Essays on banking and financial markets:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Abschlussarbeit Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Logos-Verl.
2013
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| Schlagworte: | |
| Online-Zugang: | Inhaltstext Inhaltsverzeichnis |
| Beschreibung: | XIX, 98 S. graph. Darst. 21 cm |
| ISBN: | 9783832533625 3832533621 |
Internformat
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Datensatz im Suchindex
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IMAGE 1
CONTENTS
ACKNOWLEDGEMENT V
A B S T R A C T VII
S U M M A R Y IX
LIST O F F I G U R E S X V
LIST OF T A B L E S XVII
LIST OF ORIGINAL P A P E R S XIX
1 A S S E T P R I C E S , COLLATERAL A N D U N C O N V E N T I O N A L M
O N E T A R Y POLICY IN A DSGE
MODEL 1
1.1 INTRODUCTION 1
1.2 M O D E L 4
1.2.1 HOUSEHOLD 5
1.2.2 ENTREPRENEUR 6
1.2.3 CAPITAL PRODUCER 8
1.2.4 RETAILER 8
1.2.5 INTERBANK BORROWING B A N K J 8
1.2.6 INTERBANK LENDING B A N K K 10
1.2.7 CENTRAL B A N K 12
1.2.8 AGGREGATE CONDITIONS 13
1.3 CALIBRATION 14
1.4 RESULTS 15
1.4.1 I M P U L S E RESPONSE ANALYSIS 16
1.4.2 BOOM-BUST C Y C L E 18
1.4.3 EXIT STRATEGIES 2 0
HTTP://D-NB.INFO/1031793593
IMAGE 2
CONTENTS
1.5 CONCLUSION 2 3
A P P E N D I X C H A P T E R 1 2 4
I . A MODEL G R A P H 2 4
L . B MODEL EQUATIONS 2 5
L . B . L FIRST-ORDER CONDITIONS 2 5
L . B . 2 LOG-LINEARIZED EQUATIONS 2 7
L .C CALIBRATED PARAMETERS 2 9
1.D D Y N A M I C ANALYSIS 3 0
L . D . L IMPULSE RESPONSE ANALYSIS 3 0
L . D . 2 B O O M - B U S T C Y C L E 3 4
L.D.3 EXIT STRATEGY 3 6
2 I N T E R B A N K R E F I N A N C I N G C O N D I T I O N S A N D B A
N K RISK-TAKING 3 9
2.1 INTRODUCTION 3 9
2.2 MODEL 4 2
2.2. J PORTFOLIO RISK DECISION O F AN INTERBANK BORROWING BANK I AT D =
1 . . . 4 4
2.2.2 L E N D I N G DECISION O F A N INTERBANK L E N D I N G B A N K N
AT D = 1 4 8
2.2.3 T H E ANALYST 5 3
2.3 EQUILIBRIUM B A N K BEHAVIOR 5 6
2.3.1 INTERBANK LENDING EQUILIBRIUM I 5 8
2 INTERBANK L E N D I N G HCJIILHHRIUM II 6 0
2.3.3 N O INTERBANK LENDING EQUILIBRIUM 61
2.3.4 DERIVATION O F EQUILIBRIUM REGIONS 6 2
2.4 DISCUSSION 6 6
2.4.1 B A N K RISK-TAKING AND INTERBANK L E N D I N G ACTIVITY 6 6
2.4.2 LIQUIDITY POLICY 6 7
2.5 CONCLUSION 6 9
A P P E N D I X C H A P T E R 2 71
2 . A DECISION TREE 7 1
3 MARKET DISCIPLINE IN T H E G E R M A N B A N K B O N D MARKET: AN
EMPIRICAL A N A L Y S I S 7 3
3.1 INTRODUCTION 7 3
3.2 DATA DESCRIPTION 7 5
3.2.1 D A T A SOURCES 7 5
I I
IMAGE 3
CONTENTS
3.2.2 VARIABLES 7 7
3.3 EMPIRICAL ANALYSIS 8 0
3.3.1 EXISTENCE O F M A R K E T DISCIPLINE 81
3.3.2 T I M E VARIANCE O F MARKET DISCIPLINE 8 5
3.4 CONCLUSION 8 8
A P P E N D I X C H A P T E R 3 9 0
3.A STRUCTURAL BREAK ANALYSIS 9 0
B I B L I O G R A P H Y 9 3
I I I |
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| author | Hilberg, Björn 1978- |
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| author_facet | Hilberg, Björn 1978- |
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| author_sort | Hilberg, Björn 1978- |
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| building | Verbundindex |
| bvnumber | BV041100682 |
| ctrlnum | (OCoLC)848065647 (DE-599)DNB1031793593 |
| dewey-full | 332.113 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.113 |
| dewey-search | 332.113 |
| dewey-sort | 3332.113 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Thesis Book |
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| illustrated | Illustrated |
| indexdate | 2024-09-10T00:58:36Z |
| institution | BVB |
| isbn | 9783832533625 3832533621 |
| language | English |
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| physical | XIX, 98 S. graph. Darst. 21 cm |
| publishDate | 2013 |
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| publishDateSort | 2013 |
| publisher | Logos-Verl. |
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| spelling | Hilberg, Björn 1978- Verfasser (DE-588)1034207458 aut Essays on banking and financial markets vorgelegt von Björn Hilberg Berlin Logos-Verl. 2013 XIX, 98 S. graph. Darst. 21 cm txt rdacontent n rdamedia nc rdacarrier Zugl.: Frankfurt (Main), Univ., Diss., 2012 Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Geschäftsbank (DE-588)4113720-6 gnd rswk-swf Interbankgeschäft (DE-588)4265329-0 gnd rswk-swf Notenbank (DE-588)4042669-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Notenbank (DE-588)4042669-5 s Geschäftsbank (DE-588)4113720-6 s Interbankgeschäft (DE-588)4265329-0 s Kreditmarkt (DE-588)4073788-3 s DE-604 X:MVB text/html http://deposit.dnb.de/cgi-bin/dokserv?id=4262314&prov=M&dok_var=1&dok_ext=htm Inhaltstext DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026077071&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Hilberg, Björn 1978- Essays on banking and financial markets Kreditmarkt (DE-588)4073788-3 gnd Geschäftsbank (DE-588)4113720-6 gnd Interbankgeschäft (DE-588)4265329-0 gnd Notenbank (DE-588)4042669-5 gnd |
| subject_GND | (DE-588)4073788-3 (DE-588)4113720-6 (DE-588)4265329-0 (DE-588)4042669-5 (DE-588)4113937-9 |
| title | Essays on banking and financial markets |
| title_auth | Essays on banking and financial markets |
| title_exact_search | Essays on banking and financial markets |
| title_full | Essays on banking and financial markets vorgelegt von Björn Hilberg |
| title_fullStr | Essays on banking and financial markets vorgelegt von Björn Hilberg |
| title_full_unstemmed | Essays on banking and financial markets vorgelegt von Björn Hilberg |
| title_short | Essays on banking and financial markets |
| title_sort | essays on banking and financial markets |
| topic | Kreditmarkt (DE-588)4073788-3 gnd Geschäftsbank (DE-588)4113720-6 gnd Interbankgeschäft (DE-588)4265329-0 gnd Notenbank (DE-588)4042669-5 gnd |
| topic_facet | Kreditmarkt Geschäftsbank Interbankgeschäft Notenbank Hochschulschrift |
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