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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Frank, Nathaniel (Author), Hesse, Heiko (Author)
Corporate Author: International Monetary Fund. Monetary and Capital Markets Department
Format: Electronic eBook
Language:Inglés
Published: Washington, D.C. : International Monetary Fund, ©2009.
Series:IMF working paper ; WP/09/104.
Subjects:
Banks and banking > Developing countries.
Financial crises > Developing countries.
Subprime mortgage loans > Developing countries.
Liquidity (Economics)
Liquidité (Économie politique)
Banks and banking
Financial crises
Subprime mortgage loans
Developing countries
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