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...

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Dettagli Bibliografici
Autore principale: Kang, Heedon
Altri autori: Bhattacharya, Rina, Jeasakul, Phakawa, Vitek, Francis
Natura: Periodico
Lingua:English
Pubblicazione: Washington, D.C. : International Monetary Fund, 2017.
Serie:IMF Working Papers; Working Paper ; No. 2017/170
Accesso online:Full text available on IMF