Holdings: Global Market Conditions and Systemic Risk

Global Market Conditions and Systemic Risk:

This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov regime-switching techniques, it shows that the Lehman Brothers failure was a watershed...

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Main Author:	González-Hermosillo, Brenda (Author)
Format:	Electronic eBook
Language:	English
Published:	Washington, D.C International Monetary Fund 2009
Series:	IMF Working Papers Working Paper No. 09/230
Online Access:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Summary:	This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov regime-switching techniques, it shows that the Lehman Brothers failure was a watershed event in the crisis, although signs of heightened systemic risk could be detected as early as February 2007. In addition, we analyze the role of global market conditions to help determine when governments should begin to exit their extraordinary public support measures
Physical Description:	1 Online-Ressource (22 p)
ISBN:	1451873778 9781451873771

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spelling	González-Hermosillo, Brenda Verfasser aut Global Market Conditions and Systemic Risk González-Hermosillo, Brenda Washington, D.C International Monetary Fund 2009 1 Online-Ressource (22 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 09/230 This paper examines several key global market conditions, such as a proxy for market uncertainty and measures of interbank funding stress, to assess financial volatility and the likelihood of crisis. Using Markov regime-switching techniques, it shows that the Lehman Brothers failure was a watershed event in the crisis, although signs of heightened systemic risk could be detected as early as February 2007. In addition, we analyze the role of global market conditions to help determine when governments should begin to exit their extraordinary public support measures Online-Ausg Hesse, Heiko Sonstige oth http://elibrary.imf.org/view/IMF001/10518-9781451873771/10518-9781451873771/10518-9781451873771.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	González-Hermosillo, Brenda Global Market Conditions and Systemic Risk
title	Global Market Conditions and Systemic Risk
title_auth	Global Market Conditions and Systemic Risk
title_exact_search	Global Market Conditions and Systemic Risk
title_exact_search_txtP	Global Market Conditions and Systemic Risk
title_full	Global Market Conditions and Systemic Risk González-Hermosillo, Brenda
title_fullStr	Global Market Conditions and Systemic Risk González-Hermosillo, Brenda
title_full_unstemmed	Global Market Conditions and Systemic Risk González-Hermosillo, Brenda
title_short	Global Market Conditions and Systemic Risk
title_sort	global market conditions and systemic risk
url	http://elibrary.imf.org/view/IMF001/10518-9781451873771/10518-9781451873771/10518-9781451873771.xml
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