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Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis

Author/Editor: Frank, Nathaniel | González-Hermosillo, Brenda | Hesse, Heiko
Authorized for Distribution: August 1, 2008
Electronic Access: Free Full Text (PDF file size is 461KB)
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Disclaimer: This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate.
Series: Working Paper No. 08/200
Subject(s): Liquidity management | External shocks | Financial crisis | Spillovers | Credit | Banks | Financial institutions | Economic models | Working Paper
Author's keyword(s): Funding liquidity | market liquidity | subprime crisis | GARCH
 
English  
    Published:   August 1, 2008        
            Format:   Paper
    Stock No:   WPIEA2008200   Pages:   21
    Price:   US$18.00 (Academic Rate: US$18.00 )
        
     
Please address any questions about this title to publications@imf.org.