The Resource Financial spillovers to emerging markets during the global financial crisis, prepared by Nathaniel Frank and Heiko Hesse, (electronic resource)

Financial spillovers to emerging markets during the global financial crisis, prepared by Nathaniel Frank and Heiko Hesse, (electronic resource)

Label
Financial spillovers to emerging markets during the global financial crisis
Title
Financial spillovers to emerging markets during the global financial crisis
Statement of responsibility
prepared by Nathaniel Frank and Heiko Hesse
Creator
Contributor
Subject
Language
eng
Summary
In this paper potential financial linkages between liquidity and bank solvency measures advanced economies and emerging market (EM) bond and stock markets are analyzed the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these financial variables across markets. The findings that the notion of possible de-coupling (in the financial markets) had been misplaced. EM stock markets reached their peak in the last quarter of 2007, interlinkages between funding stress and equity markets in advanced economies and EM financial indicators highly correlated and have seen sharp increases during specific crisis moments
Related
Member of
Additional physical form
Online (ebrary)
Cataloging source
CaPaEBR
Characteristic
  • unknown
  • online system or service
Government publication
international or intergovernmental publication
LC call number
HB3722
LC item number
.F73 2009eb
Series statement
IMF working paper
Series volume
WP/09/104
Label
Financial spillovers to emerging markets during the global financial crisis, prepared by Nathaniel Frank and Heiko Hesse, (electronic resource)
Publication
Note
  • "May 2009."
  • At head of title: Monetary and Capital Markets Department
Antecedent source
file reproduced from an electronic resource
Bibliography note
Includes bibliographical references
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
000053015623
Dimensions
unknown
Extent
electronic text
File format
multiple file formats
Form of item
online
Isbn
9781451916812
Level of compression
lossless
Media category
computer
Media MARC source
rdamedia
Media type code
c
Quality assurance targets
present
http://library.link/vocab/recordID
.b3556717x
Reformatting quality
replacement
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (OCoLC)467293407
  • imf1451916817

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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