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...

תיאור מלא

מידע ביבליוגרפי
מחבר ראשי: Kang, Heedon
מחברים אחרים: Bhattacharya, Rina, Jeasakul, Phakawa, Vitek, Francis
פורמט: כתב-עת
שפה:English
יצא לאור: Washington, D.C. : International Monetary Fund, 2017.
סדרה:IMF Working Papers; Working Paper ; No. 2017/170
גישה מקוונת:Full text available on IMF