Global Market Conditions and Systemic Risk /
This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov regime-switching techniques, it shows that the Lehman Brothers failure was a watershed...
| প্রধান লেখক: | |
|---|---|
| অন্যান্য লেখক: | |
| বিন্যাস: | পত্রিকা |
| ভাষা: | English |
| প্রকাশিত: |
Washington, D.C. :
International Monetary Fund,
2009.
|
| মালা: | IMF Working Papers; Working Paper ;
No. 2009/230 |
| অনলাইন ব্যবহার করুন: | Full text available on IMF |