Transmission of Liquidity Shocks : Evidence from the 2007 Subprime Crisis /
We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions during the 2007 subprime crisis. A multivariate GARCH model is estimated in order to test for the transmission of liquidity shocks across U...
| المؤلف الرئيسي: | |
|---|---|
| مؤلفون آخرون: | , |
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2008/200 |
| الوصول للمادة أونلاين: | Full text available on IMF |