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...
| Päätekijä: | |
|---|---|
| Muut tekijät: | , |
| Aineistotyyppi: | Aikakauslehti |
| Kieli: | English |
| Julkaistu: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Sarja: | IMF Working Papers; Working Paper ;
No. 2008/200 |
| Linkit: | Full text available on IMF |