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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Bibliografske podrobnosti
Glavni avtor: Kang, Heedon
Drugi avtorji: Bhattacharya, Rina, Jeasakul, Phakawa, Vitek, Francis
Format: Revija
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2017.
Serija:IMF Working Papers; Working Paper ; No. 2017/170
Online dostop:Full text available on IMF