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...

Szczegółowa specyfikacja

Opis bibliograficzny
1. autor: Kang, Heedon
Kolejni autorzy: Bhattacharya, Rina, Jeasakul, Phakawa, Vitek, Francis
Format: Czasopismo
Język:English
Wydane: Washington, D.C. : International Monetary Fund, 2017.
Seria:IMF Working Papers; Working Paper ; No. 2017/170
Dostęp online:Full text available on IMF