Verfügbarkeit: Are Asset Price Guarantees Useful for Preventing Sudden Stops?

Are Asset Price Guarantees Useful for Preventing Sudden Stops?: A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff

An implication of the ""globalization hazard"" hypothesis is that sudden stops could be prevented by offering foreign investors price guarantees on emerging markets assets. These guarantees create a tradeoff, however, because they weaken globalization hazard by creating internati...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
1. Verfasser:	Mendoza, Enrique G. (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2006
Schriftenreihe:	IMF Working Papers Working Paper No. 06/73
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	An implication of the ""globalization hazard"" hypothesis is that sudden stops could be prevented by offering foreign investors price guarantees on emerging markets assets. These guarantees create a tradeoff, however, because they weaken globalization hazard by creating international moral hazard. We study this tradeoff using an equilibrium asset-pricing model. Without guarantees, margin calls and trading costs cause Sudden Stops driven by Fisher''s debt-deflation process. Price guarantees prevent this deflation by propping up foreign asset demand, but their effectiveness and welfare implications depend critically on the price elasticity of foreign demand and on making the guarantees contingent on debt levels
Beschreibung:	1 Online-Ressource (40 p)
ISBN:	1451863330 9781451863338

Internformat

MARC


LEADER	00000nmm a2200000 cb4500
001	BV048349379
003	DE-604
005	00000000000000.0
007	cr\|uuu---uuuuu
008	220713s2006 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d
020			\|a 1451863330 \|c 15.00 USD \|9 1-451-86333-0
020			\|a 9781451863338 \|c 15.00 USD \|9 978-1-451-86333-8
035			\|a (ZDB-1-IMF)845892045
035			\|a (OCoLC)1337138205
035			\|a (DE-599)BVBBV048349379
040			\|a DE-604 \|b ger
041	0		\|a eng
049			\|a DE-20 \|a DE-824 \|a DE-70 \|a DE-155 \|a DE-29 \|a DE-22 \|a DE-473 \|a DE-1102 \|a DE-703 \|a DE-859 \|a DE-706 \|a DE-384 \|a DE-860 \|a DE-19 \|a DE-739 \|a DE-355 \|a DE-Aug4 \|a DE-1049 \|a DE-12 \|a DE-91
100	1		\|a Mendoza, Enrique G. \|e Verfasser \|4 aut
245	1	0	\|a Are Asset Price Guarantees Useful for Preventing Sudden Stops? \|b A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff \|c Mendoza, Enrique G
264		1	\|a Washington, D.C \|b International Monetary Fund \|c 2006
300			\|a 1 Online-Ressource (40 p)
336			\|b txt \|2 rdacontent
337			\|b c \|2 rdamedia
338			\|b cr \|2 rdacarrier
490	0		\|a IMF Working Papers \|v Working Paper No. 06/73
520	3		\|a An implication of the ""globalization hazard"" hypothesis is that sudden stops could be prevented by offering foreign investors price guarantees on emerging markets assets. These guarantees create a tradeoff, however, because they weaken globalization hazard by creating international moral hazard. We study this tradeoff using an equilibrium asset-pricing model. Without guarantees, margin calls and trading costs cause Sudden Stops driven by Fisher''s debt-deflation process. Price guarantees prevent this deflation by propping up foreign asset demand, but their effectiveness and welfare implications depend critically on the price elasticity of foreign demand and on making the guarantees contingent on debt levels
533			\|a Online-Ausg
700	1		\|a Durdu, Ceyhun Bora \|e Sonstige \|4 oth
856	4	0	\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|x Verlag \|z URL des Erstveröffentlichers \|3 Volltext
912			\|a ZDB-1-IMF
999			\|a oai:aleph.bib-bvb.de:BVB01-033728647
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UBW01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UEI01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l LCO01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l SBR01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UER01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l SBG01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UBG01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l FAN01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UBT01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l FKE01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UBY01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UBA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l FLA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UBM01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UPA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l UBR01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l FHA01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l FNU01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l BSB01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext
966	e		\|u http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml \|l TUM01 \|p ZDB-1-IMF \|x Verlag \|3 Volltext

