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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 |
|---|---|
| Autores principales: | , |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, D.C. :
International Monetary Fund,
©2009.
|
| Colección: | IMF working paper ;
WP/09/104. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Frank, Nathaniel, |e author. | |
| 245 | 1 | 0 | |a Financial spillovers to emerging markets during the global financial crisis / |c prepared by Nathaniel Frank and Heiko Hesse. |
| 260 | |a Washington, D.C. : |b International Monetary Fund, |c ©2009. | ||
| 300 | |a 1 online resource (20 pages) : |b color illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/09/104 | |
| 500 | |a At head of title: Monetary and Capital Markets Department. | ||
| 500 | |a "May 2009." | ||
| 504 | |a Includes bibliographical references (pages 19-20). | ||
| 520 | 3 | |a 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 across markets. The findings that the notion of possible de-coupling (in the financial markets) had been misplaced. EM stock markets reached their peak in the last quarter of 2007, interlinkages between funding stress and equity markets in advanced economies and EM financial indicators highly correlated and have seen sharp increases during specific crisis moments. | |
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a I. Introduction; II. Transmission of Spillovers to EM Countries During the Subprime Crisis: A Qualitative Overview; III. Data; Figures; 1. U.S. and EM Financial Variables; 2. U.S. and EM Financial Variables; IV. Methodology; V. Results; 3. Implied Correlations between U.S. and EM Financial Variables; 4. Implied Correlations between U.S. and EM Financial Variables; VI. Conclusion; References | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
| 533 | |a Electronic reproduction. |b [Place of publication not identified]: |c HathiTrust Digital Library. |d 2024. |5 MiAaHDL | ||
| 538 | |a Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |u http://purl.oclc.org/DLF/benchrepro0212 |5 MiAaHDL | ||
| 583 | 1 | |a digitized |c 2024. |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Banks and banking |z Developing countries. | |
| 650 | 0 | |a Financial crises |z Developing countries. | |
| 650 | 0 | |a Subprime mortgage loans |z Developing countries. | |
| 650 | 0 | |a Liquidity (Economics) | |
| 650 | 6 | |a Liquidité (Économie politique) | |
| 650 | 7 | |a Banks and banking |2 fast | |
| 650 | 7 | |a Financial crises |2 fast | |
| 650 | 7 | |a Liquidity (Economics) |2 fast | |
| 650 | 7 | |a Subprime mortgage loans |2 fast | |
| 651 | 7 | |a Developing countries |2 fast | |
| 700 | 1 | |a Hesse, Heiko, |e author. | |
| 710 | 2 | |a International Monetary Fund. |b Monetary and Capital Markets Department. | |
| 758 | |i has work: |a Financial spillovers to emerging markets during the global financial crisis (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFCbmbm6FpDQhgBmjkXXtX |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Frank, Nathaniel. |t Financial spillovers to emerging markets during the global financial crisis. |d Washington, D.C. : International Monetary Fund, Monetary and Capital Markets Dept., 2009 |w (OCoLC)369000426 |
| 830 | 0 | |a IMF working paper ; |v WP/09/104. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1608288 |z Texto completo |
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