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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书目详细资料
主要作者: Kang, Heedon
其他作者: Bhattacharya, Rina, Jeasakul, Phakawa, Vitek, Francis
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2017.
丛编:IMF Working Papers; Working Paper ; No. 2017/170
在线阅读:Full text available on IMF