Datensatz im Suchindex

_version_	1804184202259726336
adam_txt
any_adam_object
any_adam_object_boolean
author	Mendoza, Enrique G.
author_facet	Mendoza, Enrique G.
author_role	aut
author_sort	Mendoza, Enrique G.
author_variant	e g m eg egm
building	Verbundindex
bvnumber	BV048349379
collection	ZDB-1-IMF
ctrlnum	(ZDB-1-IMF)845892045 (OCoLC)1337138205 (DE-599)BVBBV048349379
format	Electronic eBook
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05208nmm a2200589 cb4500</leader><controlfield tag="001">BV048349379</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">00000000000000.0</controlfield><controlfield tag="007">cr\|uuu---uuuuu</controlfield><controlfield tag="008">220713s2006 \|\|\|\| o\|\|u\| \|\|\|\|\|\|eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">1451863330</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">1-451-86333-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781451863338</subfield><subfield code="c">15.00 USD</subfield><subfield code="9">978-1-451-86333-8</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-1-IMF)845892045</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)1337138205</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV048349379</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-20</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-70</subfield><subfield code="a">DE-155</subfield><subfield code="a">DE-29</subfield><subfield code="a">DE-22</subfield><subfield code="a">DE-473</subfield><subfield code="a">DE-1102</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-859</subfield><subfield code="a">DE-706</subfield><subfield code="a">DE-384</subfield><subfield code="a">DE-860</subfield><subfield code="a">DE-19</subfield><subfield code="a">DE-739</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-12</subfield><subfield code="a">DE-91</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mendoza, Enrique G.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Are Asset Price Guarantees Useful for Preventing Sudden Stops?</subfield><subfield code="b">A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff</subfield><subfield code="c">Mendoza, Enrique G</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Washington, D.C</subfield><subfield code="b">International Monetary Fund</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (40 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">IMF Working Papers</subfield><subfield code="v">Working Paper No. 06/73</subfield></datafield><datafield tag="520" ind1="3" ind2=" "><subfield code="a">An implication of the ""globalization hazard"" hypothesis is that sudden stops could be prevented by offering foreign investors price guarantees on emerging markets assets. These guarantees create a tradeoff, however, because they weaken globalization hazard by creating international moral hazard. We study this tradeoff using an equilibrium asset-pricing model. Without guarantees, margin calls and trading costs cause Sudden Stops driven by Fisher''s debt-deflation process. Price guarantees prevent this deflation by propping up foreign asset demand, but their effectiveness and welfare implications depend critically on the price elasticity of foreign demand and on making the guarantees contingent on debt levels</subfield></datafield><datafield tag="533" ind1=" " ind2=" "><subfield code="a">Online-Ausg</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Durdu, Ceyhun Bora</subfield><subfield code="e">Sonstige</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-1-IMF</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-033728647</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UBW01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UEI01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">LCO01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">SBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UER01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">SBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">FAN01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UBT01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">FKE01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UBY01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UBA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">FLA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UBM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UPA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">UBR01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">FHA01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">FNU01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">BSB01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml</subfield><subfield code="l">TUM01</subfield><subfield code="p">ZDB-1-IMF</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection>
id	DE-604.BV048349379
illustrated	Not Illustrated
index_date	2024-07-03T20:13:27Z
indexdate	2024-07-10T09:35:35Z
institution	BVB
isbn	1451863330 9781451863338
language	English
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-033728647
oclc_num	1337138205
open_access_boolean
owner	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM
owner_facet	DE-20 DE-824 DE-70 DE-155 DE-BY-UBR DE-29 DE-22 DE-BY-UBG DE-473 DE-BY-UBG DE-1102 DE-703 DE-859 DE-706 DE-384 DE-860 DE-19 DE-BY-UBM DE-739 DE-355 DE-BY-UBR DE-Aug4 DE-1049 DE-12 DE-91 DE-BY-TUM
physical	1 Online-Ressource (40 p)
psigel	ZDB-1-IMF
publishDate	2006
publishDateSearch	2006
publishDateSort	2006
publisher	International Monetary Fund
record_format	marc
series2	IMF Working Papers
spelling	Mendoza, Enrique G. Verfasser aut Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff Mendoza, Enrique G Washington, D.C International Monetary Fund 2006 1 Online-Ressource (40 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 06/73 An implication of the ""globalization hazard"" hypothesis is that sudden stops could be prevented by offering foreign investors price guarantees on emerging markets assets. These guarantees create a tradeoff, however, because they weaken globalization hazard by creating international moral hazard. We study this tradeoff using an equilibrium asset-pricing model. Without guarantees, margin calls and trading costs cause Sudden Stops driven by Fisher''s debt-deflation process. Price guarantees prevent this deflation by propping up foreign asset demand, but their effectiveness and welfare implications depend critically on the price elasticity of foreign demand and on making the guarantees contingent on debt levels Online-Ausg Durdu, Ceyhun Bora Sonstige oth http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Mendoza, Enrique G. Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff
title	Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff
title_auth	Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff
title_exact_search	Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff
title_exact_search_txtP	Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff
title_full	Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff Mendoza, Enrique G
title_fullStr	Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff Mendoza, Enrique G
title_full_unstemmed	Are Asset Price Guarantees Useful for Preventing Sudden Stops? A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff Mendoza, Enrique G
title_short	Are Asset Price Guarantees Useful for Preventing Sudden Stops?
title_sort	are asset price guarantees useful for preventing sudden stops a quantitative investigation of the globalization hazard moral hazard tradeoff
title_sub	A Quantitative Investigation of the Globalization Hazard-Moral Hazard Tradeoff
url	http://elibrary.imf.org/view/IMF001/00365-9781451863338/00365-9781451863338/00365-9781451863338.xml
work_keys_str_mv	AT mendozaenriqueg areassetpriceguaranteesusefulforpreventingsuddenstopsaquantitativeinvestigationoftheglobalizationhazardmoralhazardtradeoff AT durduceyhunbora areassetpriceguaranteesusefulforpreventingsuddenstopsaquantitativeinvestigationoftheglobalizationhazardmoralhazardtradeoff

Verfügbarkeit

Es ist kein Print-Exemplar vorhanden.

Fernleihe Bestellen Achtung: Nicht im THWS-Bestand! Volltext öffnen

MARC

Datensatz im Suchindex

Es ist kein Print-Exemplar vorhanden.

Ähnliche Einträge