Early warning system for risk of external liquidity shock in BRICS countries
Year of publication: |
2022
|
---|---|
Authors: | An, Hui ; Wang, Hao ; Delpachitra, Sarath B. ; Cottrell, Simon ; Yu, Xiao |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 51.2022, 1, p. 1-18
|
Subject: | ARMA-GARCH model | BRICS | Early warning system | External liquidity shock | Financial stress index | Frühwarnsystem | BRICS-Staaten | BRICS countries | Schock | Shock | Finanzkrise | Financial crisis | Liquidität | Liquidity | Schwellenländer | Emerging economies | Bankenliquidität | Bank liquidity | Bankenkrise | Banking crisis |
-
Mamatzakis, Emmanuel, (2019)
-
Interbank liquidity risk transmission to large emerging markets in crisis periods
Sifat, Imtiaz, (2022)
-
Liquidity crises, liquidity lines and sovereign risk
Önder, Yasin Kürşat, (2015)
- More ...
-
What determines wholesale funding costs of the global systemically important banks?
Cottrell, Simon, (2021)
-
Ma, Yihong, (2023)
-
Delpachitra, Sarath B., (2020)
- More ...