Financial Spillovers to Emerging Markets During the Global Financial Crisis /

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these financial...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: Frank, Nathaniel
अन्य लेखक: Hesse, Heiko
स्वरूप: पत्रिका
भाषा:English
प्रकाशित: Washington, D.C. : International Monetary Fund, 2009.
श्रृंखला:IMF Working Papers; Working Paper ; No. 2009/104
ऑनलाइन पहुंच:Full text available on IMF