Financial spillovers to emerging markets during the global financial crisis /
In this paper potential financial linkages between liquidity and bank solvency measures advanced economies and emerging market (EM) bond and stock markets are analyzed the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these financial variables...
Clasificación: | Libro Electrónico |
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Autores principales: | , |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Washington, D.C. :
International Monetary Fund,
©2009.
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Colección: | IMF working paper ;
WP/09/104. |
Temas: | |
Acceso en línea: | Texto completo |