Direkt zur Hauptnavigation springen Direkt zum Inhalt springen
info(at)avldigital.remove-this.de
Deutsch English
Letzte Suchanfragen

Ergebnisse für *

Zeige Ergebnisse 1 bis 4 von 4.

  1. Firm undercapitalization in Italy
    business crisis and survival before and after COVID-19
    Autor*in: Orlando, Tommaso; Rodano, Giacomo
    Erschienen: [2020]
    Verlag:  Banca d'Italia, [Rom]

    Zugang:
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 547
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    Schriftenreihe: Questioni di economia e finanza / Banca d'Italia ; number 590 (December 2020)
    Schlagworte: firm undercapitalization; equity deficit; early warning; impact of COVID-19 on Italian corporations
    Umfang: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  2. Early warning performance of univariate credit-to-GDP gaps
    Autor*in: Hosszú, Zsuzsanna; Lakos, Gergely
    Erschienen: September 2021
    Verlag:  Magyar Nemzeti Bank, Budapest

    We use European and simulated Hungarian data to search for the univariate one-sided credit-to-GDP gap that predicts systemic banking crises most accurately. The credit-to-GDP gaps under review are optimized along four dimensions: (1) definition of... mehr

    Zugang:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    DS 199
    Fernleihe:
    keine Fernleihe

     

    We use European and simulated Hungarian data to search for the univariate one-sided credit-to-GDP gap that predicts systemic banking crises most accurately. The credit-to-GDP gaps under review are optimized along four dimensions: (1) definition of outstanding credit, (2) forecasting method for extending credit-to-GDP time series, (3) filtering method and (4) maximum cycle length. Based on European data, we demonstrate that credit-to-GDP gaps calculated with narrow definition of outstanding credit and up to 1-year forecasts of credit-to-GDP outperform other specifications significantly and robustly. Regarding the other two dimensions, the Hodrick-Prescott filter with long cycles (popular in regulatory practice), the Christiano-Fitzgerald filter with medium-term cycles and the wavelet filter with short cycles prove to be the best. All three should be applied to credit-to-GDP time series calculated with narrow credit, and with no credit-to-GDP forecast, except the wavelet filter with short-term forecast. Credit-to-GDP gaps with most informative early warning signals exhibit the highest degree of comovement with the financial cycle, but not the lowest level of endpoint uncertainty. Analysis of Hungarian credit-to-GDP time series extended by ARIMA simulations reinforces the early warning quality of the Hodrick-Prescott credit gap and the wavelet credit gap to a lesser extent.

     
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Weitere Identifier:
    hdl: 10419/272877
    Schriftenreihe: MNB occasional papers ; 142
    Schlagworte: financial cycle; crises; early warning; univariate filtering methods
    Umfang: 1 Online-Ressource (circa 68 Seiten), Illustrationen
  3. An enhanced methodology to monitor the EU’s strategic dependencies and vulnerabilities
    Autor*in: Arjona, Román; Connell, William; Herghelegiu, Cristina
    Erschienen: 2023
    Verlag:  Publications Office of the European Union, Luxembourg

    Zugang:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    VS 896
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Ebook
    Format: Online
    ISBN: 9789268026472
    Weitere Identifier:
    Auflage/Ausgabe: 1st edition
    Schriftenreihe: Single market economics papers ; Working Paper 14
    Schlagworte: dependencies; supply chain disruptions; single points of failure; substitutability; trade networks; early warning
    Umfang: 1 Online-Ressource (circa 24 Seiten)
  4. Evaluating the information value for measures of systemic conditions
    Erschienen: 2015
    Verlag:  Federal Reserve Bank of Cleveland, Cleveland, Ohio

    Standort:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signatur:
    Keine Speicherung
    Fernleihe:
    keine Fernleihe
    Export in Literaturverwaltung   RIS-Format
      BibTeX-Format
    Hinweise zum Inhalt
    Quelle: Verbundkataloge
    Sprache: Englisch
    Medientyp: Buch (Monographie)
    Format: Online
    Schriftenreihe: Working paper / Federal Reserve Bank of Cleveland ; 15-13
    Schlagworte: information value; systemic conditions; coincident measures; early warning; macroprudential policy
    Umfang: Online-Ressource (32 S.), graph. Darst.