Macroprudential Policy Spillovers : A Quantitative Analysis /

This paper analyzes cross-border macrofinancial spillovers from a variety of macroprudential policy measures, using a range of quantitative methods. Event study and panel regression analyses find that liquidity and sectoral macroprudential policy measures often affect cross-border bank credit, where...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Kang, Heedon
Muut tekijät: Bhattacharya, Rina, Jeasakul, Phakawa, Vitek, Francis
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2017.
Sarja:IMF Working Papers; Working Paper ; No. 2017/170
Linkit:Full text available on IMF