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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Detaylı Bibliyografya
Yazar: Kang, Heedon
Diğer Yazarlar: Bhattacharya, Rina, Jeasakul, Phakawa, Vitek, Francis
Materyal Türü: Dergi
Dil:English
Baskı/Yayın Bilgisi: Washington, D.C. : International Monetary Fund, 2017.
Seri Bilgileri:IMF Working Papers; Working Paper ; No. 2017/170
Online Erişim:Full text available on IMF