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150128 ||| eng |
| 020 |
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|a 9781451870589
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| 100 |
1 |
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|a Hesse, Heiko
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| 245 |
0 |
0 |
|a Transmission of Liquidity Shocks
|b Evidence from the 2007 Subprime Crisis
|c Heiko Hesse, Nathaniel Frank, Brenda Gonzalez-Hermosillo
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2008
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| 300 |
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|a 21 pages
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| 651 |
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4 |
|a United States
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| 653 |
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|a Economic & financial crises & disasters
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| 653 |
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|a Depository Institutions
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| 653 |
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|a Economics
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| 653 |
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|a Stock exchanges
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| 653 |
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|a Liquidity risk
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| 653 |
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|a Banks
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| 653 |
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|a Finance
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| 653 |
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|a Financial crises
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| 653 |
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|a Banks and banking
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| 653 |
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|a Value of Firms
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| 653 |
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|a Micro Finance Institutions
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| 653 |
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|a General Financial Markets: General (includes Measurement and Data)
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| 653 |
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|a Mortgages
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| 653 |
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|a Liquidity
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| 653 |
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|a Stock markets
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| 653 |
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|a Financial risk management
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| 653 |
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|a Capital and Ownership Structure
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| 653 |
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|a Goodwill
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Banking
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| 653 |
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|a Financial Risk and Risk Management
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| 653 |
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|a Financing Policy
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| 653 |
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|a Financial Risk Management
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| 653 |
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|a Portfolio Choice
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| 653 |
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|a Financial services law & regulation
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| 653 |
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|a Finance: General
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| 653 |
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|a Investment Decisions
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| 653 |
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|a Financial Crises
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| 700 |
1 |
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|a Frank, Nathaniel
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| 700 |
1 |
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|a Gonzalez-Hermosillo, Brenda
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b IMF
|a International Monetary Fund
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| 490 |
0 |
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|a IMF Working Papers
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| 028 |
5 |
0 |
|a 10.5089/9781451870589.001
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| 856 |
4 |
0 |
|u https://elibrary.imf.org/view/journals/001/2008/200/001.2008.issue-200-en.xml?cid=22238-com-dsp-marc
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 330
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| 520 |
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|a We examine the linkages between market and funding liquidity pressures, as well as their interaction with solvency issues surrounding key financial institutions during the 2007 subprime crisis. A multivariate GARCH model is estimated in order to test for the transmission of liquidity shocks across U.S. financial markets. It is found that the interaction between market and funding illiquidity increases sharply during the recent period of financial turbulence, and that bank solvency becomes important
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