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...
| Päätekijä: | |
|---|---|
| Muut tekijät: | |
| Aineistotyyppi: | Aikakauslehti |
| Kieli: | English |
| Julkaistu: |
Washington, D.C. :
International Monetary Fund,
2009.
|
| Sarja: | IMF Working Papers; Working Paper ;
No. 2009/230 |
| Linkit: | Full text available on IMF |