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May 25, 2013

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Subject/Keyword: subprime crisis

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1. Title: Global Market Conditions and Systemic Risk   Author/Editor: González-Hermosillo, Brenda ; Hesse, Heiko   Series: Working Paper No. 09/230   Published: October 01, 2009   Subject(s): Banking sector | Central bank policy | Currency swaps | Developing countries | Economic models | Financial crisis | Financial risk | Financial systems | Fiscal policy | International capital markets | Nonbank financial sector | Risk management   Author's Keyword(s): Systemic Risk | Global Financial Crises | Emerging Markets | Subprime Crisis | Volatility | Solvency | Markov-Switching   2. Title: Spillovers of the U.S. Subprime Financial Turmoil to Mainland China and Hong Kong SAR: Evidence from Stock Markets   Author/Editor: Sun, Tao ; Zhang, Xiaojing   Series: Working Paper No. 09/166   Published: August 01, 2009   Subject(s): Asset prices | Capital markets | China, People's Republic of | Credit risk | Economic integration | Economic models | External shocks | Financial crisis | Financial sector | Hong Kong Special Administrative Region of China | Spillovers | Stock markets | Stock prices | United States   Author's Keyword(s): subprime crisis | spillovers | GARCH   3. Title: Financial Spillovers to Emerging Markets during the Global Financial Crisis   Author/Editor: Frank, Nathaniel ; Hesse, Heiko   Series: Working Paper No. 09/104   Published: May 01, 2009   Subject(s): Banking sector | Bond markets | Capital markets | Cross country analysis | Developed countries | Developing countries | Economic models | Emerging markets | Financial crisis | Liquidity | Spillovers | Stock markets   Author's Keyword(s): Emerging Markets | Subprime Crisis | Liquidity | Solvency | GARCH   4. Title: Transmission of Liquidity Shocks: Evidence from the 2007 Subprime Crisis   Author/Editor: Frank, Nathaniel ; González-Hermosillo, Brenda ; Hesse, Heiko   Series: Working Paper No. 08/200   Published: August 01, 2008   Subject(s): Liquidity management | External shocks | Financial crisis | Spillovers | Credit | Banks | Financial institutions | Economic models   Author's Keyword(s): Funding liquidity | market liquidity | subprime crisis | GARCH

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