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...
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| מחברים אחרים: | , |
| פורמט: | כתב-עת |
| שפה: | English |
| יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2008.
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| סדרה: | IMF Working Papers; Working Paper ;
No. 2008/200 |
| גישה מקוונת: | Full text available on IMF |