Liquidity, risk and the global transmission of the 2007-08 financial crisis and the 2010-2011 sovereign debt crisis
Year of publication: |
2012
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Authors: | Chudik, Alexander ; Fratzscher, Marcel |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | advanced economies | Capital flows | Emerging market economies | global financial crisis | high dimensional VARs | liquidity | risk | sovereign debt crisis | transmission |
Series: | ECB Working Paper ; 1416 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 751883565 [GVK] hdl:10419/153849 [Handle] RePEc:ecb:ecbwps:20121416 [RePEc] |
Classification: | E44 - Financial Markets and the Macroeconomy ; F3 - International Finance ; C5 - Econometric Modeling |
Source: |
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Chudik, Alexander, (2012)
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Chudik, Alexander, (2012)
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Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model
Chudik, Alexander, (2011)
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Identifying the global transmission of the 2007 - 09 financial crisis in a GVAR Model
Chudik, Alexander, (2011)
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Identifying the global transmission of the 2007-09 financial crisis in a GVAR Model
Chudik, Alexander, (2011)
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Chudik, Alexander, (2012)
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