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Transmission of Liquidity Shocks.
The recent credit crisis started as a credit shock and then rapidly promulgated in the form of market and funding illiquidity before inducing solvency problems at some financial institutions. This column presents empirical evidence mapping the transmission channels of the crisis.
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington :
International Monetary Fund,
2008.
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| Colección: | IMF Working Papers.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Hesse, Heiko. | |
| 245 | 1 | 0 | |a Transmission of Liquidity Shocks. |
| 260 | |a Washington : |b International Monetary Fund, |c 2008. | ||
| 300 | |a 1 online resource (23 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a IMF Working Papers | |
| 505 | 0 | |a I. Introduction; II. Transmission of Spillovers during the Subprime Crisis; III. Data; IV. Methodology; V. Results; Figures; 1. Selected Conditional Correlations; 2. Conditional Correlations from Modified DCC Model; VI. Conclusion; References; Appendix Figures; 1. Aggregate Bank Credit Default Swap Rate and Selected Spreads; 2. On-the-Run/Off-the-Run Five-Year U.S. Treasury Bond Spread; 3. United States: Selected Spreads; 4. United States: S & P 500 Stock Market Returns and Credit Default Swap. | |
| 520 | |a The recent credit crisis started as a credit shock and then rapidly promulgated in the form of market and funding illiquidity before inducing solvency problems at some financial institutions. This column presents empirical evidence mapping the transmission channels of the crisis. | ||
| 588 | 0 | |a Print version record. | |
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Liquidity (Economics) |x Econometric models. | |
| 650 | 0 | |a Subprime mortgage loans |z United States |x Econometric models. | |
| 650 | 0 | |a Credit |z United States |x Econometric models. | |
| 650 | 0 | |a Financial crises |z United States. | |
| 650 | 6 | |a Liquidité (Économie politique) |x Modèles économétriques. | |
| 650 | 6 | |a Prêts hypothécaires à risque |z États-Unis |x Modèles économétriques. | |
| 650 | 6 | |a Crédit |z États-Unis |x Modèles économétriques. | |
| 650 | 7 | |a Credit |x Econometric models |2 fast | |
| 650 | 7 | |a Financial crises |2 fast | |
| 650 | 7 | |a Liquidity (Economics) |x Econometric models |2 fast | |
| 651 | 7 | |a United States |2 fast |1 https://id.oclc.org/worldcat/entity/E39PBJtxgQXMWqmjMjjwXRHgrq | |
| 700 | 1 | |a Frank, Nathaniel. | |
| 700 | 1 | |a González-Hermosillo, Brenda. | |
| 758 | |i has work: |a Transmission of liquidity shocks (Text) |1 https://id.oclc.org/worldcat/entity/E39PCFxvX6hGMDPywjwqdmWVqP |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Hesse, Heiko. |t Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis. |d Washington : International Monetary Fund, ©2008 |z 9781451870589 |
| 830 | 0 | |a IMF Working Papers. | |
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