Financial spillovers to Chile /

This paper quantifies financial spillovers from global risk factors to banks' funding costs in Chile. It decomposes Chilean banks' bond and interbank spreads into domestic and external factors. The results suggest moderate spillovers. On average, global spillovers pushed up bank bond and i...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Podpiera, Jiří, 1976-
Collectivité auteur: International Monetary Fund. Western Hemisphere Department
Format: Électronique eBook
Langue:Inglés
Publié: [Washington, D.C.] : International Monetary Fund, ©2012.
Collection:IMF working paper ; WP/12/254.
Sujets:
Bond market > Chile > Econometric models.
Interbank market > Chile > Econometric models.
Risk > Econometric models.
Marché obligataire > Chili > Modèles économétriques.
Marché interbancaire > Chili > Modèles économétriques.
Risque > Modèles économétriques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Bond market > Econometric models
Risk > Econometric models
Chile
Accès en ligne:Texto completo
Table des matières:
  • Cover; Contents; Abstract; I. Introduction; II. Methodology and Data; A. The Bond Market; B. The Interbank Market; III. Results; A. The Bond Market; B. The Interbank Market; IV. Robustness Analysis; A. The Bond Market; B. The Interbank Market; V. Concluding Remarks; References; Tables; 1. Bond Market Spread; 2. Interbank Market Spread; 3. Bond Market Spread
  • Robustness; 4. Interbank Market Spread
  • Robustness; Figures; 1. Stylized Facts, 2008-12; 2. Funding Markets, 2008-12.

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