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150128 ||| eng |
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|a 9781451872514
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| 100 |
1 |
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|a Frank, Nathaniel
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| 245 |
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0 |
|a Financial Spillovers to Emerging Markets During the Global Financial Crisis
|c Nathaniel Frank, Heiko Hesse
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| 260 |
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|a Washington, D.C.
|b International Monetary Fund
|c 2009
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| 300 |
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|a 20 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 Interest rates
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| 653 |
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|a Stock exchanges
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| 653 |
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|a Finance
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| 653 |
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|a Dynamic Treatment Effect Models
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| 653 |
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|a Financial crises
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| 653 |
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|a Financial services
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| 653 |
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|a Capital market
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| 653 |
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|a Diffusion Processes
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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 Yield curve
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| 653 |
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|a Time-Series Models
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| 653 |
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|a Financial markets
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| 653 |
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|a Emerging and frontier financial markets
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| 653 |
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|a Stock markets
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| 653 |
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|a Banks and Banking
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| 653 |
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|a Financial Markets and the Macroeconomy
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| 653 |
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|a Financial services industry
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| 653 |
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|a Interest Rates: Determination, Term Structure, and Effects
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| 653 |
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|a Dynamic Quantile Regressions
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| 653 |
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|a Financial Risk Management
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| 653 |
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|a State Space Models
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| 653 |
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|a Finance: General
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| 653 |
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|a Financial Crises
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| 653 |
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|a Securities markets
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| 700 |
1 |
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|a Hesse, Heiko
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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 |
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|a 10.5089/9781451872514.001
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| 856 |
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|u https://elibrary.imf.org/view/journals/001/2009/104/001.2009.issue-104-en.xml?cid=22936-com-dsp-marc
|x Verlag
|3 Volltext
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|a 330
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| 520 |
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|a 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
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