Verfügbarkeit: Financial Spillovers to Emerging Markets During the Global Financial Crisis

Financial Spillovers to Emerging Markets During the Global Financial Crisis:

In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring the latest crisis. A multivariate GARCH model is estimated in order to gauge the extent of co-movements of these financial...

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1. Verfasser:	Frank, Nathaniel (VerfasserIn)
Format:	Elektronisch E-Book
Sprache:	English
Veröffentlicht:	Washington, D.C International Monetary Fund 2009
Schriftenreihe:	IMF Working Papers Working Paper No. 09/104
Online-Zugang:	UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 Volltext
Zusammenfassung:	In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring 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 indicate that the notion of possible de-coupling (in the financial markets) had been misplaced. While 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 were highly correlated and have seen sharp increases during specific crisis moments
Beschreibung:	1 Online-Ressource (20 p)
ISBN:	1451872518 9781451872514

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spelling	Frank, Nathaniel Verfasser aut Financial Spillovers to Emerging Markets During the Global Financial Crisis Frank, Nathaniel Washington, D.C International Monetary Fund 2009 1 Online-Ressource (20 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 09/104 In this paper potential financial linkages between liquidity and bank solvency measures in advanced economies and emerging market (EM) bond and stock markets are analyzedduring 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 indicate that the notion of possible de-coupling (in the financial markets) had been misplaced. While 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 were highly correlated and have seen sharp increases during specific crisis moments Online-Ausg Hesse, Heiko Sonstige oth http://elibrary.imf.org/view/IMF001/10145-9781451872514/10145-9781451872514/10145-9781451872514.xml Verlag URL des Erstveröffentlichers Volltext
spellingShingle	Frank, Nathaniel Financial Spillovers to Emerging Markets During the Global Financial Crisis
title	Financial Spillovers to Emerging Markets During the Global Financial Crisis
title_auth	Financial Spillovers to Emerging Markets During the Global Financial Crisis
title_exact_search	Financial Spillovers to Emerging Markets During the Global Financial Crisis
title_exact_search_txtP	Financial Spillovers to Emerging Markets During the Global Financial Crisis
title_full	Financial Spillovers to Emerging Markets During the Global Financial Crisis Frank, Nathaniel
title_fullStr	Financial Spillovers to Emerging Markets During the Global Financial Crisis Frank, Nathaniel
title_full_unstemmed	Financial Spillovers to Emerging Markets During the Global Financial Crisis Frank, Nathaniel
title_short	Financial Spillovers to Emerging Markets During the Global Financial Crisis
title_sort	financial spillovers to emerging markets during the global financial crisis
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