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...
מחבר ראשי: | |
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מחברים אחרים: | , , |
פורמט: | כתב-עת |
שפה: | English |
יצא לאור: |
Washington, D.C. :
International Monetary Fund,
2017.
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סדרה: | IMF Working Papers; Working Paper ;
No. 2017/170 |
גישה מקוונת: | Full text available on IMF |