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...
| Tác giả chính: | |
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| Tác giả khác: | , |
| Định dạng: | Tạp chí |
| Ngôn ngữ: | English |
| Được phát hành: |
Washington, D.C. :
International Monetary Fund,
2008.
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| Loạt: | IMF Working Papers; Working Paper ;
No. 2008/200 |
| Truy cập trực tuyến: | Full text available on IMF |