agents. Instead it proposes an economy populated with heterogeneous, rationally bounded agents attempting to cope with disequilibria in various markets.

Debt, Risk and Liquidity in Futures Markets

Автор: Goss
Название: Debt, Risk and Liquidity in Futures Markets
ISBN: 1138806129 ISBN-13(EAN): 9781138806122
Издательство: Taylor&Francis
Цена: 7077 р.
Наличие на складе: Невозможна поставка.

Описание: The issues of developing country debt crises, increased volatility and risk, and the determination of market liquidity are high on the agendas of policy makers, market participants and researchers in the area of financial markets. These issues are also of major importance to regulators and exchange officials. This book contains a collection of eight papers which provide new insights into all three issues, with special emphasis on futures markets, which have received relatively little attention in the analysis of these problems. Issues explored and findings reported in this book, have implications for policy makers in framing recommendations to government, for government officials in shaping the regulatory structure of futures exchanges, for traders on these exchanges, and also for researchers planning future investigations. The book is relevant for post-graduate and advanced under-graduate courses on financial markets in Economics, Finance and Banking.

International Liquidity and the Financial Crisis

Автор: Allen
Название: International Liquidity and the Financial Crisis
ISBN: 1107420326 ISBN-13(EAN): 9781107420328
Издательство: Cambridge Academ
Рейтинг:
Цена: 6145 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In the ongoing financial crisis, policy makers have for the most part appeared to be reactive, formulating emergency solutions as events unfold. However, in contrast to their performance during the Great Depression, central banks around the world, led by the Federal Reserve, acted decisively following the collapse of Lehman Brothers and provided huge injections of liquidity into the financial markets, thereby preventing a far worse outcome. International Liquidity and the Financial Crisis compares the 2008 crisis with the disaster of 1931 and explores the similarities and differences. It considers the lasting effects of the crisis on international liquidity, the possibilities for an international lender of last resort, and the enlargement of the International Monetary Fund after the crisis. It shows that there is no clear demarcation between monetary and macro-prudential policies, and discusses how central banks need to adapt to a new environment in which global liquidity is much scarcer.

Financial crises, liquidity and the international monetary system

Автор: Tirole, Jean
Название: Financial crises, liquidity and the international monetary system
ISBN: 0691099855 ISBN-13(EAN): 9780691099859
Издательство: Wiley
Рейтинг:
Цена: 9801 р.
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Описание: Analyzes the views on the crises and on the reform of the international financial architecture. This book is suitable for researchers, policymakers, and students.

Bank Liquidity Creation and Financial Crises

Автор: Allen Berger
Название: Bank Liquidity Creation and Financial Crises
ISBN: 0128002336 ISBN-13(EAN): 9780128002339
Издательство: Elsevier Science
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Цена: 9051 р.
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Описание: Bank Liquidity Creation and Financial Crises delivers a consistent, logical presentation of bank liquidity creation and addresses questions of research and policy interest that can be easily understood by readers with no advanced or specialized industry knowledge. Authors Allen Berger and Christa Bouwman examine ways to measure bank liquidity creation, how much liquidity banks create in different countries, the effects of monetary policy (including interest rate policy, lender of last resort, and quantitative easing), the effects of capital, the effects of regulatory interventions, the effects of bailouts, and much more. They also analyze bank liquidity creation in the US over the past three decades during both normal times and financial crises. Narrowing the gap between the "academic world" (focused on theories) and the "practitioner world" (dedicated to solving real-world problems), this book is a helpful new tool for evaluating a bank’s performance over time and comparing it to its peer group.

Financial Transitions: Managing Capital and Liquidity in the Family Business. Franois M. de Visscher, Craig E. Aronoff, John L. Ward

Автор: de Visscher Francois M., Aronoff Craig E., Ward Jo
Название: Financial Transitions: Managing Capital and Liquidity in the Family Business. Franois M. de Visscher, Craig E. Aronoff, John L. Ward
ISBN: 023011105X ISBN-13(EAN): 9780230111059
Издательство: Springer
Рейтинг:
Цена: 3711 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This book establishes the principles and patterns necessary to laying the foundation for capital and liquidity planning. Through an in-depth examination of financial situations, it leads family businesses to making wise, well-timed choices about the future of the business and the family.

International Liquidity and the Financial Crisis

Автор: Allen
Название: International Liquidity and the Financial Crisis
ISBN: 1107030048 ISBN-13(EAN): 9781107030046
Издательство: Cambridge Academ
Рейтинг:
Цена: 14460 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: In the ongoing financial crisis, policy makers have for the most part appeared to be reactive, formulating emergency solutions as events unfold. However, in contrast to their performance during the Great Depression, central banks around the world, led by the Federal Reserve, acted decisively following the collapse of Lehman Brothers and provided huge injections of liquidity into the financial markets, thereby preventing a far worse outcome. International Liquidity and the Financial Crisis compares the 2008 crisis with the disaster of 1931 and explores the similarities and differences. It considers the lasting effects of the crisis on international liquidity, the possibilities for an international lender of last resort, and the enlargement of the International Monetary Fund after the crisis. It shows that there is no clear demarcation between monetary and macro-prudential policies, and discusses how central banks need to adapt to a new environment in which global liquidity is much scarcer.

Macroeconomics in Times of Liquidity Crises: Searching for Economic Essentials

Автор: Calvo Guillermo A.
Название: Macroeconomics in Times of Liquidity Crises: Searching for Economic Essentials
ISBN: 0262035413 ISBN-13(EAN): 9780262035415
Издательство: MIT Press
Рейтинг:
Цена: 4602 р.
Наличие на складе: Нет в наличии.

Описание:

An examination of Liquidity Crunch in triggering and characterizing financial crises.

Since the subprime mortgage crisis that began in 2007, advanced economies have felt a nagging sense of insecurity. In parallel, the profession has witnessed phenomena that are alien to mainstream macroeconomic models. Financial crises are systemic, occurring simultaneously in different economies. In this book, Guillermo Calvo focuses on liquidity factors as a commonality in financial crises. Specifically, he examines the role of "liquidity crunch" in triggering crises. He also identifies a fundamental (but overlooked) idea in Keynes's General Theory, termed by Calvo the price theory of money, to rationalize the resiliency of the U.S. dollar when other dollar-backed assets suffered a devastating liquidity crunch.

Calvo shows that a sharp focus on liquidity reveals some characteristics of liquid assets that are easy to miss otherwise. He argues for liquidity's centrality, presenting what he calls the Liquidity Approach. He shows that simple extensions of standard monetary models help rationalize the implications of the liquidity crunch, and then examines slightly more technical models that highlight liquidity issues. He explores the empirical effects of liquidity crunch by studying systemic sudden stops (of capital inflows), presuming that they are triggered by liquidity crunch-type phenomena.


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